GEN Options History — October 2016

In October 2016, GEN traded between $2.59 and $2.80. ATM implied volatility averaged 97.6%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 58.8% (HV 20d: 38.8%). 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 3 of 21 days. Put/call ratio averaged 1.25.

Notable Days

2016-10-13: Highest Volume — 84 contracts
2016-10-28: Largest IV spike — 39.6% change
2016-10-28: Highest IV Rank — 63.1%
2016-10-28: Largest Expected Move — 36.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.67	$2.59	$2.80	$2.80	$2.63
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.6%	77.3%	127.3%	97.7%	119.2%
Expected Move	28.4%	22.2%	36.5%	28.0%	34.2%
HV 20d	38.8%	26.6%	62.6%	62.6%	26.6%
HV 60d	54.1%	51.6%	60.5%	60.4%	51.6%
IV Rank	47.9%	37.5%	63.1%	48.4%	58.7%
IV Percentile	39.6%	15.9%	74.2%	38.5%	64.7%
Term Structure	-17.3%	-49.8%	47.8%	34.0%	-31.5%
VWIV	98.5%	96.6%	100.4%	96.6%	100.4%
Bid-Ask Spread %	119.33	76.04	134.47	110.33	127.41
Gamma HHI	0.93	0.65	1.00	0.65	0.77
Net GEX	3.2K	1.2K	6.6K	1.2K	1.2K
Net DEX	-143.6K	-212.9K	-70.8K	-212.9K	-78.7K
Net VEX	-335	-421	-271	-359	-302
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	1.05	1.79	1.10	1.18
Total Volume	71.048	44	84	44	61
Total OI	1,166.19	875	1,289	1,258	879

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
2016-10-03	$2.80	$2.50	97.7%	28.0%	62.6%	48.4%	0.0%	0.0%	34.0%	1.2K	-212.9K	-359	1.10	110.33	N/A	N/A	21	23	1,198	60
2016-10-04	$2.78	$2.50	78.9%	22.6%	62.3%	38.4%	96.6%	0.0%	47.8%	3.6K	-187.3K	-408	1.79	117.36	N/A	N/A	24	43	1,198	60
2016-10-05	$2.80	$2.50	79.9%	22.9%	61.9%	38.9%	100.4%	0.0%	43.1%	3.7K	-180.6K	-380	1.48	121.36	N/A	N/A	29	43	1,201	80
2016-10-06	$2.68	$0.00	82.0%	28.8%	47.2%	40.0%	0.0%	0.0%	-34.7%	4.0K	-155.3K	-407	1.48	104.97	N/A	N/A	29	43	1,202	80
2016-10-07	$2.66	$0.00	92.0%	27.2%	45.5%	45.4%	0.0%	0.0%	-1.8%	3.7K	-155.6K	-421	1.48	124.31	N/A	N/A	29	43	1,202	80
2016-10-10	$2.72	$0.00	93.8%	30.2%	40.4%	46.3%	0.0%	0.0%	-37.0%	4.0K	-165.5K	-384	1.16	121.19	N/A	N/A	37	43	1,202	80
2016-10-11	$2.65	$0.00	94.1%	27.3%	39.5%	46.5%	0.0%	0.0%	-14.7%	4.6K	-144.0K	-363	1.16	119.36	N/A	N/A	37	43	1,202	80
2016-10-12	$2.67	$0.00	98.3%	28.2%	39.0%	48.7%	0.0%	0.0%	-31.6%	4.7K	-150.3K	-356	1.16	123.67	N/A	N/A	37	43	1,202	80
2016-10-13	$2.64	$0.00	93.8%	26.9%	37.7%	46.3%	0.0%	0.0%	-11.5%	1.6K	-176.8K	-305	1.05	127.29	N/A	N/A	41	43	1,202	80
2016-10-14	$2.59	$0.00	99.2%	28.4%	36.4%	49.2%	0.0%	0.0%	-32.6%	6.6K	-139.9K	-349	1.05	128.95	N/A	N/A	41	43	1,209	80
2016-10-17	$2.65	$0.00	99.9%	28.6%	36.4%	49.6%	0.0%	0.0%	-34.0%	5.9K	-166.4K	-337	1.05	128.67	N/A	N/A	41	43	1,209	80
2016-10-18	$2.68	$0.00	104.9%	30.1%	31.6%	52.3%	0.0%	0.0%	-49.8%	2.8K	-186.5K	-304	1.34	114.68	N/A	N/A	32	43	1,209	80
2016-10-19	$2.65	$0.00	93.9%	26.9%	31.8%	46.4%	0.0%	0.0%	-49.4%	5.6K	-172.9K	-307	1.34	134.47	N/A	N/A	32	43	1,209	80
2016-10-20	$2.64	$0.00	102.9%	29.5%	30.9%	51.2%	0.0%	0.0%	-38.5%	5.7K	-180.3K	-298	1.34	122.33	N/A	N/A	32	43	1,209	80
2016-10-21	$2.65	$0.00	77.3%	22.2%	30.8%	37.5%	0.0%	0.0%	-3.4%	1.4K	-181.2K	-299	1.16	76.04	N/A	N/A	37	43	1,209	80
2016-10-24	$2.69	$0.00	101.4%	29.1%	31.2%	48.8%	0.0%	0.0%	-27.2%	1.4K	-83.9K	-295	1.10	127.14	N/A	N/A	30	33	805	70
2016-10-25	$2.68	$0.00	119.6%	34.3%	31.2%	58.9%	0.0%	0.0%	-46.9%	2.1K	-73.1K	-271	1.18	116.70	N/A	N/A	28	33	807	70
2016-10-26	$2.62	$0.00	101.6%	29.1%	32.0%	48.9%	0.0%	0.0%	-2.0%	1.3K	-80.3K	-298	1.18	126.27	N/A	N/A	28	33	808	70
2016-10-27	$2.61	$0.00	91.2%	26.1%	30.7%	43.2%	0.0%	0.0%	-4.4%	1.2K	-73.6K	-303	1.18	120.06	N/A	N/A	28	33	809	70
2016-10-28	$2.60	$0.00	127.3%	36.5%	29.1%	63.1%	0.0%	0.0%	-37.1%	1.3K	-70.8K	-295	1.18	113.39	N/A	N/A	28	33	809	70
2016-10-31	$2.63	$0.00	119.2%	34.2%	26.6%	58.7%	0.0%	0.0%	-31.5%	1.2K	-78.7K	-302	1.18	127.41	N/A	N/A	28	33	809	70