GEN Options History — June 2017

In June 2017, GEN traded between $1.60 and $1.90. ATM implied volatility averaged 114.9%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 55.1% (HV 20d: 59.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2017-06-01: Highest Volume — 294 contracts
2017-06-12: Largest IV spike — 87.6% change
2017-06-12: Highest IV Rank — 97.4%
2017-06-01: Largest Expected Move — 51.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.77	$1.60	$1.90	$1.70	$1.74
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	114.9%	82.5%	191.0%	179.9%	120.8%
Expected Move	29.7%	23.6%	51.6%	51.6%	34.6%
HV 20d	59.7%	51.1%	68.9%	53.2%	52.0%
HV 60d	51.3%	48.3%	53.6%	48.8%	51.0%
IV Rank	44.8%	22.5%	97.4%	89.7%	49.0%
IV Percentile	67.2%	36.1%	99.2%	98.4%	84.5%
Term Structure	-22.7%	-109.6%	15.7%	-109.6%	-31.2%
VWIV	82.0%	64.7%	118.4%	90.0%	68.6%
Bid-Ask Spread %	93.80	34.33	121.95	115.32	34.33
Gamma HHI	0.65	0.50	0.99	0.51	0.76
Net GEX	298	23	3.3K	34	24
Net DEX	-3.4K	-103.5K	14.1K	11.8K	-18
Net VEX	-43	-394	-5	-16	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.14	0.47	0.47	0.14
Total Volume	202.273	91	294	294	91
Total OI	2,192	1,999	2,359	2,359	2,000

Daily Data (22 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
2017-06-01	$1.70	$2.50	179.9%	51.6%	53.2%	89.7%	0.0%	0.0%	-109.6%	34	11.8K	-16	0.47	115.32	N/A	N/A	200	94	2,275	84
2017-06-02	$1.73	$2.50	147.2%	42.2%	54.8%	67.1%	0.0%	0.0%	-52.2%	35	12.2K	-15	0.47	101.15	N/A	N/A	200	94	2,275	84
2017-06-05	$1.69	$2.50	173.1%	29.4%	54.6%	85.0%	90.0%	0.0%	7.7%	31	11.6K	-16	0.47	115.11	N/A	N/A	200	94	2,275	84
2017-06-06	$1.69	$2.50	137.6%	26.4%	54.8%	60.5%	68.8%	0.0%	2.2%	33	12.6K	-12	0.47	98.81	N/A	N/A	200	94	2,275	84
2017-06-07	$1.60	$2.50	125.6%	29.3%	55.3%	52.3%	0.0%	0.0%	-16.7%	23	12.3K	-9	0.47	99.20	N/A	N/A	200	94	2,275	84
2017-06-08	$1.69	$2.50	94.0%	27.0%	60.2%	30.5%	70.4%	0.0%	-15.3%	23	13.3K	-7	0.47	97.59	N/A	N/A	200	94	2,275	84
2017-06-09	$1.69	$2.50	101.8%	29.2%	60.3%	35.9%	93.0%	0.0%	-40.2%	26	13.0K	-9	0.47	117.71	N/A	N/A	200	94	2,275	84
2017-06-12	$1.81	$2.50	191.0%	24.4%	67.3%	97.4%	64.7%	0.0%	-15.0%	28	14.1K	-8	0.47	100.32	N/A	N/A	200	94	2,275	84
2017-06-13	$1.75	$2.50	90.1%	25.8%	67.1%	27.8%	69.7%	0.0%	-23.5%	24	10.3K	-6	0.47	102.04	N/A	N/A	200	94	2,275	64
2017-06-14	$1.79	$2.50	98.5%	28.2%	68.0%	33.6%	80.0%	0.0%	5.9%	36	9.3K	-14	0.47	101.52	N/A	N/A	200	94	2,275	64
2017-06-15	$1.76	$2.50	87.1%	25.0%	68.0%	25.7%	70.2%	0.0%	-4.2%	34	9.9K	-10	0.47	100.69	N/A	N/A	200	94	2,275	64
2017-06-16	$1.84	$2.50	102.5%	29.4%	68.9%	36.3%	90.0%	0.0%	-47.3%	2.7K	-103.5K	-394	0.47	121.95	N/A	N/A	200	94	2,275	64
2017-06-19	$1.89	$2.50	82.7%	23.7%	67.7%	22.7%	118.4%	0.0%	15.7%	35	-728	-10	0.17	107.72	N/A	N/A	80	14	1,995	4
2017-06-20	$1.84	$2.50	82.5%	23.6%	67.1%	22.5%	113.9%	0.0%	15.6%	34	-914	-12	0.17	80.16	N/A	N/A	80	14	1,995	4
2017-06-21	$1.83	$2.50	91.3%	26.2%	65.6%	28.6%	71.6%	0.0%	-19.2%	35	-536	-9	0.17	104.70	N/A	N/A	80	14	1,995	4
2017-06-22	$1.90	$2.50	89.4%	25.6%	60.0%	27.3%	79.2%	0.0%	-31.6%	3.3K	-98.2K	-344	0.17	105.70	N/A	N/A	80	14	1,995	4
2017-06-23	$1.87	$2.50	89.3%	25.6%	57.7%	27.2%	68.6%	0.0%	-19.9%	35	-563	-10	0.14	106.59	N/A	N/A	80	11	1,995	5
2017-06-26	$1.85	$2.50	93.9%	26.9%	56.7%	30.4%	0.0%	0.0%	-23.1%	30	-343	-9	0.14	103.84	N/A	N/A	80	11	1,995	5
2017-06-27	$1.80	$2.50	107.9%	30.9%	51.1%	40.1%	0.0%	0.0%	-25.4%	35	-325	-9	0.14	78.75	N/A	N/A	80	11	1,995	5
2017-06-28	$1.75	$2.50	115.8%	33.2%	51.8%	45.5%	0.0%	0.0%	-28.0%	23	127	-5	0.14	35.86	N/A	N/A	80	11	1,995	5
2017-06-29	$1.72	$2.50	124.8%	35.8%	52.2%	51.7%	0.0%	0.0%	-43.4%	23	51	-6	0.14	34.51	N/A	N/A	80	11	1,995	5
2017-06-30	$1.74	$2.50	120.8%	34.6%	52.0%	49.0%	0.0%	0.0%	-31.2%	24	-18	-6	0.14	34.33	N/A	N/A	80	11	1,995	5