GEN Options History — May 2016

Name: GEN Options Analytics - May 2016
Creator: Options Analysis Suite

In May 2016, GEN traded between $1.65 and $2.65. ATM implied volatility averaged 117.4%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 26.8% (HV 20d: 90.7%). 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 2 of 21 days. Put/call ratio averaged 0.16.

Notable Days

2016-05-13: Highest Volume — 89 contracts
2016-05-13: Largest IV spike — 85.2% change
2016-05-10: Highest IV Rank — 90.4%
2016-05-04: Largest Expected Move — 42.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.05	$1.65	$2.65	$2.53	$1.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	117.4%	56.1%	170.9%	124.2%	132.5%
Expected Move	31.8%	16.1%	42.1%	35.6%	38.0%
HV 20d	90.7%	43.0%	112.6%	45.0%	112.6%
HV 60d	79.4%	64.8%	86.1%	71.6%	81.2%
IV Rank	60.9%	27.0%	90.4%	64.6%	69.2%
IV Percentile	73.0%	17.9%	98.0%	81.0%	84.1%
Term Structure	-18.8%	-58.9%	27.8%	-10.5%	-55.0%
VWIV	104.5%	61.5%	147.1%	124.0%	63.0%
Bid-Ask Spread %	93.70	27.33	123.56	107.64	122.16
Gamma HHI	0.69	0.50	0.96	0.67	0.51
Net GEX	248	8	501	467	228
Net DEX	-9.0K	-20.7K	2.8K	-18.1K	-8.8K
Net VEX	-47	-74	-5	-67	-54
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.13	0.33	0.16	0.13
Total Volume	77.905	40	89	74	88
Total OI	440.762	418	488	427	418

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
2016-05-02	$2.53	$2.50	124.2%	35.6%	45.0%	64.6%	124.0%	0.0%	-10.5%	467	-18.1K	-67	0.16	107.64	N/A	N/A	64	10	406	21
2016-05-03	$2.46	$2.50	99.6%	28.5%	45.1%	51.0%	99.6%	0.0%	-12.8%	488	-16.8K	-60	0.16	47.94	N/A	N/A	64	10	406	21
2016-05-04	$2.41	$2.50	146.9%	42.1%	43.0%	77.2%	147.1%	0.0%	-20.2%	414	-18.5K	-70	0.16	111.46	N/A	N/A	64	10	406	21
2016-05-05	$2.50	$2.50	137.2%	30.8%	44.1%	71.8%	107.3%	0.0%	-32.0%	411	-17.6K	-55	0.16	94.03	N/A	N/A	64	10	406	21
2016-05-06	$2.47	$2.50	127.2%	29.9%	44.1%	66.3%	104.7%	0.0%	-31.4%	410	-16.5K	-51	0.16	81.33	N/A	N/A	64	10	406	21
2016-05-09	$2.65	$2.50	141.6%	33.3%	49.6%	74.2%	115.5%	0.0%	-45.2%	501	-20.7K	-50	0.14	85.20	N/A	N/A	74	10	406	21
2016-05-10	$2.03	$2.50	170.9%	32.6%	109.1%	90.4%	114.3%	0.0%	-23.8%	329	-14.4K	-66	0.33	89.40	N/A	N/A	30	10	416	21
2016-05-11	$2.08	$2.50	96.2%	27.6%	107.0%	49.2%	93.3%	0.0%	-2.0%	195	-7.4K	-55	0.33	123.56	N/A	N/A	30	10	416	21
2016-05-12	$2.00	$2.50	56.1%	16.1%	107.5%	27.0%	61.5%	0.0%	20.1%	175	-5.1K	-44	0.33	94.18	N/A	N/A	30	10	416	21
2016-05-13	$2.01	$2.50	103.8%	29.8%	107.4%	53.4%	112.8%	0.0%	-6.8%	230	-10.5K	-74	0.13	114.48	N/A	N/A	79	10	416	21
2016-05-16	$1.98	$2.50	108.5%	31.1%	107.2%	55.9%	110.5%	0.0%	-11.2%	275	-12.5K	-74	0.13	119.32	N/A	N/A	79	10	466	21
2016-05-17	$1.88	$2.50	79.1%	22.7%	108.2%	39.7%	63.0%	0.0%	27.8%	201	-6.9K	-54	0.13	27.33	N/A	N/A	79	10	466	21
2016-05-18	$1.76	$2.50	115.4%	33.1%	109.2%	59.8%	0.0%	0.0%	-8.9%	222	-9.4K	-56	0.13	118.67	N/A	N/A	79	10	467	21
2016-05-19	$1.67	$2.50	107.1%	30.7%	107.5%	55.2%	0.0%	0.0%	-12.7%	9	2.7K	-5	0.13	99.70	N/A	N/A	79	10	467	21
2016-05-20	$1.65	$2.50	122.1%	35.0%	107.1%	63.4%	0.0%	0.0%	-25.2%	8	2.4K	-5	0.13	101.11	N/A	N/A	79	10	467	21
2016-05-23	$1.69	$2.50	138.9%	39.8%	108.3%	72.8%	0.0%	0.0%	-58.9%	11	2.8K	-5	0.13	115.23	N/A	N/A	78	10	397	21
2016-05-24	$1.81	$2.50	129.9%	37.2%	109.7%	67.7%	0.0%	0.0%	-25.2%	160	-4.5K	-39	0.13	120.56	N/A	N/A	78	10	397	21
2016-05-25	$1.86	$2.50	84.4%	24.2%	110.7%	42.6%	0.0%	0.0%	-14.5%	162	-2.9K	-34	0.13	33.35	N/A	N/A	78	10	397	21
2016-05-26	$1.81	$2.50	112.9%	32.4%	110.6%	58.3%	0.0%	0.0%	-16.9%	143	-1.2K	-28	0.13	41.87	N/A	N/A	78	10	397	21
2016-05-27	$1.82	$2.50	131.7%	37.7%	110.7%	68.7%	0.0%	0.0%	-29.9%	161	-4.6K	-39	0.13	119.17	N/A	N/A	78	10	397	21
2016-05-31	$1.90	$2.50	132.5%	38.0%	112.6%	69.2%	0.0%	0.0%	-55.0%	228	-8.8K	-54	0.13	122.16	N/A	N/A	78	10	397	21