GEN Options History — September 2016

In September 2016, GEN traded between $2.34 and $2.97. ATM implied volatility averaged 94.2%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 28.5% (HV 20d: 65.7%). 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 9 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2016-09-12: Highest Volume — 219 contracts
2016-09-22: Largest IV spike — 69.6% change
2016-09-08: Highest IV Rank — 70.3%
2016-09-30: Largest Expected Move — 31.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.71	$2.34	$2.97	$2.34	$2.71
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	94.2%	51.2%	138.6%	102.5%	109.5%
Expected Move	23.6%	14.7%	31.4%	29.4%	31.4%
HV 20d	65.7%	56.5%	73.4%	56.5%	64.3%
HV 60d	67.9%	60.8%	75.5%	74.4%	61.3%
IV Rank	46.5%	23.5%	70.3%	51.0%	54.7%
IV Percentile	38.3%	5.2%	84.5%	47.2%	52.8%
Term Structure	-6.2%	-66.3%	37.8%	-30.9%	-35.5%
VWIV	75.9%	50.7%	100.5%	100.5%	74.3%
Bid-Ask Spread %	96.70	36.81	129.85	119.70	106.39
Gamma HHI	0.92	0.60	1.00	0.96	0.85
Net GEX	2.6K	880	5.3K	2.1K	1.4K
Net DEX	-168.5K	-234.4K	-74.2K	-74.2K	-190.1K
Net VEX	-367	-479	0	-394	-325
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.21	1.21	0.75	1.21
Total Volume	94.19	42	219	89	42
Total OI	1,204.857	1,082	1,262	1,082	1,258

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
2016-09-01	$2.34	$2.50	102.5%	29.4%	56.5%	51.0%	100.5%	0.0%	-30.9%	2.1K	-74.2K	-394	0.75	119.70	N/A	N/A	51	38	1,007	75
2016-09-02	$2.47	$2.50	88.2%	25.3%	58.5%	43.3%	81.5%	0.0%	11.6%	2.0K	-106.6K	-454	0.75	129.85	N/A	N/A	51	38	1,007	75
2016-09-06	$2.43	$2.50	115.1%	20.1%	58.2%	57.7%	71.8%	0.0%	7.8%	2.3K	-85.8K	-406	0.75	106.71	N/A	N/A	51	38	1,022	75
2016-09-07	$2.49	$2.50	101.6%	24.2%	58.4%	50.5%	84.1%	0.0%	-16.0%	2.2K	-97.6K	-418	0.75	79.40	N/A	N/A	51	38	1,027	75
2016-09-08	$2.81	$2.50	138.6%	19.8%	69.6%	70.3%	0.0%	0.0%	13.5%	1.7K	-178.6K	-276	0.54	87.78	N/A	N/A	71	38	1,027	75
2016-09-09	$2.71	$2.50	81.7%	18.3%	71.5%	39.8%	64.0%	0.0%	1.8%	3.2K	-138.0K	-410	0.53	36.81	N/A	N/A	72	38	1,057	75
2016-09-12	$2.88	$2.50	119.6%	27.8%	73.1%	60.1%	0.0%	0.0%	0.2%	880	-233.3K	0	0.21	102.77	N/A	N/A	181	38	1,062	75
2016-09-13	$2.78	$2.50	131.0%	16.0%	73.4%	66.2%	50.7%	0.0%	2.7%	5.3K	-184.6K	-392	0.32	82.53	N/A	N/A	117	38	1,177	75
2016-09-14	$2.83	$2.50	80.6%	23.1%	71.4%	39.2%	81.3%	0.0%	-35.5%	3.4K	-190.6K	-405	0.32	110.06	N/A	N/A	117	38	1,177	75
2016-09-15	$2.90	$2.50	103.3%	29.6%	65.0%	51.4%	0.0%	0.0%	-66.3%	1.2K	-228.0K	-390	0.39	107.56	N/A	N/A	97	38	1,177	75
2016-09-16	$2.97	$2.50	92.7%	26.6%	63.4%	45.7%	0.0%	0.0%	-15.3%	1.4K	-234.4K	-309	0.36	110.45	N/A	N/A	106	38	1,187	75
2016-09-19	$2.87	$2.50	75.0%	21.5%	64.4%	36.2%	74.4%	0.0%	8.0%	3.2K	-191.6K	-413	0.26	41.71	N/A	N/A	88	23	1,177	60
2016-09-20	$2.72	$2.50	75.5%	21.6%	68.3%	36.5%	54.9%	0.0%	24.8%	2.9K	-158.4K	-462	0.32	91.04	N/A	N/A	72	23	1,194	60
2016-09-21	$2.73	$2.50	51.2%	14.7%	66.5%	23.5%	0.0%	0.0%	37.8%	2.5K	-192.7K	-286	0.32	106.75	N/A	N/A	72	23	1,195	60
2016-09-22	$2.78	$2.50	86.8%	24.9%	66.5%	42.6%	83.6%	0.0%	-5.8%	3.4K	-174.1K	-425	1.21	114.53	N/A	N/A	19	23	1,196	60
2016-09-23	$2.75	$2.50	88.4%	25.3%	66.7%	43.4%	87.2%	0.0%	-6.2%	3.1K	-173.1K	-479	1.21	123.71	N/A	N/A	19	23	1,198	60
2016-09-26	$2.72	$2.50	96.3%	27.6%	66.9%	47.7%	0.0%	0.0%	-9.9%	1.4K	-197.6K	-331	1.21	118.08	N/A	N/A	19	23	1,198	60
2016-09-27	$2.73	$2.50	71.1%	20.4%	65.0%	34.2%	78.2%	0.0%	-3.9%	4.2K	-161.1K	-387	1.21	64.04	N/A	N/A	19	23	1,198	60
2016-09-28	$2.71	$2.50	72.2%	20.7%	65.2%	34.8%	74.3%	0.0%	-5.0%	4.5K	-168.0K	-432	1.21	64.65	N/A	N/A	19	23	1,198	60
2016-09-29	$2.64	$2.50	96.8%	27.8%	66.1%	47.9%	0.0%	0.0%	-9.0%	1.8K	-179.1K	-304	1.21	126.16	N/A	N/A	19	23	1,198	60
2016-09-30	$2.71	$2.50	109.5%	31.4%	64.3%	54.7%	0.0%	0.0%	-35.5%	1.4K	-190.1K	-325	1.21	106.39	N/A	N/A	19	23	1,198	60