GEN Options History — April 2016

In April 2016, GEN traded between $2.17 and $2.64. ATM implied volatility averaged 114.8%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 61.4% (HV 20d: 53.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2016-04-01: Highest Volume — 158 contracts
2016-04-15: Largest IV spike — 39.5% change
2016-04-05: Highest IV Rank — 78.6%
2016-04-19: Largest Expected Move — 36.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.41	$2.17	$2.64	$2.22	$2.53
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	114.8%	85.5%	149.6%	126.4%	115.0%
Expected Move	31.4%	25.4%	36.7%	36.3%	33.0%
HV 20d	53.4%	41.9%	76.0%	76.0%	44.9%
HV 60d	97.6%	71.1%	116.7%	116.7%	71.7%
IV Rank	59.4%	43.3%	78.6%	65.9%	59.6%
IV Percentile	76.4%	61.5%	94.0%	84.1%	75.0%
Term Structure	-18.8%	-51.4%	1.5%	-10.1%	-21.9%
VWIV	108.1%	88.5%	128.1%	124.9%	114.9%
Bid-Ask Spread %	82.73	28.70	122.38	114.04	105.45
Gamma HHI	0.58	0.50	0.73	0.64	0.65
Net GEX	368	233	598	289	489
Net DEX	-11.9K	-29.6K	264	-9.7K	-19.1K
Net VEX	-75	-104	-58	-98	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.13	0.96	0.37	0.16
Total Volume	92.048	41	158	158	74
Total OI	455.286	417	505	464	427

Daily Data (21 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
2016-04-01	$2.22	$2.50	126.4%	36.3%	76.0%	65.9%	124.9%	0.0%	-10.1%	289	-9.7K	-98	0.37	114.04	N/A	N/A	115	43	407	57
2016-04-04	$2.23	$0.00	134.6%	30.8%	71.8%	70.3%	0.0%	0.0%	-23.4%	294	-10.2K	-101	0.37	103.60	N/A	N/A	115	43	407	57
2016-04-05	$2.17	$0.00	149.6%	35.9%	67.4%	78.6%	0.0%	0.0%	-19.6%	285	-10.6K	-104	0.37	83.79	N/A	N/A	115	43	407	57
2016-04-06	$2.28	$0.00	131.2%	28.9%	63.4%	68.5%	0.0%	0.0%	-15.2%	247	-7.2K	-82	0.96	99.72	N/A	N/A	45	43	407	57
2016-04-07	$2.25	$0.00	119.9%	35.2%	61.6%	62.3%	0.0%	0.0%	-31.8%	254	-6.4K	-82	0.96	85.80	N/A	N/A	45	43	407	57
2016-04-08	$2.22	$0.00	85.5%	26.2%	60.4%	43.3%	91.5%	0.0%	-5.9%	233	-2.7K	-70	0.65	93.82	N/A	N/A	66	43	407	57
2016-04-11	$2.22	$2.50	113.1%	27.6%	53.9%	58.5%	97.1%	0.0%	-10.2%	269	-168	-67	0.65	77.78	N/A	N/A	66	43	428	57
2016-04-12	$2.28	$2.50	110.0%	26.7%	50.6%	56.8%	92.0%	0.0%	-5.6%	272	264	-64	0.96	89.37	N/A	N/A	45	43	428	57
2016-04-13	$2.42	$2.50	98.4%	28.2%	54.7%	50.4%	100.9%	0.0%	-21.3%	342	-1.3K	-64	0.96	106.23	N/A	N/A	45	43	448	57
2016-04-14	$2.43	$2.50	88.5%	25.4%	50.1%	44.9%	88.5%	0.0%	-2.9%	373	-10.1K	-75	0.96	30.61	N/A	N/A	45	43	448	57
2016-04-15	$2.45	$2.50	123.5%	35.4%	49.7%	64.2%	123.5%	0.0%	-46.5%	281	-60	-58	0.96	78.90	N/A	N/A	45	43	448	57
2016-04-18	$2.47	$2.50	93.4%	26.8%	49.8%	47.6%	90.2%	0.0%	1.5%	291	-10.5K	-61	0.32	34.75	N/A	N/A	31	10	396	21
2016-04-19	$2.42	$2.50	128.1%	36.7%	50.2%	66.8%	128.1%	0.0%	-29.7%	254	-11.2K	-60	0.20	82.87	N/A	N/A	49	10	396	21
2016-04-20	$2.46	$2.50	115.3%	33.1%	49.6%	59.7%	115.4%	0.0%	-3.8%	419	-17.4K	-83	0.13	89.71	N/A	N/A	78	10	436	21
2016-04-21	$2.57	$2.50	119.3%	34.2%	41.9%	61.9%	116.9%	0.0%	-12.1%	499	-21.6K	-74	0.14	105.76	N/A	N/A	72	10	419	21
2016-04-22	$2.58	$2.50	124.8%	35.8%	41.9%	65.0%	124.8%	0.0%	-32.0%	443	-19.4K	-73	0.16	110.36	N/A	N/A	63	10	406	21
2016-04-25	$2.50	$2.50	115.7%	33.2%	43.7%	59.9%	122.1%	0.0%	-39.7%	500	-20.6K	-84	0.16	51.50	N/A	N/A	64	10	405	21
2016-04-26	$2.64	$2.50	108.7%	31.2%	47.3%	56.1%	106.3%	0.0%	-9.1%	581	-20.7K	-69	0.16	28.70	N/A	N/A	64	10	406	21
2016-04-27	$2.64	$2.50	116.8%	33.5%	46.7%	60.5%	0.0%	0.0%	-51.4%	517	-29.6K	-67	0.16	122.38	N/A	N/A	64	10	406	21
2016-04-28	$2.63	$2.50	92.3%	26.4%	46.3%	47.0%	92.1%	0.0%	-3.6%	598	-22.3K	-72	0.16	42.27	N/A	N/A	64	10	406	21
2016-04-29	$2.53	$2.50	115.0%	33.0%	44.9%	59.6%	114.9%	0.0%	-21.9%	489	-19.1K	-71	0.16	105.45	N/A	N/A	64	10	406	21