GEN Options History — August 2017

In August 2017, GEN traded between $0.96 and $1.48. ATM implied volatility averaged 155.8%, placing in the 70.6% IV rank vs the trailing year. The 30-day expected move averaged 41.4%. IV traded above realized volatility by 106.8% (HV 20d: 48.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-08-01: Highest Volume — 181 contracts
  • 2017-08-15: Largest IV spike — 49.6% change
  • 2017-08-01: Highest IV Rank — 100.0%
  • 2017-08-01: Largest Expected Move — 57.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.19$0.96$1.48$1.45$1.04
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV155.8%97.0%200.0%200.0%168.7%
Expected Move41.4%20.1%57.3%57.3%48.4%
HV 20d48.9%23.5%74.4%36.6%74.4%
HV 60d52.2%48.9%56.3%49.7%56.3%
IV Rank70.6%31.4%100.0%100.0%79.2%
IV Percentile89.5%55.6%100.0%100.0%92.1%
Term Structure-28.0%-98.4%23.8%-53.3%13.8%
Bid-Ask Spread %59.753.66114.2396.9915.41
Gamma HHI1.001.001.001.001.00
Net GEX300119750
Net DEX-1.9K-6.4K0-5.7K0
Net VEX-14-450-410
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume90.69680181181100
Total OI218.217217219219217

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$1.45$2.50200.0%57.3%36.6%100.0%0.0%0.0%0.0%75-5.7K-410.0096.99N/AN/A18102190
2017-08-02$1.48$2.50134.2%38.5%30.4%56.2%0.0%0.0%-53.3%96-4.6K-360.0093.99N/AN/A18102190
2017-08-03$1.46$0.0097.0%27.8%30.6%31.4%0.0%0.0%-4.5%79-5.8K-400.0096.99N/AN/A8202190
2017-08-04$1.48$0.00113.9%30.1%30.7%42.7%0.0%0.0%-4.7%119-6.4K-450.0031.57N/AN/A8202190
2017-08-07$1.45$0.00131.5%20.1%31.0%54.4%0.0%0.0%-19.4%91-5.2K-400.007.89N/AN/A8202190
2017-08-08$1.42$0.00150.3%22.2%23.5%66.9%0.0%0.0%-7.1%1-300.0013.98N/AN/A8202190
2017-08-09$1.43$0.00127.7%36.6%23.8%51.8%0.0%0.0%-55.8%87-4.6K-380.0095.98N/AN/A8202190
2017-08-10$1.37$0.00164.8%47.3%27.1%76.6%0.0%0.0%-46.6%67-6.3K-410.00114.23N/AN/A8202190
2017-08-11$1.30$0.00174.2%50.0%31.8%82.9%0.0%0.0%-98.4%68-4.7K-350.00113.14N/AN/A8202190
2017-08-14$1.13$0.00131.4%37.7%56.6%54.3%0.0%0.0%-40.6%0000.0024.55N/AN/A8202190
2017-08-15$1.08$0.00196.6%56.4%57.4%97.7%0.0%0.0%0.0%0000.00110.79N/AN/A8202190
2017-08-16$1.09$0.00165.9%0.0%57.5%77.3%0.0%0.0%0.0%0000.00110.56N/AN/A8202190
2017-08-17$1.07$0.00145.8%41.8%57.5%63.9%0.0%0.0%-2.8%0000.0093.99N/AN/A8202190
2017-08-18$1.04$0.00176.4%0.0%57.7%84.3%0.0%0.0%0.0%0000.00111.19N/AN/A8202190
2017-08-21$1.03$0.00124.4%35.7%56.6%49.6%0.0%0.0%-46.8%0000.003.66N/AN/A8002170
2017-08-22$1.00$0.00182.8%0.0%55.5%88.5%0.0%0.0%0.0%0000.0089.15N/AN/A8002170
2017-08-23$1.00$0.00174.8%50.1%55.9%83.2%0.0%0.0%-64.8%0000.0020.51N/AN/A8002170
2017-08-24$1.08$0.00169.8%0.0%65.6%79.9%0.0%0.0%0.0%0000.0061.21N/AN/A8002170
2017-08-25$1.01$0.00146.7%42.1%66.7%64.5%0.0%0.0%-35.8%0000.0019.23N/AN/A8002170
2017-08-28$1.00$0.00159.3%45.7%66.7%72.9%0.0%0.0%23.8%0000.0019.19N/AN/A8002170
2017-08-29$0.97$0.00170.3%48.8%66.7%80.2%0.0%0.0%21.6%0000.0019.19N/AN/A8002170
2017-08-30$0.96$0.00176.3%50.5%65.1%84.2%0.0%0.0%-54.6%0000.0010.96N/AN/A8002170
2017-08-31$1.04$0.00168.7%48.4%74.4%79.2%0.0%0.0%13.8%0000.0015.41N/AN/A10002170