GEN Options History — December 2017 In December 2017, GEN traded between $0.71 and $0.80. ATM implied volatility averaged 147.8%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 45.1%. IV traded above realized volatility by 63.4% (HV 20d: 84.4%). 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 0 of 20 days. Put/call ratio averaged 0.70.
Notable Days 2017-12-21 : Highest Volume — 225 contracts2017-12-19 : Largest IV spike — 150.9% change2017-12-19 : Highest IV Rank — 100.0%2017-12-19 : Largest Expected Move — 102.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.74 $0.71 $0.80 $0.79 $0.76 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 147.8% 116.5% 356.2% 118.9% 141.6% Expected Move 45.1% 35.0% 102.1% 35.0% 102.1% HV 20d 84.4% 64.9% 94.9% 93.8% 66.1% HV 60d 64.8% 63.9% 65.8% 65.8% 65.0% IV Rank 49.6% 21.8% 100.0% 46.0% 29.9% IV Percentile 72.9% 51.6% 100.0% 56.0% 75.4% Term Structure -61.5% -70.4% -51.5% -51.5% -70.4% Bid-Ask Spread % 64.40 6.90 109.83 109.83 6.90 Net GEX 0 0 0 0 0 Net DEX 482 360 1.1K 396 1.1K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.02 1.00 1.00 0.53 Total Volume 40.55 10 225 10 29 Total OI 555 433 605 605 443
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 2017-12-01 $0.79 $0.00 118.9% 0.0% 93.8% 46.0% 0.0% 0.0% 0.0% 0 396 0 1.00 109.83 N/A N/A 5 5 600 5 2017-12-04 $0.80 $2.50 122.2% 35.0% 94.0% 48.2% 0.0% 0.0% -51.5% 0 398 0 1.00 91.22 N/A N/A 5 5 600 5 2017-12-05 $0.75 $2.50 128.9% 36.9% 94.8% 52.6% 0.0% 0.0% -54.9% 0 377 0 1.00 91.36 N/A N/A 5 5 600 5 2017-12-06 $0.73 $2.50 133.6% 38.3% 94.9% 55.8% 0.0% 0.0% -57.5% 0 365 0 1.00 92.23 N/A N/A 5 5 600 5 2017-12-07 $0.74 $2.50 133.4% 38.2% 90.1% 55.6% 0.0% 0.0% -58.0% 0 371 0 1.00 92.23 N/A N/A 5 5 600 5 2017-12-08 $0.74 $2.50 136.0% 39.0% 84.4% 57.4% 0.0% 0.0% -59.7% 0 368 0 1.00 17.03 N/A N/A 5 5 600 5 2017-12-11 $0.73 $2.50 141.7% 40.6% 83.5% 61.2% 0.0% 0.0% -64.2% 0 366 0 1.00 20.06 N/A N/A 5 5 600 5 2017-12-12 $0.73 $2.50 144.5% 41.4% 82.9% 63.0% 0.0% 0.0% -66.2% 0 363 0 1.00 19.28 N/A N/A 5 5 600 5 2017-12-13 $0.77 $2.50 140.2% 40.2% 85.7% 60.2% 0.0% 0.0% -65.0% 0 384 0 1.00 19.02 N/A N/A 5 5 600 5 2017-12-14 $0.75 $2.50 144.3% 41.4% 85.8% 62.9% 0.0% 0.0% -67.6% 0 376 0 1.00 64.51 N/A N/A 5 5 600 5 2017-12-15 $0.74 $2.50 148.4% 42.6% 85.5% 65.7% 0.0% 0.0% -70.4% 0 369 0 1.00 91.75 N/A N/A 5 5 600 5 2017-12-18 $0.72 $2.50 141.9% 0.0% 84.9% 61.3% 0.0% 0.0% 0.0% 0 362 0 0.02 21.15 N/A N/A 204 5 600 5 2017-12-19 $0.72 $2.50 356.2% 102.1% 84.9% 100.0% 0.0% 0.0% 0.0% 0 360 0 0.20 91.57 N/A N/A 25 5 564 5 2017-12-20 $0.72 $2.50 120.4% 0.0% 84.6% 23.0% 0.0% 0.0% 0.0% 0 361 0 0.06 89.76 N/A N/A 87 5 564 5 2017-12-21 $0.73 $2.50 190.5% 0.0% 84.7% 45.9% 0.0% 0.0% 0.0% 0 364 0 0.02 107.38 N/A N/A 220 5 502 5 2017-12-22 $0.75 $2.50 116.5% 0.0% 85.6% 21.8% 0.0% 0.0% 0.0% 0 373 0 0.53 109.61 N/A N/A 19 10 428 5 2017-12-26 $0.74 $2.50 121.6% 0.0% 84.5% 23.4% 0.0% 0.0% 0.0% 0 740 0 0.53 89.55 N/A N/A 19 10 428 10 2017-12-27 $0.71 $2.50 126.0% 0.0% 73.5% 24.9% 0.0% 0.0% 0.0% 0 715 0 0.53 56.59 N/A N/A 19 10 428 10 2017-12-28 $0.73 $2.50 149.7% 0.0% 64.9% 32.6% 0.0% 0.0% 0.0% 0 1.1K 0 0.53 7.10 N/A N/A 19 10 428 15 2017-12-29 $0.76 $2.50 141.6% 0.0% 66.1% 29.9% 0.0% 0.0% 0.0% 0 1.1K 0 0.53 6.90 N/A N/A 19 10 428 15
« Nov 2017 | All History | Jan 2018 » Home GEN History December 2017