GEN Options History — December 2016

In December 2016, GEN traded between $3.55 and $4.34. ATM implied volatility averaged 102.8%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 59.1% (HV 20d: 43.7%). 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 8 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2016-12-12: Highest Volume — 172 contracts
2016-12-14: Largest IV drop — 58.6% change
2016-12-13: Highest IV Rank — 97.9%
2016-12-02: Largest Expected Move — 43.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.03	$3.55	$4.34	$3.55	$4.27
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	102.8%	55.7%	190.9%	112.7%	77.3%
Expected Move	21.9%	16.0%	43.5%	32.3%	22.2%
HV 20d	43.7%	39.9%	52.0%	52.0%	45.4%
HV 60d	45.5%	43.4%	52.2%	52.2%	46.4%
IV Rank	38.1%	3.1%	97.9%	47.7%	18.3%
IV Percentile	40.0%	0.4%	99.6%	56.7%	11.1%
Term Structure	-8.6%	-63.1%	12.8%	-53.6%	0.1%
VWIV	74.4%	57.1%	96.5%	57.1%	84.5%
Bid-Ask Spread %	82.84	46.94	149.61	73.54	101.91
Gamma HHI	0.71	0.50	0.88	0.55	0.81
Net GEX	2.5K	380	4.2K	493	3.5K
Net DEX	-199.2K	-261.9K	-115.2K	-115.2K	-251.9K
Net VEX	-418	-590	-90	-90	-545
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.30	2.86	0.78	0.70
Total Volume	119.762	54	172	91	97
Total OI	974.381	779	1,126	781	1,126

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
2016-12-01	$3.55	$0.00	112.7%	32.3%	52.0%	47.7%	0.0%	0.0%	-53.6%	493	-115.2K	-90	0.78	73.54	N/A	N/A	51	40	703	78
2016-12-02	$3.56	$0.00	151.8%	43.5%	45.9%	72.8%	0.0%	0.0%	-63.1%	757	-118.0K	-138	0.78	117.91	N/A	N/A	51	40	703	78
2016-12-05	$3.60	$2.50	141.9%	20.9%	45.4%	66.5%	57.1%	0.0%	-22.9%	469	-124.4K	-118	0.78	53.19	N/A	N/A	51	40	703	78
2016-12-06	$3.63	$2.50	137.5%	19.7%	45.4%	63.6%	57.4%	0.0%	-7.3%	380	-126.0K	-106	0.78	83.33	N/A	N/A	51	40	703	78
2016-12-07	$3.68	$2.50	181.2%	25.0%	45.1%	91.7%	95.0%	0.0%	-26.6%	684	-127.3K	-131	0.78	101.10	N/A	N/A	51	40	703	78
2016-12-08	$3.95	$2.50	128.8%	19.7%	49.0%	58.0%	66.3%	0.0%	3.9%	1.8K	-149.5K	-335	2.86	79.47	N/A	N/A	14	40	704	78
2016-12-09	$4.15	$2.50	107.4%	17.3%	40.3%	44.3%	68.2%	0.0%	4.0%	2.1K	-162.5K	-320	0.44	46.94	N/A	N/A	90	40	701	78
2016-12-12	$4.09	$2.50	164.9%	18.5%	41.2%	81.2%	80.9%	0.0%	-5.3%	2.1K	-174.5K	-377	0.30	84.70	N/A	N/A	132	40	758	78
2016-12-13	$4.10	$2.50	190.9%	21.4%	40.5%	97.9%	87.7%	0.0%	-18.1%	2.4K	-196.7K	-496	0.42	106.17	N/A	N/A	95	40	878	78
2016-12-14	$3.99	$2.50	79.1%	22.7%	42.5%	26.1%	77.4%	0.0%	-14.2%	2.9K	-210.6K	-524	0.42	66.46	N/A	N/A	95	40	961	78
2016-12-15	$4.03	$2.50	71.6%	20.5%	42.5%	21.3%	71.8%	0.0%	-0.8%	2.9K	-198.4K	-515	0.42	55.14	N/A	N/A	95	40	961	78
2016-12-16	$4.17	$2.50	62.0%	17.8%	43.2%	10.1%	69.1%	0.0%	9.8%	3.0K	-218.6K	-538	0.34	48.56	N/A	N/A	119	40	961	78
2016-12-19	$4.22	$2.50	60.6%	17.4%	42.9%	6.6%	62.6%	0.0%	-3.1%	3.9K	-239.2K	-579	0.33	52.86	N/A	N/A	123	40	1,035	78
2016-12-20	$4.34	$2.50	55.7%	16.0%	41.8%	3.1%	68.7%	0.0%	12.3%	3.7K	-254.1K	-577	0.33	96.99	N/A	N/A	123	40	1,039	78
2016-12-21	$4.31	$2.50	59.9%	17.2%	39.9%	6.1%	62.3%	0.0%	12.3%	3.8K	-261.9K	-569	0.32	83.72	N/A	N/A	124	40	1,039	78
2016-12-22	$4.16	$2.50	69.0%	19.8%	41.7%	12.4%	75.0%	0.0%	10.0%	3.5K	-252.8K	-569	0.32	103.03	N/A	N/A	124	40	1,040	78
2016-12-23	$4.33	$2.50	67.9%	19.5%	41.1%	11.7%	79.6%	0.0%	-4.2%	3.5K	-256.9K	-590	0.69	90.85	N/A	N/A	58	40	1,040	78
2016-12-27	$4.30	$2.50	66.9%	19.2%	41.5%	11.0%	63.1%	0.0%	12.8%	4.2K	-257.8K	-547	0.70	58.06	N/A	N/A	57	40	1,048	78
2016-12-28	$4.10	$2.50	84.4%	24.2%	45.4%	23.2%	90.5%	0.0%	-12.7%	3.2K	-242.6K	-567	0.70	86.18	N/A	N/A	57	40	1,048	78
2016-12-29	$4.14	$2.50	88.1%	25.3%	45.4%	25.8%	96.5%	0.0%	-13.3%	3.2K	-244.9K	-555	0.70	149.61	N/A	N/A	57	40	1,048	78
2016-12-30	$4.27	$2.50	77.3%	22.2%	45.4%	18.3%	84.5%	0.0%	0.1%	3.5K	-251.9K	-545	0.70	101.91	N/A	N/A	57	40	1,048	78