GEN Options History — November 2016 In November 2016, GEN traded between $2.58 and $3.65. ATM implied volatility averaged 96.9%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 45.7% (HV 20d: 51.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.30.
Notable Days 2016-11-21 : Highest Volume — 111 contracts2016-11-08 : Largest IV drop — 36.9% change2016-11-30 : Highest IV Rank — 64.4%2016-11-30 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.20 $2.58 $3.65 $2.58 $3.60 ATM IV 96.9% 70.5% 138.7% 124.5% 138.7% Expected Move 27.1% 21.1% 39.8% 35.7% 39.8% HV 20d 51.2% 27.2% 58.3% 27.2% 57.2% HV 60d 53.6% 51.6% 55.7% 51.6% 52.1% IV Rank 43.2% 28.4% 64.4% 61.5% 64.4% IV Percentile 37.5% 9.5% 86.1% 71.0% 86.1% Term Structure -26.8% -62.7% 12.6% -28.2% -51.1% Bid-Ask Spread % 85.03 35.69 119.25 116.32 117.51 Gamma HHI 0.75 0.50 0.99 0.99 0.51 Net GEX 1.1K 29 1.8K 1.8K 730 Net DEX -134.7K -177.1K -61.3K -61.3K -121.9K Net VEX -171 -357 -16 -263 -140 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.30 0.42 2.14 0.80 0.78 Total Volume 68 44 111 74 91 Total OI 886.238 781 963 879 781
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 2016-11-01 $2.58 $0.00 124.5% 35.7% 27.2% 61.5% 0.0% 0.0% -28.2% 1.8K -61.3K -263 0.80 116.32 N/A N/A 41 33 809 70 2016-11-02 $2.81 $0.00 122.0% 35.0% 41.7% 60.2% 0.0% 0.0% -62.7% 1.4K -141.6K -25 1.14 117.61 N/A N/A 29 33 830 70 2016-11-03 $2.66 $0.00 107.5% 25.6% 43.4% 52.2% 0.0% 0.0% -2.8% 1.4K -80.4K -292 1.03 102.47 N/A N/A 29 30 834 68 2016-11-04 $2.75 $0.00 81.9% 21.9% 44.9% 38.1% 0.0% 0.0% -2.9% 1.6K -87.3K -271 1.03 41.49 N/A N/A 29 30 834 68 2016-11-07 $2.80 $0.00 111.6% 23.7% 44.6% 54.4% 0.0% 0.0% -30.0% 1.4K -94.1K -284 1.03 108.01 N/A N/A 29 30 834 68 2016-11-08 $2.80 $0.00 70.5% 21.8% 43.4% 31.7% 0.0% 0.0% 12.6% 1.5K -141.0K -16 2.00 54.91 N/A N/A 15 30 834 68 2016-11-09 $2.90 $0.00 83.4% 23.9% 44.9% 38.9% 0.0% 0.0% -13.5% 1.6K -105.0K -251 2.00 63.92 N/A N/A 15 30 835 68 2016-11-10 $3.20 $0.00 106.9% 30.7% 55.5% 51.9% 0.0% 0.0% -44.1% 1.4K -134.0K -221 1.88 94.18 N/A N/A 16 30 835 68 2016-11-11 $3.20 $0.00 80.2% 23.0% 54.6% 37.1% 0.0% 0.0% 10.5% 30 -162.9K -32 2.14 103.54 N/A N/A 14 30 835 68 2016-11-14 $3.31 $0.00 73.5% 21.1% 55.1% 33.4% 0.0% 0.0% -38.3% 1.5K -142.6K -250 2.14 38.67 N/A N/A 14 30 835 68 2016-11-15 $3.30 $0.00 78.9% 22.6% 55.3% 36.4% 0.0% 0.0% -38.2% 30 -169.7K -38 2.14 81.88 N/A N/A 14 30 835 68 2016-11-16 $3.32 $0.00 79.2% 22.7% 54.8% 36.5% 0.0% 0.0% -39.3% 29 -171.2K -42 2.14 72.75 N/A N/A 14 30 835 68 2016-11-17 $3.39 $0.00 91.9% 26.3% 54.6% 43.6% 0.0% 0.0% -30.4% 979 -161.9K -133 2.14 119.25 N/A N/A 14 30 835 68 2016-11-18 $3.47 $0.00 82.7% 23.7% 54.6% 28.4% 0.0% 0.0% -21.4% 771 -170.1K -108 0.42 76.87 N/A N/A 72 30 835 68 2016-11-21 $3.40 $0.00 98.4% 28.2% 55.9% 38.5% 0.0% 0.0% -28.6% 829 -169.1K -110 0.56 118.50 N/A N/A 71 40 882 68 2016-11-22 $3.31 $0.00 95.4% 27.3% 57.3% 36.6% 0.0% 0.0% -10.9% 988 -161.3K -133 0.78 98.07 N/A N/A 51 40 885 78 2016-11-23 $3.46 $0.00 103.9% 29.8% 57.1% 42.0% 0.0% 0.0% -31.5% 740 -177.1K -135 0.78 78.14 N/A N/A 51 40 885 78 2016-11-25 $3.62 $0.00 83.4% 23.9% 57.7% 28.9% 0.0% 0.0% -19.1% 1.5K -125.7K -357 0.78 70.36 N/A N/A 51 40 703 78 2016-11-28 $3.65 $0.00 106.9% 30.7% 57.3% 44.0% 0.0% 0.0% -46.0% 1.5K -127.7K -350 0.78 35.69 N/A N/A 51 40 703 78 2016-11-29 $3.60 $0.00 114.2% 32.7% 58.3% 48.6% 0.0% 0.0% -46.8% 585 -123.8K -132 0.78 75.47 N/A N/A 51 40 703 78 2016-11-30 $3.60 $0.00 138.7% 39.8% 57.2% 64.4% 0.0% 0.0% -51.1% 730 -121.9K -140 0.78 117.51 N/A N/A 51 40 703 78
« Oct 2016 | All History | Dec 2016 » Home GEN History November 2016