GEN Options History — January 2018

In January 2018, GEN traded between $0.75 and $1.06. ATM implied volatility averaged 153.0%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 44.6%. IV traded above realized volatility by 71.5% (HV 20d: 81.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2018-01-23: Highest Volume — 126 contracts
2018-01-25: Largest IV spike — 27.1% change
2018-01-22: Highest IV Rank — 46.9%
2018-01-19: Largest Expected Move — 52.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.89	$0.75	$1.06	$0.86	$0.99
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	153.0%	117.1%	193.5%	132.5%	147.5%
Expected Move	44.6%	39.0%	52.5%	41.8%	52.4%
HV 20d	81.5%	63.1%	99.6%	63.1%	88.9%
HV 60d	75.8%	69.1%	82.5%	70.2%	82.5%
IV Rank	33.7%	22.0%	46.9%	27.0%	31.9%
IV Percentile	79.5%	49.2%	97.6%	67.9%	76.2%
Term Structure	-50.1%	-96.0%	-18.8%	-54.8%	-44.4%
Bid-Ask Spread %	60.55	5.57	113.05	5.57	23.45
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	5	0	0
Net DEX	1.6K	181	2.5K	1.3K	2.5K
Net VEX	-0	-8	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.14	1.15	0.53	1.00
Total Volume	49.81	28	126	29	30
Total OI	444.571	349	466	443	463

Daily Data (21 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
2018-01-02	$0.86	$2.50	132.5%	0.0%	63.1%	27.0%	0.0%	0.0%	0.0%	0	1.3K	0	0.53	5.57	N/A	N/A	19	10	428	15
2018-01-03	$0.80	$2.50	153.3%	0.0%	68.6%	33.8%	0.0%	0.0%	0.0%	0	1.2K	0	0.53	60.36	N/A	N/A	19	10	428	15
2018-01-04	$0.83	$0.00	146.0%	41.8%	65.3%	31.4%	0.0%	0.0%	-54.8%	0	1.2K	0	0.53	14.25	N/A	N/A	19	10	428	15
2018-01-05	$0.80	$0.00	143.8%	41.2%	66.0%	30.7%	0.0%	0.0%	-57.6%	0	1.2K	0	0.53	6.86	N/A	N/A	19	10	428	15
2018-01-08	$0.79	$0.00	117.1%	0.0%	66.2%	22.0%	0.0%	0.0%	0.0%	0	1.2K	0	0.53	111.54	N/A	N/A	19	10	428	15
2018-01-09	$0.76	$0.00	148.3%	42.5%	67.8%	32.2%	0.0%	0.0%	0.0%	0	1.1K	0	0.53	107.77	N/A	N/A	19	10	428	15
2018-01-10	$0.75	$0.00	141.5%	0.0%	67.8%	29.9%	0.0%	0.0%	0.0%	0	1.1K	0	0.53	112.45	N/A	N/A	19	10	428	15
2018-01-11	$0.81	$0.00	136.1%	39.0%	72.9%	28.1%	0.0%	0.0%	-18.8%	0	1.2K	0	0.26	18.19	N/A	N/A	39	10	428	15
2018-01-12	$0.84	$0.00	150.8%	0.0%	71.7%	33.0%	0.0%	0.0%	0.0%	0	1.3K	0	0.26	110.59	N/A	N/A	39	10	448	15
2018-01-16	$0.87	$0.00	138.2%	39.6%	71.5%	28.8%	0.0%	0.0%	-40.5%	0	1.3K	0	0.48	79.57	N/A	N/A	21	10	448	15
2018-01-17	$0.89	$0.00	154.4%	0.0%	71.3%	34.1%	0.0%	0.0%	0.0%	0	1.3K	0	0.48	112.68	N/A	N/A	21	10	450	15
2018-01-18	$1.06	$0.00	147.2%	42.2%	90.9%	31.8%	0.0%	0.0%	-38.9%	0	1.6K	0	0.56	20.46	N/A	N/A	18	10	450	15
2018-01-19	$1.00	$0.00	183.3%	52.5%	94.8%	43.6%	0.0%	0.0%	-96.0%	0	1.5K	0	0.43	82.78	N/A	N/A	23	10	451	15
2018-01-22	$0.95	$0.00	193.5%	0.0%	97.7%	46.9%	0.0%	0.0%	0.0%	5	181	-8	1.15	83.69	N/A	N/A	13	15	334	15
2018-01-23	$0.94	$0.00	175.9%	50.4%	98.1%	41.2%	0.0%	0.0%	0.0%	0	2.4K	0	0.14	76.15	N/A	N/A	111	15	334	25
2018-01-24	$0.96	$0.00	143.9%	0.0%	98.0%	30.7%	0.0%	0.0%	0.0%	0	2.4K	0	0.14	80.56	N/A	N/A	111	15	434	25
2018-01-25	$0.92	$0.00	182.9%	52.4%	99.6%	43.4%	0.0%	0.0%	-44.4%	0	2.3K	0	0.14	20.51	N/A	N/A	111	15	434	25
2018-01-26	$0.93	$0.00	154.9%	0.0%	97.6%	34.3%	0.0%	0.0%	0.0%	0	2.3K	0	0.14	113.05	N/A	N/A	111	15	434	25
2018-01-29	$0.94	$0.00	160.3%	0.0%	97.5%	36.1%	0.0%	0.0%	0.0%	0	2.4K	0	1.00	10.38	N/A	N/A	15	15	434	25
2018-01-30	$0.94	$0.00	162.1%	0.0%	97.0%	36.6%	0.0%	0.0%	0.0%	0	2.3K	0	1.00	20.65	N/A	N/A	15	15	438	25
2018-01-31	$0.99	$0.00	147.5%	0.0%	88.9%	31.9%	0.0%	0.0%	0.0%	0	2.5K	0	1.00	23.45	N/A	N/A	15	15	438	25