GEN Options History — July 2017 In July 2017, GEN traded between $1.45 and $1.77. ATM implied volatility averaged 144.3%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded above realized volatility by 100.6% (HV 20d: 43.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.18.
Notable Days 2017-07-14 : Highest Volume — 198 contracts2017-07-05 : Largest IV spike — 63.3% change2017-07-11 : Highest IV Rank — 95.8%2017-07-31 : Largest Expected Move — 52.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.54 $1.45 $1.77 $1.77 $1.46 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 144.3% 94.0% 188.8% 94.0% 184.4% Expected Move 36.5% 24.5% 52.9% 27.0% 52.9% HV 20d 43.7% 35.7% 57.6% 51.5% 37.8% HV 60d 51.6% 49.3% 53.2% 50.3% 49.7% IV Rank 65.1% 30.5% 95.8% 30.5% 92.8% IV Percentile 88.4% 53.2% 98.8% 53.2% 98.0% Term Structure -35.1% -106.6% -2.8% -2.8% -92.2% Bid-Ask Spread % 77.44 29.48 113.93 101.58 65.60 Gamma HHI 0.91 0.56 1.00 0.56 1.00 Net GEX 14 3 28 28 10 Net DEX 1.9K -1.0K 6.4K -417 -697 Net VEX -5 -9 -1 -9 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 0.57 0.14 0.00 Total Volume 129.3 89 198 91 181 Total OI 1,467.7 117 2,112 2,000 119
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 2017-07-03 $1.77 $2.50 94.0% 27.0% 51.5% 30.5% 0.0% 0.0% -2.8% 28 -417 -9 0.14 101.58 N/A N/A 80 11 1,995 5 2017-07-05 $1.65 $2.50 153.5% 44.0% 57.6% 71.5% 0.0% 0.0% -30.5% 22 -300 -7 0.14 74.20 N/A N/A 80 11 1,995 5 2017-07-06 $1.64 $0.00 178.0% 24.5% 54.1% 88.4% 0.0% 0.0% -10.5% 18 320 -4 0.14 34.48 N/A N/A 79 11 1,995 5 2017-07-07 $1.66 $0.00 153.6% 27.1% 50.5% 71.6% 0.0% 0.0% -17.5% 22 -49 -6 0.14 75.86 N/A N/A 79 11 1,996 5 2017-07-10 $1.64 $0.00 187.4% 27.4% 50.7% 94.9% 0.0% 0.0% -12.3% 21 33 -6 0.14 35.72 N/A N/A 79 11 1,996 5 2017-07-11 $1.54 $0.00 188.8% 26.7% 48.0% 95.8% 0.0% 0.0% -14.7% 3 579 -1 0.14 31.49 N/A N/A 79 11 1,996 5 2017-07-12 $1.54 $0.00 109.5% 31.4% 47.0% 41.1% 0.0% 0.0% -23.8% 18 132 -5 0.14 99.04 N/A N/A 79 11 1,996 5 2017-07-13 $1.51 $0.00 116.8% 33.5% 46.0% 46.2% 0.0% 0.0% -25.3% 19 6.0K -6 0.57 97.43 N/A N/A 88 50 1,996 45 2017-07-14 $1.51 $0.00 140.5% 40.3% 46.0% 62.5% 0.0% 0.0% -83.7% 9 5.9K -6 0.34 113.93 N/A N/A 148 50 2,006 45 2017-07-17 $1.51 $0.00 116.9% 33.5% 41.8% 46.3% 0.0% 0.0% -29.3% 12 6.2K -5 0.34 96.71 N/A N/A 148 50 2,067 45 2017-07-18 $1.51 $0.00 118.8% 34.0% 39.7% 47.5% 0.0% 0.0% -40.0% 12 6.4K -4 0.34 96.71 N/A N/A 148 50 2,067 45 2017-07-19 $1.52 $0.00 111.3% 31.9% 39.7% 42.4% 0.0% 0.0% -21.2% 12 6.3K -5 0.34 70.89 N/A N/A 148 50 2,067 45 2017-07-20 $1.49 $0.00 136.9% 39.3% 39.9% 60.1% 0.0% 0.0% -43.4% 11 5.9K -4 0.34 30.19 N/A N/A 148 50 2,067 42 2017-07-21 $1.46 $0.00 130.6% 37.4% 35.7% 55.7% 0.0% 0.0% -36.1% 11 5.7K -4 0.34 96.16 N/A N/A 148 50 2,067 42 2017-07-24 $1.48 $0.00 139.0% 39.9% 36.9% 61.5% 0.0% 0.0% -8.7% 11 -543 -5 0.00 96.68 N/A N/A 89 0 117 0 2017-07-25 $1.50 $0.00 143.9% 41.3% 38.0% 64.9% 0.0% 0.0% -17.3% 12 -426 -4 0.00 93.05 N/A N/A 89 0 117 0 2017-07-26 $1.48 $0.00 164.0% 47.0% 37.5% 78.7% 0.0% 0.0% -55.0% 8 -1.0K -5 0.00 112.86 N/A N/A 89 0 117 0 2017-07-27 $1.45 $0.00 134.8% 38.6% 37.1% 58.6% 0.0% 0.0% -31.6% 11 -711 -5 0.00 96.68 N/A N/A 89 0 117 0 2017-07-28 $1.48 $0.00 183.2% 52.5% 38.4% 92.0% 0.0% 0.0% -106.6% 11 -495 -4 0.00 29.48 N/A N/A 91 0 117 0 2017-07-31 $1.46 $2.50 184.4% 52.9% 37.8% 92.8% 0.0% 0.0% -92.2% 10 -697 -5 0.00 65.60 N/A N/A 181 0 119 0
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