GEN Options History — February 2016

In February 2016, GEN traded between $1.43 and $1.88. ATM implied volatility averaged 137.5%, placing in the 72.0% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded below realized volatility by 4.3% (HV 20d: 141.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.60.

Notable Days

2016-02-09: Highest Volume — 185 contracts
2016-02-03: Largest IV spike — 64.0% change
2016-02-03: Highest IV Rank — 88.6%
2016-02-03: Largest Expected Move — 48.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.69	$1.43	$1.88	$1.88	$1.79
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	137.5%	80.8%	167.6%	143.6%	149.7%
Expected Move	37.6%	23.2%	48.0%	41.2%	42.9%
HV 20d	141.8%	85.9%	163.1%	160.5%	89.2%
HV 60d	105.5%	102.2%	108.5%	103.7%	108.3%
IV Rank	72.0%	40.6%	88.6%	75.3%	78.7%
IV Percentile	91.2%	70.2%	97.6%	95.6%	94.8%
Term Structure	-1.4%	-45.4%	59.3%	-45.4%	-15.2%
Skew 25d	-20.3%	-48.4%	1.3%	1.3%	-10.2%
Skew 10d	-27.3%	-65.6%	8.4%	8.4%	-27.9%
Call IV 25d	119.7%	93.2%	159.7%	93.8%	113.3%
Put IV 25d	99.4%	65.2%	131.0%	95.1%	103.1%
Bid-Ask Spread %	105.16	26.90	118.46	113.84	114.47
Gamma HHI	0.56	0.49	1.00	0.49	0.55
Net GEX	132	0	191	138	188
Net DEX	-4.9K	-8.7K	3.1K	-5.8K	-7.9K
Net VEX	-68	-97	0	-69	-97
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.13	1.28	0.25	1.28
Total Volume	104.55	66	185	106	66
Total OI	322.15	277	393	277	317

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
2016-02-01	$1.88	$2.50	143.6%	41.2%	160.5%	75.3%	0.0%	1.3%	-45.4%	138	-5.8K	-69	0.25	113.84	N/A	N/A	85	21	256	21
2016-02-02	$1.79	$2.50	102.2%	29.3%	160.1%	52.4%	0.0%	-8.0%	-10.1%	123	-5.2K	-60	0.25	93.30	N/A	N/A	85	21	256	21
2016-02-03	$1.81	$2.50	167.6%	48.0%	159.9%	88.6%	0.0%	-30.9%	-25.6%	122	-7.8K	-72	0.25	99.78	N/A	N/A	85	21	256	21
2016-02-04	$1.86	$0.00	165.3%	30.9%	160.5%	87.3%	0.0%	-21.5%	-9.3%	135	-5.7K	-63	0.25	118.12	N/A	N/A	85	21	256	21
2016-02-05	$1.80	$0.00	141.2%	32.5%	158.7%	74.0%	0.0%	-43.8%	-24.7%	128	-6.6K	-65	0.25	102.83	N/A	N/A	85	21	256	21
2016-02-08	$1.60	$0.00	144.1%	29.6%	161.6%	75.6%	0.0%	-6.2%	17.4%	96	-3.4K	-49	0.25	26.90	N/A	N/A	85	21	256	21
2016-02-09	$1.48	$0.00	157.0%	44.1%	162.2%	82.7%	0.0%	0.0%	-14.6%	79	-2.4K	-43	0.13	115.39	N/A	N/A	164	21	256	21
2016-02-10	$1.49	$0.00	142.8%	41.0%	160.5%	74.9%	0.0%	0.0%	6.3%	108	-4.0K	-62	0.24	110.58	N/A	N/A	90	22	338	21
2016-02-11	$1.43	$0.00	151.0%	43.3%	156.4%	79.4%	0.0%	-34.1%	5.3%	0	3.1K	0	0.24	112.79	N/A	N/A	90	22	346	22
2016-02-12	$1.50	$0.00	147.0%	42.1%	155.1%	77.2%	0.0%	0.0%	-4.7%	105	-3.2K	-54	0.24	113.10	N/A	N/A	90	22	346	17
2016-02-16	$1.53	$0.00	126.4%	36.2%	155.1%	65.8%	0.0%	0.0%	59.3%	128	-5.6K	-69	0.24	98.09	N/A	N/A	90	22	346	17
2016-02-17	$1.61	$0.00	152.7%	43.8%	157.8%	80.4%	0.0%	0.0%	-7.3%	118	-5.0K	-63	0.58	115.87	N/A	N/A	90	52	346	17
2016-02-18	$1.72	$2.50	136.3%	39.1%	161.1%	71.3%	0.0%	-21.5%	-13.4%	144	-1.1K	-74	0.58	113.72	N/A	N/A	90	52	346	47
2016-02-19	$1.60	$2.50	129.3%	37.1%	161.9%	67.4%	0.0%	-30.0%	3.0%	147	-5.9K	-86	0.58	111.24	N/A	N/A	90	52	346	47
2016-02-22	$1.70	$2.50	139.4%	40.0%	163.1%	73.0%	0.0%	0.0%	-7.2%	155	-7.6K	-90	1.28	114.57	N/A	N/A	29	37	280	37
2016-02-23	$1.82	$2.50	123.5%	35.4%	92.1%	64.2%	0.0%	-8.0%	8.0%	180	-7.2K	-91	1.28	118.46	N/A	N/A	29	37	280	37
2016-02-24	$1.81	$2.50	132.8%	38.1%	85.9%	69.4%	0.0%	-2.5%	6.5%	172	-8.7K	-94	1.28	117.52	N/A	N/A	29	37	280	37
2016-02-25	$1.78	$2.50	80.8%	23.2%	86.0%	40.6%	0.0%	-48.4%	21.2%	184	-4.4K	-80	1.28	89.99	N/A	N/A	29	37	280	37
2016-02-26	$1.88	$2.50	117.5%	33.7%	87.7%	60.9%	0.0%	-10.2%	23.0%	191	-3.9K	-79	1.28	102.66	N/A	N/A	29	37	280	37
2016-02-29	$1.79	$2.50	149.7%	42.9%	89.2%	78.7%	0.0%	0.0%	-15.2%	188	-7.9K	-97	1.28	114.47	N/A	N/A	29	37	280	37