GEN Options History — November 2015

In November 2015, GEN traded between $4.11 and $5.29. ATM implied volatility averaged 73.4%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 12.8% (HV 20d: 60.5%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.66.

Notable Days

2015-11-13: Highest Volume — 252 contracts
2015-11-19: Largest IV spike — 339.8% change
2015-11-16: Highest IV Rank — 78.2%
2015-11-16: Largest Expected Move — 40.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.71	$4.11	$5.29	$5.07	$4.88
Max Pain	$3.25	$2.50	$7.50	$7.50	$2.50
ATM IV	73.4%	13.0%	142.6%	33.1%	110.5%
Expected Move	19.9%	3.7%	40.9%	9.5%	31.7%
HV 20d	60.5%	47.2%	67.2%	47.2%	67.2%
HV 60d	54.2%	49.3%	57.1%	51.8%	56.8%
IV Rank	38.2%	3.3%	78.2%	15.0%	59.7%
IV Percentile	63.4%	0.4%	98.4%	7.1%	96.0%
Term Structure	-22.2%	-109.7%	49.8%	4.2%	-46.5%
VWIV	72.1%	3.5%	177.5%	3.5%	67.6%
Skew 25d	16.0%	-4.8%	25.1%	14.3%	-4.8%
Skew 10d	24.9%	-6.7%	39.8%	19.7%	-6.7%
Call IV 25d	60.2%	52.4%	65.2%	52.4%	59.2%
Put IV 25d	76.2%	54.4%	87.6%	66.7%	54.4%
Bid-Ask Spread %	142.12	58.83	181.86	135.40	181.86
Gamma HHI	0.81	0.54	0.93	0.54	0.61
Net GEX	483	-833	1.6K	-6	-32
Net DEX	21.5K	-35.9K	69.4K	69.4K	21.0K
Net VEX	-135	-445	-2	-2	-23
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.66	0.00	2.47	2.47	2.07
Total Volume	159.45	0	252	198	0
Total OI	555.85	485	630	630	485

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2015-11-02	$5.07	$7.50	33.1%	9.5%	47.2%	15.0%	3.5%	0.0%	4.2%	-6	69.4K	-2	2.47	135.40	N/A	N/A	57	141	475	155
2015-11-03	$5.29	$7.50	62.6%	18.0%	50.3%	32.0%	0.0%	0.0%	-60.4%	952	43.4K	-217	2.47	137.30	N/A	N/A	57	141	475	155
2015-11-04	$5.20	$7.50	29.8%	8.5%	49.5%	13.1%	29.8%	0.0%	-27.5%	1.6K	-35.9K	-445	2.47	168.17	N/A	N/A	57	141	475	155
2015-11-05	$5.26	$2.50	83.9%	16.3%	49.7%	44.3%	0.0%	14.3%	14.4%	676	55.8K	-125	2.47	91.37	N/A	N/A	57	141	475	155
2015-11-06	$5.00	$2.50	142.1%	29.1%	52.1%	78.0%	0.0%	0.0%	-49.1%	1.1K	13.3K	-343	0.00	151.30	N/A	N/A	0	0	475	155
2015-11-09	$4.47	$2.50	102.1%	15.2%	63.9%	54.8%	52.2%	0.0%	0.4%	337	54.1K	-70	0.25	120.06	N/A	N/A	40	10	475	155
2015-11-10	$4.42	$2.50	89.8%	25.7%	63.2%	47.7%	154.3%	0.0%	-16.6%	930	-13.8K	-276	1.61	169.00	N/A	N/A	94	151	435	106
2015-11-11	$4.40	$2.50	100.0%	28.7%	62.7%	53.6%	90.7%	0.0%	49.8%	799	-9.3K	-264	1.61	130.61	N/A	N/A	94	151	435	106
2015-11-12	$4.11	$2.50	62.3%	0.0%	58.0%	31.8%	0.0%	0.0%	-57.8%	583	21.0K	-122	1.61	169.50	N/A	N/A	94	151	435	106
2015-11-13	$4.35	$2.50	35.4%	0.0%	63.5%	16.3%	0.0%	0.0%	-103.5%	56	38.3K	-5	1.50	171.36	N/A	N/A	101	151	435	106
2015-11-16	$4.39	$2.50	142.6%	40.9%	63.8%	78.2%	0.0%	0.0%	-37.9%	815	2.1K	-203	0.00	169.92	N/A	N/A	0	0	443	105
2015-11-17	$4.29	$2.50	41.8%	12.0%	63.8%	20.0%	0.0%	0.0%	-23.8%	43	38.2K	-3	1.50	171.81	N/A	N/A	101	151	443	106
2015-11-18	$4.50	$2.50	13.0%	3.7%	67.2%	3.3%	6.3%	0.0%	3.2%	57	39.3K	-7	1.50	172.06	N/A	N/A	101	151	443	106
2015-11-19	$4.50	$2.50	57.0%	16.3%	62.6%	28.7%	66.8%	25.1%	6.9%	510	26.7K	-101	1.50	76.65	N/A	N/A	101	151	443	106
2015-11-20	$4.65	$2.50	96.8%	27.7%	64.1%	51.7%	177.5%	0.0%	7.0%	693	12.2K	-175	1.50	163.20	N/A	N/A	101	151	443	106
2015-11-23	$4.69	$2.50	60.8%	17.4%	64.3%	31.0%	0.0%	22.5%	3.7%	518	12.8K	-92	0.00	122.64	N/A	N/A	0	0	413	72
2015-11-24	$4.76	$2.50	62.1%	17.8%	63.8%	31.7%	0.0%	23.0%	2.0%	448	15.3K	-69	0.00	126.88	N/A	N/A	2	0	413	72
2015-11-25	$5.05	$2.50	73.8%	0.0%	66.7%	38.5%	0.0%	0.0%	-109.7%	-833	9.0K	-97	2.07	154.43	N/A	N/A	57	118	415	73
2015-11-27	$4.99	$2.50	67.6%	19.4%	66.8%	34.9%	67.6%	-4.8%	-2.5%	372	17.1K	-62	2.07	58.83	N/A	N/A	57	118	413	73
2015-11-30	$4.88	$2.50	110.5%	31.7%	67.2%	59.7%	0.0%	0.0%	-46.5%	-32	21.0K	-23	0.00	181.86	N/A	N/A	0	0	413	72