GEN Options History — February 2018 In February 2018, GEN traded between $0.87 and $1.61. ATM implied volatility averaged 144.1%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 45.0%. IV traded above realized volatility by 36.3% (HV 20d: 107.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2018-02-09 : Highest Volume — 130 contracts2018-02-26 : Largest IV spike — 59.2% change2018-02-26 : Highest IV Rank — 46.6%2018-02-26 : Largest Expected Move — 55.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.14 $0.87 $1.61 $0.94 $1.33 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 144.1% 81.5% 193.1% 157.2% 123.8% Expected Move 45.0% 34.8% 55.4% 45.1% 35.5% HV 20d 107.7% 86.8% 146.9% 86.8% 146.9% HV 60d 92.5% 82.5% 110.3% 83.1% 107.0% IV Rank 30.6% 10.3% 46.6% 35.0% 23.9% IV Percentile 64.9% 11.1% 97.2% 81.7% 45.6% Term Structure -52.8% -96.6% -2.7% -56.8% -37.3% Bid-Ask Spread % 77.65 23.28 121.25 29.95 31.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 43 0 586 0 80 Net DEX 1.1K -19.4K 5.0K 2.3K -1.1K Net VEX -14 -134 0 0 -47 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.13 1.75 1.00 0.34 Total Volume 65.684 30 130 30 63 Total OI 499.105 463 590 463 589
Daily Data (19 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 2018-02-01 $0.94 $0.00 157.2% 45.1% 86.8% 35.0% 0.0% 0.0% -56.8% 0 2.3K 0 1.00 29.95 N/A N/A 15 15 438 25 2018-02-02 $0.87 $0.00 169.7% 48.6% 91.1% 39.1% 0.0% 0.0% -61.8% 0 2.2K 0 1.00 29.28 N/A N/A 15 15 438 25 2018-02-05 $0.89 $0.00 172.9% 49.6% 90.2% 40.2% 0.0% 0.0% -64.9% 0 2.2K 0 1.00 84.88 N/A N/A 15 15 438 25 2018-02-06 $0.97 $0.00 101.2% 0.0% 94.3% 16.8% 0.0% 0.0% 0.0% 0 2.4K 0 1.00 119.62 N/A N/A 15 15 438 25 2018-02-07 $0.98 $0.00 81.5% 0.0% 92.5% 10.3% 0.0% 0.0% 0.0% 0 2.5K 0 0.32 121.25 N/A N/A 47 15 438 25 2018-02-08 $1.01 $0.00 98.4% 0.0% 92.2% 15.9% 0.0% 0.0% 0.0% 0 2.5K 0 0.32 116.25 N/A N/A 47 15 459 25 2018-02-09 $0.96 $0.00 103.9% 0.0% 91.9% 17.6% 0.0% 0.0% 0.0% 0 2.4K 0 0.13 114.32 N/A N/A 115 15 459 25 2018-02-12 $1.02 $0.00 141.5% 0.0% 93.3% 29.9% 0.0% 0.0% 0.0% 0 2.5K 0 0.13 116.78 N/A N/A 115 15 439 25 2018-02-13 $1.00 $0.00 175.0% 50.2% 93.3% 40.8% 0.0% 0.0% -71.9% 0 2.5K 0 0.13 94.14 N/A N/A 115 15 439 25 2018-02-14 $1.18 $0.00 150.9% 43.3% 109.0% 33.0% 0.0% 0.0% -63.0% 0 3.0K 0 0.27 89.08 N/A N/A 56 15 439 25 2018-02-15 $1.19 $0.00 152.8% 43.8% 90.9% 33.4% 0.0% 0.0% -64.6% 0 3.0K 0 0.26 87.54 N/A N/A 58 15 439 25 2018-02-16 $1.38 $0.00 178.8% 51.3% 100.7% 41.9% 0.0% 0.0% -56.6% 71 -2.0K -38 0.26 111.31 N/A N/A 58 15 439 25 2018-02-20 $1.56 $0.00 137.9% 39.5% 104.1% 28.5% 0.0% 0.0% -2.7% 71 -3.3K -47 0.48 38.30 N/A N/A 31 15 487 25 2018-02-21 $1.61 $0.00 134.6% 38.6% 103.3% 27.4% 0.0% 0.0% -6.9% 586 -19.4K -134 0.51 36.60 N/A N/A 41 21 517 25 2018-02-22 $1.26 $2.50 169.7% 0.0% 141.4% 38.9% 0.0% 0.0% 0.0% 0 3.9K 0 1.75 115.33 N/A N/A 12 21 507 31 2018-02-23 $1.21 $2.50 121.3% 34.8% 141.3% 23.0% 0.0% 0.0% -29.0% 0 5.0K 0 0.38 23.28 N/A N/A 42 16 498 41 2018-02-26 $1.19 $2.50 193.1% 55.4% 141.7% 46.6% 0.0% 0.0% -96.6% 0 5.0K 0 0.26 87.35 N/A N/A 61 16 528 42 2018-02-27 $1.18 $2.50 173.1% 49.6% 141.9% 40.0% 0.0% 0.0% -74.2% 0 4.9K 0 0.38 28.65 N/A N/A 42 16 548 42 2018-02-28 $1.33 $2.50 123.8% 35.5% 146.9% 23.9% 0.0% 0.0% -37.3% 80 -1.1K -47 0.34 31.51 N/A N/A 47 16 547 42
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