GEN Options History — July 2016

In July 2016, GEN traded between $1.67 and $2.25. ATM implied volatility averaged 113.6%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 24.8% (HV 20d: 88.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.41.

Notable Days

2016-07-22: Highest Volume — 94 contracts
2016-07-06: Largest IV spike — 76.1% change
2016-07-06: Highest IV Rank — 100.0%
2016-07-26: Largest Expected Move — 37.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.02	$1.67	$2.25	$1.74	$2.07
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	113.6%	73.6%	194.2%	126.2%	82.9%
Expected Move	28.2%	20.4%	37.8%	36.2%	23.8%
HV 20d	88.8%	65.3%	104.0%	104.0%	65.3%
HV 60d	94.3%	90.9%	96.4%	90.9%	95.5%
IV Rank	57.1%	35.5%	100.0%	65.7%	40.5%
IV Percentile	60.1%	26.2%	100.0%	74.2%	33.3%
Term Structure	-4.0%	-48.2%	37.4%	-15.6%	14.5%
VWIV	107.3%	73.7%	127.1%	97.1%	73.7%
Bid-Ask Spread %	81.13	13.15	119.84	28.56	103.96
Gamma HHI	0.97	0.94	1.00	0.96	1.00
Net GEX	113	38	247	39	247
Net DEX	-4.4K	-12.7K	3.1K	2.9K	-7.7K
Net VEX	-41	-65	-21	-23	-61
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.12	0.71	0.71	0.12
Total Volume	65.95	33	94	48	94
Total OI	306.9	97	488	478	168

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
2016-07-01	$1.74	$2.50	126.2%	36.2%	104.0%	65.7%	0.0%	0.0%	-15.6%	39	2.9K	-23	0.71	28.56	N/A	N/A	28	20	437	41
2016-07-05	$1.67	$0.00	110.2%	29.5%	103.9%	56.9%	0.0%	0.0%	9.3%	39	3.0K	-21	0.71	101.76	N/A	N/A	28	20	437	41
2016-07-06	$1.71	$0.00	194.2%	22.1%	101.2%	100.0%	0.0%	0.0%	33.0%	38	2.8K	-21	0.71	96.85	N/A	N/A	28	20	437	41
2016-07-07	$1.73	$0.00	115.1%	21.1%	98.2%	57.7%	0.0%	0.0%	10.1%	41	3.1K	-22	0.71	90.37	N/A	N/A	28	20	437	41
2016-07-08	$1.84	$0.00	107.5%	28.2%	99.0%	53.7%	0.0%	0.0%	25.8%	39	-719	-23	0.71	13.15	N/A	N/A	28	20	437	21
2016-07-11	$1.87	$0.00	165.0%	20.4%	98.1%	84.4%	0.0%	0.0%	16.0%	45	-557	-23	0.71	95.93	N/A	N/A	28	20	437	21
2016-07-12	$2.10	$0.00	111.7%	21.8%	103.0%	55.9%	0.0%	0.0%	37.4%	55	-1.4K	-25	0.71	101.47	N/A	N/A	28	20	437	21
2016-07-13	$2.04	$0.00	104.7%	30.0%	97.9%	52.1%	0.0%	0.0%	-20.0%	48	-1.1K	-24	0.71	100.86	N/A	N/A	28	20	437	21
2016-07-14	$2.16	$0.00	83.2%	23.8%	98.8%	40.6%	0.0%	0.0%	-8.1%	74	-1.6K	-26	0.38	109.12	N/A	N/A	53	20	437	21
2016-07-15	$2.11	$0.00	111.2%	31.9%	98.6%	55.6%	0.0%	0.0%	-9.7%	82	-4.5K	-38	0.38	82.96	N/A	N/A	53	20	467	21
2016-07-18	$2.25	$0.00	87.4%	25.0%	98.2%	42.9%	0.0%	0.0%	-2.2%	136	-6.0K	-47	0.43	94.15	N/A	N/A	23	10	77	20
2016-07-19	$2.15	$0.00	84.4%	24.2%	81.5%	41.3%	97.1%	0.0%	-11.9%	94	-7.1K	-45	0.19	41.41	N/A	N/A	54	10	77	20
2016-07-20	$2.18	$2.50	124.7%	35.8%	81.2%	62.8%	124.1%	0.0%	-32.8%	152	-9.5K	-59	0.19	52.86	N/A	N/A	54	10	108	30
2016-07-21	$2.17	$2.50	123.8%	35.5%	79.6%	62.4%	123.8%	0.0%	-16.0%	138	-8.5K	-58	0.19	112.82	N/A	N/A	54	10	108	30
2016-07-22	$2.18	$2.50	96.6%	27.7%	79.6%	47.8%	97.6%	0.0%	-12.5%	166	-8.2K	-59	0.12	49.10	N/A	N/A	84	10	108	30
2016-07-25	$2.11	$2.50	119.8%	34.4%	79.6%	60.2%	122.5%	0.0%	-34.1%	191	-10.5K	-65	0.12	103.47	N/A	N/A	84	10	138	30
2016-07-26	$2.13	$2.50	131.7%	37.8%	70.3%	66.6%	127.1%	0.0%	-48.2%	218	-12.7K	-65	0.12	119.84	N/A	N/A	84	10	138	30
2016-07-27	$2.08	$2.50	118.8%	34.1%	70.6%	59.7%	124.7%	0.0%	-25.3%	187	-10.3K	-63	0.12	102.84	N/A	N/A	84	10	138	30
2016-07-28	$2.04	$2.50	73.6%	21.1%	67.8%	35.5%	74.9%	0.0%	10.3%	221	-8.4K	-60	0.12	21.21	N/A	N/A	84	10	138	30
2016-07-29	$2.07	$2.50	82.9%	23.8%	65.3%	40.5%	73.7%	0.0%	14.5%	247	-7.7K	-61	0.12	103.96	N/A	N/A	84	10	138	30