GEN Options History — April 2017

In April 2017, GEN traded between $2.28 and $2.59. ATM implied volatility averaged 84.1%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 39.1% (HV 20d: 45.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.20.

Notable Days

  • 2017-04-06: Highest Volume — 1,066 contracts
  • 2017-04-20: Largest IV spike — 54.0% change
  • 2017-04-27: Highest IV Rank — 43.5%
  • 2017-04-27: Largest Expected Move — 32.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.40$2.28$2.59$2.59$2.41
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV84.1%57.5%112.9%108.9%104.4%
Expected Move24.9%17.7%32.4%31.2%29.9%
HV 20d45.0%35.9%49.5%45.1%35.9%
HV 60d47.6%46.1%48.9%46.1%48.6%
IV Rank23.6%5.3%43.5%40.7%37.7%
IV Percentile35.1%4.0%73.4%63.5%61.9%
Term Structure-18.3%-48.8%6.4%-17.4%-29.4%
VWIV93.7%67.6%109.9%109.9%103.5%
Bid-Ask Spread %109.9650.43126.98126.37125.02
Gamma HHI0.950.701.000.930.99
Net GEX3.2K-1.9K7.0K-1.3K5.7K
Net DEX-132.6K-223.5K38.7K34.8K-213.8K
Net VEX-700-941-93-100-825
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.031.131.130.03
Total Volume546.684681,06668511
Total OI2,126.8429492,7149491,952

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$2.59$5.00108.9%31.2%45.1%40.7%109.9%0.0%-17.4%-1.3K34.8K-1001.13126.37N/AN/A3236605344
2017-04-04$2.50$5.0069.2%19.8%46.2%13.4%67.6%0.0%-1.9%-1.9K35.0K-971.1354.98N/AN/A3236605344
2017-04-05$2.41$5.00101.9%29.2%46.8%35.9%103.5%0.0%-25.0%-1.1K38.7K-930.04112.29N/AN/A1,02936605344
2017-04-06$2.51$0.0067.9%19.8%47.4%12.4%0.0%0.0%-1.5%524-114.5K-6110.04125.19N/AN/A1,030361,606339
2017-04-07$2.44$0.0057.5%20.1%48.1%5.3%0.0%0.0%-0.5%327-131.6K-5650.12125.25N/AN/A311361,606339
2017-04-10$2.41$0.0057.9%24.7%47.7%5.6%0.0%0.0%-19.7%995-123.1K-7310.07126.72N/AN/A506361,903339
2017-04-11$2.38$0.0060.3%20.1%47.6%7.2%0.0%0.0%6.4%1.8K-194.8K-9410.0758.52N/AN/A506362,371339
2017-04-12$2.34$0.0082.8%23.7%47.6%22.7%0.0%0.0%-16.8%2.9K-148.0K-8960.07126.36N/AN/A506362,371339
2017-04-13$2.32$0.0086.2%24.7%47.4%25.0%0.0%0.0%-40.3%5.2K-148.0K-8900.07126.98N/AN/A506362,371339
2017-04-17$2.28$0.0082.3%23.6%47.2%22.4%0.0%0.0%-12.2%2.4K-150.0K-8670.0750.43N/AN/A506362,371339
2017-04-18$2.36$0.0082.3%23.6%49.5%22.4%0.0%0.0%-9.5%2.6K-167.5K-8790.09104.82N/AN/A506442,371339
2017-04-19$2.31$0.0061.7%17.7%45.5%8.2%0.0%0.0%2.5%4.6K-112.8K-8190.09118.76N/AN/A506442,371338
2017-04-20$2.35$0.0095.1%27.3%45.6%31.2%0.0%0.0%-47.3%6.4K-133.8K-8430.09109.16N/AN/A506442,371343
2017-04-21$2.31$0.0097.9%28.1%44.9%33.1%0.0%0.0%-48.8%6.4K-134.5K-8150.66124.53N/AN/A5063342,371343
2017-04-24$2.38$0.0077.6%22.3%41.8%19.1%0.0%0.0%5.0%7.0K-201.0K-8290.03120.70N/AN/A503141,93414
2017-04-25$2.42$0.0087.2%25.0%42.3%25.8%0.0%0.0%-15.7%6.3K-223.5K-8380.03123.80N/AN/A503141,93414
2017-04-26$2.42$0.00103.7%29.7%42.3%37.2%0.0%0.0%-35.6%5.2K-218.5K-8370.03119.45N/AN/A503141,93414
2017-04-27$2.43$0.00112.9%32.4%36.0%43.5%0.0%0.0%-40.2%5.8K-213.1K-8310.03109.92N/AN/A497141,93414
2017-04-28$2.41$0.00104.4%29.9%35.9%37.7%0.0%0.0%-29.4%5.7K-213.8K-8250.03125.02N/AN/A497141,93814