GEN Options History — April 2015

In April 2015, GEN traded between $6.92 and $7.31. ATM implied volatility averaged 51.7%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 24.3% (HV 20d: 27.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.90.

Notable Days

  • 2015-04-01: Highest Volume — 1,629 contracts
  • 2015-04-02: Largest IV spike — 24.1% change
  • 2015-04-30: Highest IV Rank — 29.3%
  • 2015-04-30: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.13$6.92$7.31$7.07$6.92
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV51.7%41.0%70.8%46.6%70.8%
Expected Move14.5%11.8%20.3%13.4%20.3%
HV 20d27.4%14.1%35.2%34.5%23.4%
HV 60d553.2%53.1%578.5%577.9%53.1%
IV Rank16.9%10.0%29.3%13.7%29.3%
IV Percentile48.6%19.8%80.2%37.3%80.2%
Term Structure-9.9%-30.3%11.4%11.4%-30.3%
VWIV62.0%62.0%62.0%62.0%62.0%
Skew 25d7.5%0.0%19.7%3.7%0.8%
Skew 10d14.2%3.3%32.5%11.8%20.4%
Call IV 25d47.1%34.8%68.1%41.2%35.6%
Put IV 25d54.6%35.4%80.9%44.9%36.4%
Bid-Ask Spread %108.2482.37117.45114.0894.71
Gamma HHI0.920.850.970.880.96
Net GEX-12.9K-15.6K-10.2K-14.2K-10.6K
Net DEX332.3K265.6K434.4K336.2K349.5K
Net VEX-1.8K-2.1K-1.6K-1.9K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.900.204.902.140.20
Total Volume1,185.38101,6291,629486
Total OI1,710.5241,3071,9421,8861,437

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$7.07$5.0046.6%13.4%34.5%13.7%62.0%3.7%11.4%-14.2K336.2K-1.9K2.14114.08N/AN/A5191,1105531,333
2015-04-02$7.18$0.0057.8%13.3%34.9%20.9%0.0%7.8%-5.5%-13.7K265.6K-2.1K2.14112.94N/AN/A5191,1106151,327
2015-04-06$7.10$0.0057.2%14.1%35.0%20.5%0.0%5.3%-7.4%-12.2K272.5K-2.0K2.14110.42N/AN/A5191,1106151,327
2015-04-07$7.02$0.0048.0%13.5%35.2%14.6%0.0%5.0%-6.4%-12.6K293.4K-1.9K1.97107.17N/AN/A5191,0206151,327
2015-04-08$7.10$0.0041.0%11.8%33.9%10.0%0.0%10.9%2.7%-12.6K297.9K-1.9K0.00117.45N/AN/A006051,327
2015-04-09$7.08$0.0047.4%13.6%32.8%14.2%0.0%6.4%-6.4%-12.5K283.6K-1.9K1.97104.91N/AN/A5191,0206151,327
2015-04-10$7.00$0.0049.7%14.3%32.6%15.7%0.0%8.8%-9.3%-12.9K318.6K-1.8K1.9782.37N/AN/A5191,0206151,327
2015-04-13$7.11$0.0046.2%13.3%33.1%13.4%0.0%9.3%-10.1%-14.4K318.7K-1.8K1.97110.91N/AN/A5191,0206151,327
2015-04-14$7.09$0.0046.4%13.3%31.7%13.5%0.0%8.4%-10.2%-15.6K357.6K-1.7K1.97109.13N/AN/A5191,0206151,327
2015-04-15$7.10$0.0050.4%14.5%31.4%16.1%0.0%19.7%-10.3%-12.8K299.3K-1.8K1.97109.30N/AN/A5191,0206151,327
2015-04-16$7.11$0.0047.0%13.5%31.2%13.9%0.0%6.5%-8.9%-13.4K366.9K-1.7K1.97107.54N/AN/A5191,0206151,327
2015-04-17$7.11$0.0053.8%15.4%31.2%18.3%0.0%9.8%-11.6%-12.2K378.8K-1.7K1.97111.62N/AN/A5191,0206151,327
2015-04-20$7.13$0.0051.6%14.8%30.6%16.9%0.0%11.7%-6.9%-13.2K422.4K-1.6K4.90110.33N/AN/A2061,0101931,114
2015-04-21$7.21$0.0051.6%14.8%19.0%16.9%0.0%0.0%-17.6%-14.4K420.2K-1.6K4.90108.54N/AN/A2061,0101931,114
2015-04-22$7.29$0.0055.0%15.8%19.4%19.1%0.0%5.0%-23.8%-14.2K434.4K-1.6K2.49109.01N/AN/A4061,0101931,114
2015-04-23$7.31$0.0048.4%13.9%16.3%14.8%0.0%4.8%-6.1%-12.8K327.4K-2.0K2.49113.21N/AN/A4061,0103931,114
2015-04-24$7.28$0.0049.0%14.0%14.1%15.2%0.0%8.9%-4.6%-11.2K306.4K-2.0K0.20112.92N/AN/A406803931,114
2015-04-27$7.10$0.0051.8%14.8%16.4%17.0%0.0%12.8%-8.9%-10.2K285.1K-1.9K0.20106.36N/AN/A406803931,044
2015-04-28$7.29$0.0055.3%15.9%18.8%19.3%0.0%6.8%-13.7%-11.1K307.7K-1.9K0.20110.53N/AN/A406803931,044
2015-04-29$7.17$0.0059.8%17.2%19.7%22.2%0.0%4.9%-24.4%-13.6K336.4K-1.8K0.20109.67N/AN/A406803931,044
2015-04-30$6.92$0.0070.8%20.3%23.4%29.3%0.0%0.8%-30.3%-10.6K349.5K-1.7K0.2094.71N/AN/A406803931,044