GEN Options History — October 2017

In October 2017, GEN traded between $0.98 and $1.15. ATM implied volatility averaged 145.5%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 42.7%. IV traded above realized volatility by 95.5% (HV 20d: 49.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.03.

Notable Days

2017-10-09: Highest Volume — 409 contracts
2017-10-23: Largest IV spike — 95.8% change
2017-10-11: Highest IV Rank — 97.4%
2017-10-11: Largest Expected Move — 56.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.04	$0.98	$1.15	$1.13	$0.98
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	145.5%	82.1%	196.0%	141.3%	119.7%
Expected Move	42.7%	26.8%	56.2%	40.5%	46.8%
HV 20d	49.9%	37.7%	53.8%	49.3%	47.4%
HV 60d	61.2%	58.0%	62.6%	58.8%	62.4%
IV Rank	63.7%	21.5%	97.4%	60.9%	46.5%
IV Percentile	76.7%	25.4%	99.2%	82.9%	63.5%
Term Structure	-55.2%	-129.9%	15.7%	-31.8%	-37.3%
Bid-Ask Spread %	69.16	7.42	114.78	20.35	113.07
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	0	0	0
Net DEX	69	0	311	0	293
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.12	0.00	0.12
Total Volume	124.136	26	409	99	29
Total OI	531.273	277	682	277	583

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-10-02	$1.13	$2.50	141.3%	40.5%	49.3%	60.9%	0.0%	0.0%	-31.8%	0	0.00	20.35	N/A	N/A	99	0	277	0
2017-10-03	$1.15	$2.50	142.7%	40.9%	48.7%	61.8%	0.0%	0.0%	-33.9%	0	0.00	24.55	N/A	N/A	99	0	277	0
2017-10-04	$1.12	$2.50	151.3%	43.4%	48.0%	67.6%	0.0%	0.0%	13.8%	0	0.00	19.16	N/A	N/A	99	0	277	0
2017-10-05	$1.13	$0.00	154.8%	41.5%	48.0%	69.9%	0.0%	0.0%	-55.2%	0	0.00	26.95	N/A	N/A	99	0	277	0
2017-10-06	$1.12	$0.00	161.8%	26.8%	37.7%	74.6%	0.0%	0.0%	-34.4%	0	0.00	29.09	N/A	N/A	99	0	277	0
2017-10-09	$1.01	$0.00	166.9%	47.8%	53.3%	77.9%	0.0%	0.0%	-88.2%	0	0.00	14.68	N/A	N/A	409	0	277	0
2017-10-10	$1.00	$0.00	110.7%	31.7%	53.2%	40.5%	0.0%	0.0%	-42.7%	0	0.00	7.58	N/A	N/A	203	0	567	0
2017-10-11	$1.02	$0.00	196.0%	56.2%	51.0%	97.4%	0.0%	0.0%	-129.9%	0	0.00	80.91	N/A	N/A	203	0	672	0
2017-10-12	$1.01	$0.00	167.2%	47.9%	51.0%	78.2%	0.0%	0.0%	-93.4%	0	0.00	78.33	N/A	N/A	203	0	672	0
2017-10-13	$1.01	$0.00	108.9%	0.0%	50.5%	39.4%	0.0%	0.0%	-95.5%	0	0.00	84.12	N/A	N/A	203	0	672	0
2017-10-16	$1.04	$0.00	111.1%	0.0%	51.4%	40.8%	0.0%	0.0%	0.0%	0	0.00	108.59	N/A	N/A	203	0	672	0
2017-10-17	$1.00	$0.00	104.8%	0.0%	53.3%	36.6%	0.0%	0.0%	-104.7%	0	0.00	84.10	N/A	N/A	203	0	672	0
2017-10-18	$0.99	$0.00	111.4%	0.0%	52.2%	41.0%	0.0%	0.0%	0.0%	0	0.00	109.88	N/A	N/A	203	0	672	0
2017-10-19	$1.02	$0.00	106.4%	0.0%	53.4%	37.7%	0.0%	0.0%	0.0%	0	0.00	113.07	N/A	N/A	103	0	672	0
2017-10-20	$1.03	$0.00	82.1%	0.0%	53.5%	21.5%	0.0%	0.0%	0.0%	0	0.00	113.07	N/A	N/A	103	0	682	0
2017-10-23	$1.05	$0.00	160.8%	46.1%	53.8%	73.9%	0.0%	0.0%	15.7%	0	0.00	29.55	N/A	N/A	26	0	578	0
2017-10-24	$1.06	$0.00	177.8%	0.0%	49.8%	85.3%	0.0%	0.0%	0.0%	0	0.12	114.78	N/A	N/A	26	3	580	0
2017-10-25	$1.03	$2.50	187.8%	0.0%	49.5%	91.9%	0.0%	0.0%	0.0%	311	0.12	114.43	N/A	N/A	26	3	580	3
2017-10-26	$1.03	$2.50	181.4%	0.0%	47.4%	87.7%	0.0%	0.0%	0.0%	309	0.12	114.78	N/A	N/A	26	3	580	3
2017-10-27	$1.01	$2.50	191.7%	0.0%	47.6%	94.5%	0.0%	0.0%	0.0%	303	0.12	113.07	N/A	N/A	26	3	580	3
2017-10-30	$0.98	$2.50	163.2%	46.8%	48.2%	75.5%	0.0%	0.0%	-37.3%	294	0.12	7.42	N/A	N/A	26	3	580	3
2017-10-31	$0.98	$2.50	119.7%	0.0%	47.4%	46.5%	0.0%	0.0%	0.0%	293	0.12	113.07	N/A	N/A	26	3	580	3