GEN Options History — February 2017

In February 2017, GEN traded between $3.22 and $4.17. ATM implied volatility averaged 80.1%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 44.3% (HV 20d: 35.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.71.

Notable Days

2017-02-17: Highest Volume — 149 contracts
2017-02-21: Largest IV spike — 80.3% change
2017-02-27: Highest IV Rank — 50.0%
2017-02-27: Largest Expected Move — 35.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.83	$3.22	$4.17	$4.08	$3.25
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	80.1%	49.9%	122.0%	69.3%	111.5%
Expected Move	21.1%	13.7%	35.0%	19.9%	32.0%
HV 20d	35.8%	25.1%	61.5%	32.5%	61.5%
HV 60d	42.8%	38.6%	49.7%	43.3%	49.7%
IV Rank	20.7%	0.0%	50.0%	12.9%	42.7%
IV Percentile	26.5%	0.0%	77.8%	9.5%	65.5%
Term Structure	-3.0%	-57.1%	38.3%	15.4%	-28.7%
VWIV	106.1%	53.3%	133.6%	53.3%	133.6%
Bid-Ask Spread %	81.59	16.07	120.35	39.39	115.90
Gamma HHI	0.97	0.91	0.99	0.98	0.97
Net GEX	1.5K	256	2.4K	1.7K	469
Net DEX	-50.8K	-83.7K	927	-69.0K	848
Net VEX	-292	-401	-59	-381	-67
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.19	1.88	0.65	1.10
Total Volume	79.842	49	149	76	65
Total OI	554.263	523	619	523	619

Daily Data (19 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
2017-02-01	$4.08	$5.00	69.3%	19.9%	32.5%	12.9%	53.3%	0.0%	15.4%	1.7K	-69.0K	-381	0.65	39.39	N/A	N/A	46	30	493	30
2017-02-02	$4.17	$0.00	66.0%	14.0%	25.3%	10.7%	0.0%	0.0%	34.7%	1.9K	-83.7K	-401	0.65	76.33	N/A	N/A	46	30	495	30
2017-02-03	$4.15	$0.00	89.7%	17.5%	25.1%	27.2%	0.0%	0.0%	1.6%	2.1K	-74.7K	-384	0.65	120.35	N/A	N/A	46	30	495	30
2017-02-06	$3.97	$0.00	88.9%	16.7%	28.6%	26.6%	0.0%	0.0%	31.6%	1.5K	-68.7K	-354	0.65	35.81	N/A	N/A	46	30	495	30
2017-02-07	$3.95	$0.00	97.4%	13.7%	27.9%	32.5%	0.0%	0.0%	34.0%	1.5K	-75.9K	-360	0.65	30.18	N/A	N/A	46	30	495	30
2017-02-08	$3.87	$0.00	60.6%	17.4%	27.5%	6.9%	0.0%	0.0%	21.4%	1.5K	-56.2K	-326	0.65	33.54	N/A	N/A	46	30	495	30
2017-02-09	$4.02	$0.00	56.1%	16.1%	30.0%	3.7%	0.0%	0.0%	38.3%	1.5K	-77.9K	-367	0.48	98.29	N/A	N/A	46	22	495	30
2017-02-10	$4.03	$0.00	73.2%	21.0%	30.1%	15.7%	0.0%	0.0%	-9.6%	1.8K	-63.8K	-351	0.48	85.89	N/A	N/A	46	22	495	30
2017-02-13	$3.97	$0.00	67.8%	19.4%	30.3%	11.9%	0.0%	0.0%	6.5%	1.6K	-57.2K	-330	0.48	81.45	N/A	N/A	46	22	495	30
2017-02-14	$3.97	$0.00	49.9%	14.3%	30.3%	0.0%	0.0%	0.0%	28.4%	1.7K	-62.5K	-339	0.48	16.07	N/A	N/A	46	22	495	30
2017-02-15	$3.96	$0.00	72.7%	20.8%	29.4%	15.8%	0.0%	0.0%	-3.1%	1.8K	-58.9K	-322	0.48	119.11	N/A	N/A	46	22	495	30
2017-02-16	$3.95	$0.00	64.5%	18.5%	29.1%	10.1%	0.0%	0.0%	3.3%	1.7K	-49.8K	-298	0.19	116.94	N/A	N/A	117	22	495	30
2017-02-17	$3.87	$0.00	59.5%	17.1%	29.7%	6.7%	0.0%	0.0%	-5.9%	2.1K	-39.9K	-305	0.27	72.91	N/A	N/A	117	32	569	30
2017-02-21	$3.90	$0.00	107.3%	30.8%	29.9%	39.8%	114.1%	0.0%	-42.9%	1.8K	-63.8K	-382	0.31	92.52	N/A	N/A	103	32	553	40
2017-02-22	$3.81	$5.00	79.5%	22.8%	29.1%	20.5%	86.0%	0.0%	-31.2%	2.4K	-59.6K	-349	1.88	118.01	N/A	N/A	17	32	555	40
2017-02-23	$3.26	$5.00	96.0%	27.5%	60.4%	32.0%	116.9%	0.0%	-48.5%	308	351	-78	1.33	76.58	N/A	N/A	24	32	560	40
2017-02-24	$3.31	$5.00	89.9%	25.8%	61.3%	27.7%	116.8%	0.0%	-57.1%	256	-6.4K	-97	1.03	103.14	N/A	N/A	31	32	570	40
2017-02-27	$3.22	$5.00	122.0%	35.0%	61.5%	50.0%	121.9%	0.0%	-45.7%	262	927	-59	1.10	117.74	N/A	N/A	31	34	577	40
2017-02-28	$3.25	$5.00	111.5%	32.0%	61.5%	42.7%	133.6%	0.0%	-28.7%	469	848	-67	1.10	115.90	N/A	N/A	31	34	577	42