GEN Options History — March 2017

In March 2017, GEN traded between $2.40 and $3.25. ATM implied volatility averaged 107.2%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 52.5% (HV 20d: 54.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 3.13.

Notable Days

2017-03-20: Highest Volume — 363 contracts
2017-03-13: Largest IV spike — 45.9% change
2017-03-13: Highest IV Rank — 100.0%
2017-03-01: Largest Expected Move — 34.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.75	$2.40	$3.25	$3.25	$2.64
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	107.2%	66.5%	194.8%	121.6%	109.6%
Expected Move	25.6%	18.3%	34.9%	34.9%	31.4%
HV 20d	54.6%	34.2%	61.6%	61.3%	44.9%
HV 60d	48.1%	46.0%	50.7%	49.7%	46.0%
IV Rank	39.6%	11.5%	100.0%	49.7%	41.2%
IV Percentile	56.2%	9.5%	100.0%	77.8%	63.9%
Term Structure	-19.3%	-78.0%	17.8%	-78.0%	-29.4%
VWIV	95.0%	57.3%	164.1%	127.7%	110.0%
Bid-Ask Spread %	111.98	77.30	128.11	120.29	116.76
Gamma HHI	0.75	0.50	0.96	0.91	0.92
Net GEX	-375	-1.8K	249	246	-1.4K
Net DEX	12.9K	-6.3K	37.1K	-6.3K	31.6K
Net VEX	-73	-148	-23	-98	-108
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.13	0.83	10.71	1.10	1.13
Total Volume	132.696	65	363	65	68
Total OI	760.609	619	951	619	949

Daily Data (23 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
2017-03-01	$3.25	$5.00	121.6%	34.9%	61.3%	49.7%	127.7%	0.0%	-78.0%	246	-6.3K	-98	1.10	120.29	N/A	N/A	31	34	577	42
2017-03-02	$3.17	$5.00	97.6%	28.0%	61.4%	33.1%	136.8%	0.0%	-48.4%	141	3.6K	-30	1.10	100.17	N/A	N/A	31	34	577	42
2017-03-03	$3.02	$5.00	119.2%	34.2%	61.3%	48.1%	164.1%	0.0%	-40.6%	249	387	-61	0.83	118.56	N/A	N/A	41	34	584	42
2017-03-06	$3.00	$5.00	121.0%	20.1%	61.2%	49.3%	71.2%	0.0%	-3.1%	180	1.3K	-49	1.03	105.67	N/A	N/A	33	34	594	44
2017-03-07	$2.98	$5.00	104.2%	18.3%	60.4%	37.6%	57.3%	0.0%	-43.4%	76	2.7K	-23	1.03	77.30	N/A	N/A	33	34	596	44
2017-03-08	$2.90	$5.00	141.1%	22.5%	60.4%	63.2%	78.5%	0.0%	-26.4%	83	3.2K	-28	1.03	112.46	N/A	N/A	33	34	596	44
2017-03-09	$2.76	$5.00	124.9%	24.6%	61.6%	52.0%	87.0%	0.0%	-20.0%	141	2.5K	-44	1.03	118.95	N/A	N/A	33	34	596	44
2017-03-10	$2.76	$5.00	133.5%	24.9%	58.5%	58.0%	90.3%	0.0%	-0.4%	175	2.2K	-47	1.03	114.63	N/A	N/A	33	34	596	44
2017-03-13	$2.79	$5.00	194.8%	25.6%	59.0%	100.0%	0.0%	0.0%	-11.0%	121	573	-36	1.03	128.11	N/A	N/A	33	34	596	44
2017-03-14	$2.80	$5.00	142.7%	21.8%	59.5%	64.1%	76.5%	0.0%	-1.2%	124	2.5K	-37	0.83	108.21	N/A	N/A	41	34	596	44
2017-03-15	$2.79	$5.00	92.3%	26.5%	59.4%	29.3%	94.3%	0.0%	-39.4%	192	-336	-59	0.85	111.16	N/A	N/A	40	34	606	44
2017-03-16	$2.80	$5.00	72.8%	20.9%	59.6%	15.8%	0.0%	0.0%	-16.8%	105	-398	-27	0.85	121.77	N/A	N/A	40	34	606	44
2017-03-17	$2.73	$5.00	75.1%	21.5%	59.4%	17.4%	86.3%	0.0%	-3.1%	115	2.2K	-30	1.03	120.70	N/A	N/A	33	34	606	44
2017-03-20	$2.69	$5.00	66.5%	19.1%	59.4%	11.5%	84.6%	0.0%	17.8%	113	2.3K	-29	10.71	86.38	N/A	N/A	31	332	607	44
2017-03-21	$2.53	$5.00	94.5%	27.1%	60.5%	30.8%	66.2%	0.0%	-39.3%	-968	34.7K	-122	10.71	94.58	N/A	N/A	31	332	607	344
2017-03-22	$2.47	$5.00	106.5%	30.5%	60.5%	39.1%	106.6%	0.0%	-6.5%	-697	31.5K	-148	10.71	116.63	N/A	N/A	31	332	607	344
2017-03-23	$2.40	$5.00	114.1%	32.7%	34.2%	44.3%	113.8%	0.0%	-16.4%	-571	30.4K	-144	10.71	112.76	N/A	N/A	31	332	607	344
2017-03-24	$2.53	$5.00	98.8%	28.3%	40.6%	33.8%	110.2%	0.0%	6.1%	-988	37.1K	-128	10.71	115.16	N/A	N/A	31	332	607	344
2017-03-27	$2.51	$5.00	75.9%	21.8%	40.3%	18.0%	77.1%	0.0%	14.4%	-1.4K	25.9K	-109	1.13	110.75	N/A	N/A	32	36	607	344
2017-03-28	$2.50	$5.00	82.3%	23.6%	39.6%	22.4%	80.7%	0.0%	-11.3%	-1.4K	26.8K	-115	1.13	117.86	N/A	N/A	32	36	605	344
2017-03-29	$2.65	$5.00	82.2%	23.6%	46.9%	22.3%	81.1%	0.0%	-15.3%	-1.8K	29.6K	-104	1.13	121.75	N/A	N/A	32	36	605	344
2017-03-30	$2.61	$5.00	93.8%	26.9%	46.6%	30.3%	93.9%	0.0%	-32.1%	-1.4K	33.3K	-110	1.13	124.84	N/A	N/A	32	36	605	344
2017-03-31	$2.64	$5.00	109.6%	31.4%	44.9%	41.2%	110.0%	0.0%	-29.4%	-1.4K	31.6K	-108	1.13	116.76	N/A	N/A	32	36	605	344