GPK Options History — November 2024

In November 2024, GPK traded between $27.80 and $30.18. ATM implied volatility averaged 29.5%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 4.1% (HV 20d: 25.4%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.80.

Notable Days

2024-11-25: Highest Volume — 90 contracts
2024-11-25: Largest IV spike — 88.4% change
2024-11-25: Highest IV Rank — 41.4%
2024-11-25: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.90	$27.80	$30.18	$28.20	$30.18
Max Pain	$26.00	$25.00	$30.00	$30.00	$30.00
ATM IV	29.5%	22.0%	46.0%	22.2%	24.1%
Expected Move	7.5%	6.2%	13.2%	6.4%	6.9%
HV 20d	25.4%	18.6%	27.8%	24.9%	18.6%
HV 60d	23.2%	22.3%	23.7%	22.3%	23.1%
IV Rank	19.7%	9.9%	41.4%	10.2%	12.6%
IV Percentile	58.0%	23.8%	92.1%	27.4%	37.3%
Term Structure	-1.7%	-15.4%	27.4%	7.9%	-1.6%
VWIV	32.2%	24.2%	65.3%	32.1%	26.6%
Skew 25d	11.7%	-5.9%	46.3%	9.7%	46.3%
Skew 10d	18.1%	-5.5%	77.9%	11.3%	77.9%
Call IV 25d	25.8%	21.2%	35.5%	25.8%	24.8%
Put IV 25d	37.5%	20.5%	79.1%	35.5%	71.1%
Bid-Ask Spread %	106.06	81.53	123.47	123.47	104.69
Gamma HHI	0.51	0.41	0.61	0.41	0.61
Net GEX	111.6K	67.8K	170.8K	71.5K	170.8K
Net DEX	-1.8M	-2.6M	-1.2M	-1.4M	-2.6M
Net VEX	-14.3K	-16.0K	-12.7K	-15.4K	-14.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.80	0.00	17.33	0.00	0.00
Total Volume	26.5	0	90	0	0
Total OI	3,088.35	3,015	3,193	3,049	3,166

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-11-01	$28.20	$30.00	22.2%	6.4%	24.9%	10.2%	0.0%	9.7%	7.9%	71.5K	-1.4M	-15.4K	0.00	123.47	0	0	2,238	811
2024-11-04	$27.80	$25.00	24.7%	6.6%	25.2%	13.4%	32.1%	7.0%	-0.8%	67.8K	-1.2M	-14.9K	0.00	89.02	24	0	2,238	811
2024-11-05	$28.07	$25.00	43.4%	7.2%	25.4%	38.0%	27.7%	3.9%	-2.0%	72.9K	-1.2M	-14.9K	0.88	81.53	17	15	2,256	811
2024-11-06	$28.95	$25.00	30.9%	6.2%	27.8%	21.6%	0.0%	9.7%	4.1%	122.5K	-1.9M	-14.9K	0.00	116.35	0	0	2,271	801
2024-11-07	$29.16	$25.00	28.4%	6.7%	27.8%	18.3%	26.4%	4.4%	3.9%	116.9K	-2.1M	-16.0K	0.00	111.72	58	0	2,271	801
2024-11-08	$29.34	$25.00	30.9%	6.8%	27.1%	21.5%	0.0%	-2.6%	-0.5%	135.1K	-2.3M	-15.3K	0.00	115.41	10	0	2,291	801
2024-11-11	$29.42	$25.00	36.9%	7.7%	26.4%	29.4%	27.1%	6.1%	-9.0%	117.5K	-1.9M	-14.3K	8.00	107.71	1	8	2,301	801
2024-11-12	$29.11	$25.00	40.4%	7.5%	26.6%	34.0%	65.3%	6.9%	-6.0%	97.2K	-1.9M	-15.5K	0.00	101.80	73	0	2,302	809
2024-11-13	$28.64	$25.00	23.9%	6.8%	27.0%	12.3%	28.8%	6.6%	0.7%	117.1K	-1.5M	-13.9K	0.14	110.74	7	1	2,327	809
2024-11-14	$28.32	$25.00	24.9%	7.1%	27.0%	13.7%	0.0%	6.0%	27.4%	98.1K	-1.2M	-13.3K	17.33	110.16	3	52	2,330	810
2024-11-15	$28.30	$25.00	24.4%	7.0%	26.7%	13.1%	0.0%	6.8%	-1.9%	100.9K	-1.3M	-13.9K	0.00	98.63	4	0	2,332	861
2024-11-18	$28.31	$25.00	22.0%	6.3%	26.7%	9.9%	24.2%	5.9%	1.6%	105.6K	-1.6M	-13.6K	0.00	95.70	11	0	2,220	795
2024-11-19	$28.25	$25.00	23.8%	6.8%	26.4%	12.2%	26.4%	5.6%	-1.5%	87.8K	-1.5M	-13.5K	0.44	110.09	36	16	2,227	795
2024-11-20	$28.54	$25.00	28.1%	8.1%	26.6%	17.9%	29.5%	-5.9%	-15.4%	97.8K	-1.7M	-14.1K	0.00	107.51	2	0	2,259	790
2024-11-21	$28.89	$25.00	32.8%	9.4%	26.9%	24.1%	0.0%	-1.4%	-13.4%	106.4K	-2.0M	-14.0K	0.00	120.93	0	0	2,261	790
2024-11-22	$29.28	$25.00	24.4%	7.0%	27.3%	13.0%	24.5%	35.3%	6.4%	144.4K	-2.2M	-14.0K	0.00	93.14	8	0	2,261	790
2024-11-25	$29.66	$25.00	46.0%	13.2%	26.8%	41.4%	49.6%	43.5%	-9.9%	121.5K	-2.2M	-12.7K	2.00	107.68	30	60	2,262	790
2024-11-26	$29.59	$30.00	30.9%	8.9%	18.9%	21.6%	30.6%	-0.7%	-14.4%	118.4K	-2.2M	-13.6K	0.00	113.01	63	0	2,264	849
2024-11-27	$30.02	$30.00	27.0%	7.7%	18.6%	16.4%	26.6%	41.8%	-10.5%	161.7K	-2.6M	-14.1K	0.00	101.86	31	0	2,316	849
2024-11-29	$30.18	$30.00	24.1%	6.9%	18.6%	12.6%	0.0%	46.3%	-1.6%	170.8K	-2.6M	-14.0K	0.00	104.69	0	0	2,317	849