GEN Options History — August 2016 In August 2016, GEN traded between $2.00 and $2.44. ATM implied volatility averaged 86.8%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 32.2% (HV 20d: 54.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.42.
Notable Days 2016-08-15 : Highest Volume — 525 contracts2016-08-31 : Largest IV spike — 65.6% change2016-08-01 : Highest IV Rank — 66.3%2016-08-01 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.17 $2.00 $2.44 $2.10 $2.44 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 86.8% 56.1% 131.2% 131.2% 111.5% Expected Move 23.7% 15.3% 37.6% 37.6% 32.0% HV 20d 54.6% 41.6% 65.7% 64.9% 53.7% HV 60d 79.1% 74.9% 95.6% 95.3% 75.2% IV Rank 42.6% 26.1% 66.3% 66.3% 55.8% IV Percentile 35.4% 9.9% 77.4% 77.4% 57.5% Term Structure 2.1% -59.4% 57.5% -59.4% -45.9% VWIV 80.0% 53.5% 131.2% 131.2% 112.9% Bid-Ask Spread % 100.00 14.16 131.22 123.97 125.07 Gamma HHI 0.92 0.76 1.00 1.00 0.96 Net GEX 961 70 2.4K 246 2.2K Net DEX -44.4K -103.0K 3.9K -9.1K -87.9K Net VEX -249 -448 -53 -60 -404 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.00 0.75 0.12 0.75 Total Volume 137.957 0 525 94 89 Total OI 653.391 168 1,059 168 1,059
Daily Data (23 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 2016-08-01 $2.10 $2.50 131.2% 37.6% 64.9% 66.3% 131.2% 0.0% -59.4% 246 -9.1K -60 0.12 123.97 N/A N/A 84 10 138 30 2016-08-02 $2.01 $2.50 112.2% 32.2% 65.2% 56.2% 88.4% 0.0% 4.5% 112 -7.3K -53 0.12 86.66 N/A N/A 84 10 138 30 2016-08-03 $2.08 $2.50 80.3% 23.0% 65.6% 39.1% 80.9% 0.0% -2.3% 242 -8.1K -59 0.62 93.73 N/A N/A 84 52 138 30 2016-08-04 $2.08 $2.50 82.9% 20.9% 65.7% 40.5% 72.3% 0.0% 5.3% 148 -2.3K -73 0.62 86.06 N/A N/A 84 52 138 82 2016-08-05 $2.05 $2.50 75.2% 15.3% 63.1% 36.4% 53.5% 0.0% 41.3% 81 2.7K -62 0.62 92.38 N/A N/A 84 52 138 82 2016-08-08 $2.01 $2.50 81.3% 15.6% 63.6% 39.7% 55.6% 0.0% 27.3% 101 2.8K -60 0.62 14.16 N/A N/A 84 52 138 82 2016-08-09 $2.05 $2.50 118.7% 24.6% 48.4% 59.6% 76.0% 0.0% 57.5% 70 -1.0K -64 0.62 99.25 N/A N/A 84 52 138 82 2016-08-10 $2.02 $2.50 56.1% 16.1% 47.6% 26.1% 57.1% 0.0% 32.4% 87 3.3K -58 0.62 78.34 N/A N/A 84 52 138 82 2016-08-11 $2.00 $2.50 77.0% 22.1% 42.5% 37.3% 71.8% 0.0% 14.9% 106 3.1K -59 0.62 97.40 N/A N/A 84 52 138 82 2016-08-12 $2.00 $2.50 78.1% 22.4% 41.8% 37.9% 72.8% 0.0% -3.9% 139 3.9K -56 0.18 110.94 N/A N/A 288 52 138 82 2016-08-15 $2.13 $2.50 98.4% 28.2% 41.6% 48.8% 97.4% 0.0% -34.3% 801 -33.1K -228 0.11 110.10 N/A N/A 473 52 518 82 2016-08-16 $2.26 $2.50 84.3% 24.2% 43.8% 41.2% 84.4% 0.0% -19.0% 1.7K -67.0K -375 0.31 76.46 N/A N/A 168 52 929 82 2016-08-17 $2.11 $2.50 91.1% 26.1% 50.3% 44.9% 0.0% 0.0% -37.2% 1.4K -61.1K -384 0.00 123.24 N/A N/A 8 0 913 82 2016-08-18 $2.23 $2.50 62.8% 18.0% 54.2% 29.7% 0.0% 0.0% 5.2% 1.7K -55.6K -370 0.00 112.06 N/A N/A 50 0 921 82 2016-08-19 $2.18 $2.50 78.8% 22.6% 54.8% 38.3% 70.7% 0.0% 11.4% 1.6K -66.4K -400 0.39 37.91 N/A N/A 134 52 971 82 2016-08-22 $2.16 $2.50 105.6% 30.3% 53.6% 52.6% 105.2% 0.0% -4.6% 1.3K -77.2K -396 0.31 130.95 N/A N/A 104 32 962 62 2016-08-23 $2.28 $2.50 64.1% 18.4% 56.8% 30.5% 59.5% 0.0% 34.1% 1.5K -90.0K -422 0.46 117.54 N/A N/A 69 32 962 62 2016-08-24 $2.32 $2.50 82.0% 23.5% 56.0% 40.0% 0.0% 0.0% -23.8% 1.5K -86.0K -420 0.00 131.22 N/A N/A 0 0 977 62 2016-08-25 $2.31 $2.50 90.9% 26.1% 55.4% 44.8% 80.8% 0.0% 31.9% 1.4K -100.4K -438 0.46 122.59 N/A N/A 69 32 977 62 2016-08-26 $2.30 $2.50 80.1% 23.0% 55.4% 39.0% 70.6% 0.0% 51.7% 1.3K -97.8K -448 0.46 120.15 N/A N/A 69 32 977 62 2016-08-29 $2.42 $2.50 86.2% 24.7% 57.7% 42.3% 91.3% 0.0% -45.1% 2.4K -84.6K -399 0.57 93.77 N/A N/A 56 32 977 62 2016-08-30 $2.43 $2.50 67.3% 19.3% 54.5% 32.1% 68.1% 0.0% 6.8% 2.0K -103.0K -438 0.57 115.97 N/A N/A 56 32 997 62 2016-08-31 $2.44 $2.50 111.5% 32.0% 53.7% 55.8% 112.9% 0.0% -45.9% 2.2K -87.9K -404 0.75 125.07 N/A N/A 51 38 997 62
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