GEN Options History — January 2017

In January 2017, GEN traded between $4.08 and $4.69. ATM implied volatility averaged 67.3%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 23.9% (HV 20d: 43.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.65.

Notable Days

2017-01-25: Highest Volume — 121 contracts
2017-01-11: Largest IV spike — 37.5% change
2017-01-31: Highest IV Rank — 23.4%
2017-01-31: Largest Expected Move — 24.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.35	$4.08	$4.69	$4.43	$4.11
Max Pain	$4.62	$2.50	$5.00	$2.50	$5.00
ATM IV	67.3%	50.7%	84.3%	72.4%	84.3%
Expected Move	19.9%	16.1%	24.2%	20.7%	24.2%
HV 20d	43.5%	35.3%	50.8%	46.4%	35.5%
HV 60d	47.0%	45.1%	47.9%	45.6%	45.1%
IV Rank	11.5%	0.0%	23.4%	14.8%	23.4%
IV Percentile	8.1%	0.0%	29.0%	7.5%	29.0%
Term Structure	0.3%	-23.2%	20.8%	1.7%	-9.5%
VWIV	67.9%	44.7%	83.7%	72.2%	83.5%
Bid-Ask Spread %	86.89	32.91	118.86	56.11	118.23
Gamma HHI	0.98	0.92	1.00	1.00	0.98
Net GEX	3.0K	1.4K	5.8K	4.8K	1.6K
Net DEX	-184.9K	-289.8K	-65.8K	-248.8K	-65.8K
Net VEX	-407	-519	-344	-462	-357
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.33	0.93	0.67	0.56
Total Volume	97.6	81	121	100	84
Total OI	911.05	443	1,178	1,126	493

Daily Data (20 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
2017-01-03	$4.43	$2.50	72.4%	20.7%	46.4%	14.8%	72.2%	0.0%	1.7%	4.8K	-248.8K	-462	0.67	56.11	N/A	N/A	60	40	1,048	78
2017-01-04	$4.69	$2.50	67.3%	19.3%	49.2%	11.3%	67.0%	0.0%	2.8%	5.8K	-289.5K	-513	0.91	97.38	N/A	N/A	44	40	1,043	78
2017-01-05	$4.63	$0.00	54.6%	17.9%	50.0%	2.4%	0.0%	0.0%	9.4%	5.7K	-289.8K	-519	0.91	106.97	N/A	N/A	44	40	1,066	78
2017-01-06	$4.57	$0.00	59.2%	19.0%	50.8%	5.6%	0.0%	0.0%	5.2%	5.1K	-287.1K	-513	0.93	107.95	N/A	N/A	43	40	1,066	78
2017-01-09	$4.46	$0.00	50.7%	19.7%	47.0%	0.0%	0.0%	0.0%	3.7%	5.0K	-257.3K	-454	0.89	49.64	N/A	N/A	45	40	1,066	78
2017-01-10	$4.35	$0.00	57.3%	19.3%	45.3%	4.6%	0.0%	0.0%	-0.3%	4.3K	-242.6K	-432	0.89	103.21	N/A	N/A	45	40	1,067	78
2017-01-11	$4.45	$0.00	78.7%	22.6%	45.4%	19.5%	0.0%	0.0%	0.2%	4.8K	-260.1K	-462	0.89	109.08	N/A	N/A	45	40	1,067	78
2017-01-12	$4.43	$0.00	68.2%	19.5%	45.5%	12.2%	0.0%	0.0%	-0.7%	4.9K	-253.9K	-444	0.89	114.74	N/A	N/A	45	40	1,067	78
2017-01-13	$4.39	$0.00	69.7%	20.0%	44.3%	13.2%	79.3%	0.0%	-13.1%	1.6K	-224.3K	-366	0.66	64.01	N/A	N/A	61	40	1,067	78
2017-01-17	$4.39	$5.00	70.7%	20.3%	44.3%	14.0%	71.7%	0.0%	-1.2%	1.5K	-216.5K	-362	0.66	52.78	N/A	N/A	61	40	1,083	78
2017-01-18	$4.28	$5.00	78.6%	22.5%	44.0%	19.4%	83.7%	0.0%	-23.2%	1.7K	-205.1K	-345	0.66	111.71	N/A	N/A	61	40	1,083	78
2017-01-19	$4.22	$5.00	70.7%	20.3%	44.1%	13.9%	70.7%	0.0%	-11.6%	1.7K	-200.5K	-344	0.54	114.61	N/A	N/A	74	40	1,083	78
2017-01-20	$4.23	$5.00	70.5%	20.2%	42.9%	13.8%	71.2%	0.0%	4.0%	1.4K	-212.8K	-369	0.54	58.28	N/A	N/A	74	40	1,100	78
2017-01-23	$4.23	$5.00	56.0%	16.1%	42.8%	3.7%	44.7%	0.0%	7.0%	1.6K	-67.2K	-352	0.59	34.39	N/A	N/A	51	30	413	30
2017-01-24	$4.32	$5.00	58.9%	16.9%	41.5%	5.7%	48.7%	0.0%	16.3%	1.6K	-69.3K	-358	0.59	118.86	N/A	N/A	51	30	413	30
2017-01-25	$4.32	$5.00	76.8%	22.0%	38.9%	18.2%	78.2%	0.0%	-6.2%	1.5K	-83.6K	-364	0.33	110.00	N/A	N/A	91	30	413	30
2017-01-26	$4.29	$5.00	72.4%	20.7%	38.9%	15.1%	72.4%	0.0%	-10.0%	2.0K	-87.1K	-394	0.33	104.48	N/A	N/A	91	30	463	30
2017-01-27	$4.22	$5.00	64.5%	18.5%	35.3%	9.6%	56.4%	0.0%	11.7%	2.2K	-68.5K	-372	0.33	72.42	N/A	N/A	91	30	463	30
2017-01-30	$4.08	$5.00	65.2%	18.7%	37.3%	10.1%	50.4%	0.0%	20.8%	1.6K	-67.3K	-350	0.33	32.91	N/A	N/A	91	30	463	30
2017-01-31	$4.11	$5.00	84.3%	24.2%	35.5%	23.4%	83.5%	0.0%	-9.5%	1.6K	-65.8K	-357	0.56	118.23	N/A	N/A	54	30	463	30