GEN Options History — September 2017

In September 2017, GEN traded between $1.00 and $1.16. ATM implied volatility averaged 131.4%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 37.3%. IV traded above realized volatility by 56.4% (HV 20d: 74.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-09-01: Highest Volume — 110 contracts
  • 2017-09-11: Largest IV drop — 30.9% change
  • 2017-09-06: Highest IV Rank — 96.2%
  • 2017-09-05: Largest Expected Move — 52.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.07$1.00$1.16$1.15$1.15
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV131.4%103.0%194.3%157.3%129.0%
Expected Move37.3%29.5%52.4%45.1%37.0%
HV 20d74.9%60.5%89.3%84.8%60.5%
HV 60d58.5%57.6%59.7%59.2%58.9%
IV Rank54.3%35.4%96.2%71.5%52.7%
IV Percentile75.8%55.6%98.8%89.3%77.0%
Term Structure-18.5%-112.8%52.9%-35.9%-24.3%
Bid-Ask Spread %25.9614.7470.2619.3023.07
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume99.659011011099
Total OI272.5237277237277

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$1.15$0.00157.3%45.1%84.8%71.5%0.0%0.0%-35.9%0000.0019.30N/AN/A11002370
2017-09-05$1.12$2.50191.5%52.4%84.9%94.3%0.0%0.0%-104.4%0000.0070.26N/AN/A11002570
2017-09-06$1.16$2.50194.3%50.7%86.5%96.2%0.0%0.0%-112.8%0000.0068.41N/AN/A9002570
2017-09-07$1.15$2.50142.4%40.8%86.3%61.7%0.0%0.0%-39.0%0000.0025.49N/AN/A9902670
2017-09-08$1.06$2.50149.2%42.8%89.3%66.2%0.0%0.0%-43.6%0000.0023.53N/AN/A9902770
2017-09-11$1.06$2.50103.1%29.6%88.1%35.5%0.0%0.0%-46.8%0000.0021.95N/AN/A9902770
2017-09-12$1.07$2.50103.0%29.5%73.7%35.4%0.0%0.0%-47.2%0000.0020.22N/AN/A9902770
2017-09-13$1.02$2.50109.5%31.4%73.9%39.7%0.0%0.0%-50.7%0000.0025.62N/AN/A9902770
2017-09-14$1.03$2.50109.9%31.5%73.9%40.0%0.0%0.0%-51.5%0000.0021.95N/AN/A9902770
2017-09-15$1.01$2.50113.1%32.4%73.9%42.1%0.0%0.0%-53.6%0000.0021.95N/AN/A9902770
2017-09-18$1.00$2.50120.0%34.4%73.3%46.7%0.0%0.0%52.9%0000.0021.87N/AN/A9902770
2017-09-19$1.01$2.50120.8%34.6%73.4%47.2%0.0%0.0%52.0%0000.0015.12N/AN/A9902770
2017-09-20$1.04$2.50119.3%34.2%73.3%46.2%0.0%0.0%50.2%0000.0020.51N/AN/A9902770
2017-09-21$1.03$2.50121.9%34.9%73.4%48.0%0.0%0.0%-14.5%0000.0023.32N/AN/A9902770
2017-09-22$1.03$2.50124.7%35.7%67.8%49.8%0.0%0.0%33.9%0000.0021.41N/AN/A9902770
2017-09-25$1.02$2.50133.2%38.2%63.5%55.5%0.0%0.0%31.3%0000.0022.86N/AN/A9902770
2017-09-26$1.08$2.50129.0%37.0%66.4%52.7%0.0%0.0%29.1%0000.0017.48N/AN/A9902770
2017-09-27$1.11$2.50131.3%37.6%65.6%54.2%0.0%0.0%-21.5%0000.0014.74N/AN/A9902770
2017-09-28$1.15$2.50125.3%35.9%66.1%50.3%0.0%0.0%25.5%0000.0020.16N/AN/A9902770
2017-09-29$1.15$2.50129.0%37.0%60.5%52.7%0.0%0.0%-24.3%0000.0023.07N/AN/A9902770