GEN Options History — December 2015

In December 2015, GEN traded between $3.43 and $5.01. ATM implied volatility averaged 96.8%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 46.9% (HV 20d: 50.0%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.85.

Notable Days

2015-12-29: Highest Volume — 509 contracts
2015-12-21: Largest IV spike — 112.7% change
2015-12-02: Highest IV Rank — 100.0%
2015-12-02: Largest Expected Move — 54.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.18	$3.43	$5.01	$5.01	$3.53
Max Pain	$7.05	$2.50	$7.50	$2.50	$7.50
ATM IV	96.8%	38.4%	188.3%	104.7%	120.9%
Expected Move	24.3%	11.0%	54.0%	30.0%	34.7%
HV 20d	50.0%	33.8%	67.6%	67.6%	47.4%
HV 60d	56.6%	52.0%	58.3%	57.2%	55.1%
IV Rank	49.6%	17.2%	100.0%	56.3%	62.8%
IV Percentile	75.2%	11.5%	100.0%	95.6%	95.6%
Term Structure	-33.8%	-181.1%	63.9%	-42.9%	-61.6%
VWIV	82.0%	8.8%	153.3%	8.8%	151.5%
Skew 25d	-25.3%	-78.7%	13.6%	10.9%	-4.8%
Skew 10d	-27.2%	-91.0%	19.1%	15.9%	7.8%
Call IV 25d	99.6%	54.5%	174.0%	54.5%	63.3%
Put IV 25d	74.3%	40.0%	136.6%	65.5%	58.5%
Bid-Ask Spread %	125.97	53.38	179.82	179.82	86.87
Gamma HHI	0.79	0.54	1.00	0.70	0.89
Net GEX	194	-66	1.1K	-66	173
Net DEX	18.0K	-1.2K	26.8K	19.9K	2.1K
Net VEX	-32	-159	-3	-24	-59
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.85	0.30	2.56	2.07	0.34
Total Volume	203.318	0	509	0	467
Total OI	493.682	470	575	485	575

Daily Data (22 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
2015-12-01	$5.01	$2.50	104.7%	30.0%	67.6%	56.3%	0.0%	0.0%	-42.9%	-66	19.9K	-24	0.00	179.82	N/A	N/A	0	0	413	72
2015-12-02	$4.99	$2.50	188.3%	54.0%	65.7%	100.0%	0.0%	0.0%	-181.1%	1.1K	-1.2K	-159	2.07	170.58	N/A	N/A	57	118	413	73
2015-12-03	$4.82	$7.50	178.7%	11.0%	66.5%	94.7%	8.8%	0.0%	63.9%	268	21.9K	-25	2.07	162.96	N/A	N/A	57	118	413	73
2015-12-04	$4.79	$7.50	105.6%	19.6%	66.2%	54.3%	69.2%	0.0%	-18.5%	408	16.5K	-64	2.07	132.26	N/A	N/A	57	118	413	73
2015-12-07	$4.56	$7.50	90.1%	15.7%	66.1%	45.8%	0.0%	0.0%	-5.5%	146	21.0K	-24	0.00	151.13	N/A	N/A	0	0	413	72
2015-12-08	$4.57	$7.50	57.0%	17.7%	52.5%	27.5%	65.0%	0.0%	-3.7%	152	20.4K	-29	2.07	53.38	N/A	N/A	57	118	413	73
2015-12-09	$4.61	$7.50	40.1%	11.5%	52.3%	18.2%	14.9%	0.0%	7.9%	90	25.3K	-5	2.07	132.17	N/A	N/A	57	118	413	73
2015-12-10	$4.53	$7.50	42.7%	12.2%	52.8%	19.6%	22.9%	0.0%	-11.8%	98	25.2K	-4	2.07	155.51	N/A	N/A	57	118	413	73
2015-12-11	$4.38	$7.50	69.4%	19.9%	47.9%	34.3%	123.8%	10.9%	-15.1%	453	14.2K	-59	2.07	108.68	N/A	N/A	57	118	413	73
2015-12-14	$4.20	$7.50	90.2%	25.9%	46.1%	45.8%	140.7%	-23.6%	-11.5%	703	8.2K	-87	2.07	141.36	N/A	N/A	57	118	413	73
2015-12-15	$4.24	$7.50	70.3%	20.2%	46.1%	34.9%	69.8%	0.0%	-67.0%	296	19.2K	-26	2.07	139.50	N/A	N/A	57	118	413	73
2015-12-16	$4.22	$7.50	38.4%	11.0%	45.4%	17.2%	27.1%	0.0%	-25.7%	43	23.3K	-4	2.07	163.93	N/A	N/A	57	118	413	73
2015-12-17	$4.06	$7.50	47.1%	13.5%	43.4%	22.0%	60.3%	0.0%	-10.7%	79	21.9K	-8	2.07	154.76	N/A	N/A	57	118	413	73
2015-12-18	$3.84	$7.50	65.8%	18.9%	46.9%	32.3%	59.9%	-21.9%	-11.9%	12	21.3K	-5	2.56	104.65	N/A	N/A	50	128	413	73
2015-12-21	$3.75	$7.50	139.8%	0.0%	44.7%	73.3%	124.9%	0.0%	0.0%	17	26.8K	-4	2.46	162.40	N/A	N/A	48	118	397	73
2015-12-22	$3.74	$7.50	129.6%	37.1%	44.2%	67.6%	0.0%	-37.4%	-42.8%	12	26.7K	-5	2.46	112.89	N/A	N/A	48	118	397	73
2015-12-23	$3.68	$7.50	103.1%	29.6%	43.1%	53.0%	0.0%	-69.0%	-41.1%	12	26.1K	-5	2.46	89.11	N/A	N/A	48	118	397	73
2015-12-24	$3.59	$7.50	95.5%	27.4%	33.8%	48.8%	0.0%	-19.4%	-36.6%	7	25.9K	-3	2.46	89.27	N/A	N/A	48	118	397	73
2015-12-28	$3.64	$7.50	119.9%	34.4%	35.5%	62.2%	153.3%	-78.7%	-57.3%	9	26.1K	-4	0.81	67.44	N/A	N/A	145	118	397	73
2015-12-29	$3.43	$7.50	109.1%	31.3%	38.7%	56.3%	137.6%	-22.4%	-45.5%	142	2.9K	-48	0.30	71.65	N/A	N/A	391	118	494	73
2015-12-30	$3.67	$7.50	124.4%	35.7%	46.9%	64.7%	0.0%	13.6%	-90.3%	112	2.8K	-49	0.34	141.08	N/A	N/A	349	118	494	73
2015-12-31	$3.53	$7.50	120.9%	34.7%	47.4%	62.8%	151.5%	-4.8%	-61.6%	173	2.1K	-59	0.34	86.87	N/A	N/A	349	118	502	73