GEN Options History — November 2017

In November 2017, GEN traded between $0.68 and $0.98. ATM implied volatility averaged 125.4%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 42.1%. IV traded above realized volatility by 70.6% (HV 20d: 54.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2017-11-07: Highest Volume — 42 contracts
  • 2017-11-28: Largest IV spike — 84.5% change
  • 2017-11-24: Highest IV Rank — 73.1%
  • 2017-11-24: Largest Expected Move — 45.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.89$0.68$0.98$0.96$0.69
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV125.4%65.2%159.5%119.9%130.7%
Expected Move42.1%40.1%45.7%40.1%45.7%
HV 20d54.8%33.6%77.0%47.1%77.0%
HV 60d59.1%55.0%62.5%62.4%58.8%
IV Rank50.3%10.2%73.1%46.7%53.8%
IV Percentile64.3%9.1%84.9%63.5%68.3%
Term Structure-56.0%-63.9%-46.0%-58.2%-63.9%
Bid-Ask Spread %94.395.56114.98111.15109.65
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX459263775288345
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.082.500.121.00
Total Volume20.9527422910
Total OI599.048583606583605

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$0.96$2.50119.9%0.0%47.1%46.7%0.0%0.0%0.0%028800.12111.15N/AN/A2635803
2017-11-02$0.97$0.00128.1%0.0%47.2%52.1%0.0%0.0%0.0%029100.12114.98N/AN/A2635803
2017-11-03$0.95$0.00128.6%0.0%47.4%52.4%0.0%0.0%0.0%028500.12114.00N/AN/A2635803
2017-11-06$0.98$0.0080.5%0.0%33.6%20.4%0.0%0.0%0.0%029300.12113.34N/AN/A2635803
2017-11-07$0.97$0.00140.0%40.1%33.7%60.0%0.0%0.0%-58.2%029100.0828.00N/AN/A3935803
2017-11-08$0.88$0.00130.9%0.0%46.9%54.0%0.0%0.0%0.0%026300.16112.39N/AN/A1935933
2017-11-09$0.95$0.00126.2%0.0%55.5%50.9%0.0%0.0%0.0%028500.42111.82N/AN/A1985983
2017-11-10$0.97$0.00135.2%0.0%56.2%56.8%0.0%0.0%0.0%077500.53113.34N/AN/A1585988
2017-11-13$0.93$0.00129.3%0.0%56.6%52.9%0.0%0.0%0.0%074500.53113.70N/AN/A1585988
2017-11-14$0.90$0.0091.6%0.0%56.1%27.8%0.0%0.0%0.0%072300.53113.66N/AN/A1585988
2017-11-15$0.88$0.00146.3%0.0%56.5%64.2%0.0%0.0%0.0%070200.42112.68N/AN/A1985988
2017-11-16$0.89$0.00140.5%40.3%55.3%60.4%0.0%0.0%-46.0%071000.4217.46N/AN/A1985988
2017-11-17$0.91$0.00140.8%0.0%55.9%60.6%0.0%0.0%0.0%072500.42109.95N/AN/A1985988
2017-11-20$0.91$0.00144.2%0.0%55.2%62.9%0.0%0.0%0.0%045300.33112.39N/AN/A1555985
2017-11-21$0.88$0.00122.9%0.0%55.6%48.6%0.0%0.0%0.0%043802.50112.03N/AN/A255985
2017-11-22$0.89$0.00122.2%0.0%55.5%48.2%0.0%0.0%0.0%044401.67113.03N/AN/A355985
2017-11-24$0.89$0.00159.5%45.7%55.5%73.1%0.0%0.0%-63.9%044401.675.56N/AN/A355995
2017-11-27$0.85$0.0065.2%0.0%57.1%10.2%0.0%0.0%0.0%042501.00111.47N/AN/A555995
2017-11-28$0.75$0.00120.3%0.0%70.3%47.0%0.0%0.0%0.0%037501.00110.09N/AN/A556005
2017-11-29$0.68$0.00130.8%0.0%76.2%53.9%0.0%0.0%0.0%034001.0021.43N/AN/A556005
2017-11-30$0.69$0.00130.7%0.0%77.0%53.8%0.0%0.0%0.0%034501.00109.65N/AN/A556005