GEN Options History — June 2016

In June 2016, GEN traded between $1.41 and $1.93. ATM implied volatility averaged 121.2%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded above realized volatility by 31.4% (HV 20d: 89.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.81.

Notable Days

2016-06-07: Highest Volume — 138 contracts
2016-06-09: Largest IV spike — 75.8% change
2016-06-07: Highest IV Rank — 79.4%
2016-06-13: Largest Expected Move — 42.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.69	$1.41	$1.93	$1.93	$1.76
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	121.2%	59.6%	150.9%	137.2%	134.7%
Expected Move	32.1%	17.1%	42.4%	39.3%	38.6%
HV 20d	89.8%	61.8%	112.9%	112.9%	104.0%
HV 60d	82.4%	76.1%	91.2%	79.8%	90.9%
IV Rank	63.0%	28.9%	79.4%	71.8%	70.4%
IV Percentile	72.5%	19.0%	94.0%	87.3%	82.9%
Term Structure	-18.9%	-88.8%	65.7%	-37.0%	-36.1%
VWIV	76.5%	62.6%	101.9%	62.6%	101.9%
Bid-Ask Spread %	68.17	17.69	166.61	119.55	76.33
Gamma HHI	0.93	0.60	1.00	0.60	0.95
Net GEX	56	-7	195	195	38
Net DEX	4.9K	-6.8K	14.2K	-6.8K	3.0K
Net VEX	-22	-46	-4	-44	-22
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.10	1.45	0.13	0.71
Total Volume	100.5	48	138	88	48
Total OI	488.136	418	545	418	478

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
2016-06-01	$1.93	$2.50	137.2%	39.3%	112.9%	71.8%	0.0%	0.0%	-37.0%	195	-6.8K	-44	0.13	119.55	N/A	N/A	78	10	397	21
2016-06-02	$1.92	$2.50	115.8%	18.3%	112.9%	60.0%	62.6%	0.0%	44.1%	175	-3.0K	-32	0.13	67.26	N/A	N/A	78	10	397	21
2016-06-03	$1.93	$2.50	120.2%	22.8%	111.7%	62.4%	67.8%	0.0%	28.0%	177	-5.0K	-37	0.10	79.09	N/A	N/A	98	10	397	21
2016-06-06	$1.85	$2.50	141.7%	23.3%	112.2%	74.3%	73.9%	0.0%	11.5%	193	-6.1K	-46	0.20	71.78	N/A	N/A	98	20	427	21
2016-06-07	$1.72	$2.50	150.9%	29.2%	109.3%	79.4%	101.9%	0.0%	-9.4%	26	952	-23	1.38	67.31	N/A	N/A	58	80	427	31
2016-06-08	$1.61	$2.50	59.6%	17.1%	63.1%	28.9%	0.0%	0.0%	13.6%	27	10.9K	-21	1.38	17.69	N/A	N/A	58	80	437	91
2016-06-09	$1.55	$2.50	104.9%	30.1%	62.3%	53.9%	0.0%	0.0%	-12.8%	40	10.6K	-19	1.38	24.12	N/A	N/A	58	80	437	91
2016-06-10	$1.51	$2.50	118.3%	33.9%	61.8%	61.4%	0.0%	0.0%	-27.6%	28	12.4K	-18	1.38	70.20	N/A	N/A	58	80	437	101
2016-06-13	$1.62	$2.50	147.8%	42.4%	68.4%	77.7%	0.0%	0.0%	-88.8%	35	13.5K	-19	1.45	71.38	N/A	N/A	55	80	437	101
2016-06-14	$1.49	$2.50	110.3%	31.6%	73.2%	56.9%	0.0%	0.0%	-25.6%	27	12.3K	-18	1.45	67.66	N/A	N/A	55	80	444	101
2016-06-15	$1.49	$2.50	143.7%	41.2%	71.9%	75.4%	0.0%	0.0%	-67.2%	-4	14.2K	-5	1.45	97.43	N/A	N/A	55	80	444	101
2016-06-16	$1.45	$2.50	102.6%	29.4%	69.3%	52.7%	0.0%	0.0%	-37.1%	22	12.0K	-17	1.45	65.06	N/A	N/A	55	80	444	101
2016-06-17	$1.41	$2.50	133.4%	38.2%	67.9%	69.7%	0.0%	0.0%	-18.6%	-7	13.7K	-4	1.45	27.79	N/A	N/A	55	80	444	101
2016-06-20	$1.69	$2.50	99.4%	28.5%	95.5%	50.9%	0.0%	0.0%	65.7%	37	3.5K	-20	0.38	72.94	N/A	N/A	53	20	432	41
2016-06-21	$1.74	$2.50	105.8%	30.3%	95.7%	54.4%	0.0%	0.0%	-20.2%	40	3.9K	-20	0.38	71.47	N/A	N/A	53	20	432	41
2016-06-22	$1.68	$2.50	105.2%	30.2%	93.1%	54.1%	0.0%	0.0%	-23.2%	40	4.2K	-18	0.38	64.69	N/A	N/A	53	20	432	41
2016-06-23	$1.72	$2.50	109.6%	31.4%	92.9%	56.6%	0.0%	0.0%	-23.4%	25	2.8K	-21	0.38	73.80	N/A	N/A	53	20	432	41
2016-06-24	$1.81	$2.50	131.5%	37.7%	94.5%	68.6%	0.0%	0.0%	-18.0%	19	1.8K	-22	0.38	166.61	N/A	N/A	53	20	432	41
2016-06-27	$1.65	$2.50	116.9%	33.5%	100.0%	60.6%	0.0%	0.0%	-33.2%	29	2.7K	-20	0.38	21.97	N/A	N/A	53	20	432	41
2016-06-28	$1.72	$2.50	143.3%	41.1%	99.9%	75.2%	0.0%	0.0%	-70.6%	31	3.3K	-21	0.71	72.39	N/A	N/A	28	20	432	41
2016-06-29	$1.84	$2.50	133.5%	38.3%	102.9%	69.7%	0.0%	0.0%	-30.3%	39	3.2K	-23	0.71	33.11	N/A	N/A	28	20	437	41
2016-06-30	$1.76	$2.50	134.7%	38.6%	104.0%	70.4%	0.0%	0.0%	-36.1%	38	3.0K	-22	0.71	76.33	N/A	N/A	28	20	437	41