GEN Options History — March 2018

In March 2018, GEN traded between $1.24 and $1.64. ATM implied volatility averaged 112.4%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded below realized volatility by 13.2% (HV 20d: 125.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.15.

Notable Days

2018-03-13: Highest Volume — 250 contracts
2018-03-06: Largest IV spike — 42.5% change
2018-03-06: Highest IV Rank — 29.4%
2018-03-06: Largest Expected Move — 40.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.49	$1.24	$1.64	$1.24	$1.51
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	112.4%	88.8%	140.6%	139.4%	102.1%
Expected Move	32.1%	25.5%	40.3%	40.0%	29.3%
HV 20d	125.7%	73.7%	150.1%	149.5%	73.7%
HV 60d	107.8%	105.1%	109.9%	105.1%	107.2%
IV Rank	20.2%	12.4%	29.4%	29.0%	16.8%
IV Percentile	34.1%	11.9%	62.7%	61.1%	22.6%
Term Structure	-18.0%	-72.3%	31.7%	-44.4%	-1.4%
Bid-Ask Spread %	38.04	15.00	115.66	26.67	15.88
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	238	3	423	80	354
Net DEX	-8.5K	-16.3K	5.0K	-1.7K	-11.0K
Net VEX	-94	-139	-2	-47	-116
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.07	0.34	0.34	0.09
Total Volume	162.714	63	250	63	131
Total OI	740.81	594	829	594	824

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
2018-03-01	$1.24	$2.50	139.4%	40.0%	149.5%	29.0%	0.0%	0.0%	-44.4%	80	-1.7K	-47	0.34	26.67	N/A	N/A	47	16	552	42
2018-03-02	$1.25	$2.50	124.7%	0.0%	147.6%	24.2%	0.0%	0.0%	0.0%	3	5.0K	-2	0.34	87.27	N/A	N/A	47	16	552	42
2018-03-05	$1.37	$2.50	98.6%	28.3%	145.9%	15.6%	0.0%	0.0%	-20.4%	68	3.4K	-24	0.34	21.15	N/A	N/A	47	16	552	42
2018-03-06	$1.33	$2.50	140.6%	40.3%	147.1%	29.4%	0.0%	0.0%	-63.8%	74	1.7K	-35	0.34	115.66	N/A	N/A	47	16	552	42
2018-03-07	$1.37	$2.50	114.4%	32.8%	145.1%	20.8%	0.0%	0.0%	31.7%	77	-2.4K	-52	0.34	88.52	N/A	N/A	47	16	552	42
2018-03-08	$1.42	$2.50	138.2%	39.6%	145.2%	28.6%	0.0%	0.0%	-26.0%	82	-2.4K	-57	0.09	28.99	N/A	N/A	186	16	552	42
2018-03-09	$1.61	$2.50	133.7%	38.3%	150.1%	27.1%	0.0%	0.0%	-32.8%	198	-8.1K	-93	0.09	88.16	N/A	N/A	186	16	644	42
2018-03-12	$1.60	$2.50	126.4%	36.2%	148.0%	24.7%	0.0%	0.0%	-50.3%	305	-10.0K	-117	0.08	23.57	N/A	N/A	201	16	744	42
2018-03-13	$1.57	$2.50	103.0%	29.5%	148.2%	17.0%	0.0%	0.0%	20.1%	298	-12.9K	-134	0.07	35.14	N/A	N/A	234	16	764	42
2018-03-14	$1.53	$2.50	89.1%	25.6%	148.4%	12.5%	0.0%	0.0%	18.7%	322	-15.5K	-136	0.07	28.10	N/A	N/A	234	16	797	32
2018-03-15	$1.45	$2.50	122.0%	35.0%	140.3%	23.3%	0.0%	0.0%	-26.8%	276	-14.7K	-134	0.07	29.77	N/A	N/A	234	16	797	32
2018-03-16	$1.48	$2.50	95.7%	27.4%	140.4%	14.7%	0.0%	0.0%	-27.1%	306	-6.5K	-98	0.07	20.77	N/A	N/A	234	16	797	32
2018-03-19	$1.52	$2.50	95.1%	27.3%	130.9%	14.5%	0.0%	0.0%	-12.9%	46	355	-26	0.07	27.25	N/A	N/A	204	15	767	25
2018-03-20	$1.64	$2.50	88.8%	25.5%	126.3%	12.4%	0.0%	0.0%	-11.8%	354	-12.0K	-111	0.07	25.69	N/A	N/A	204	15	767	25
2018-03-21	$1.57	$2.50	115.6%	33.1%	126.8%	21.2%	0.0%	0.0%	-13.8%	334	-15.4K	-130	0.10	18.63	N/A	N/A	156	15	767	25
2018-03-22	$1.55	$2.50	114.3%	32.8%	88.7%	20.7%	0.0%	0.0%	4.6%	321	-14.7K	-129	0.10	23.32	N/A	N/A	156	15	772	25
2018-03-23	$1.56	$2.50	101.8%	29.2%	86.6%	16.7%	0.0%	0.0%	-7.9%	350	-15.3K	-136	0.10	19.66	N/A	N/A	157	15	772	25
2018-03-26	$1.58	$2.50	132.9%	38.1%	85.9%	26.9%	0.0%	0.0%	-72.3%	373	-16.3K	-139	0.13	15.00	N/A	N/A	113	15	778	25
2018-03-27	$1.53	$2.50	89.9%	25.8%	87.2%	12.8%	0.0%	0.0%	-11.8%	358	-13.7K	-128	0.13	28.57	N/A	N/A	120	15	784	25
2018-03-28	$1.56	$2.50	95.0%	27.2%	77.6%	14.4%	0.0%	0.0%	-12.3%	423	-16.1K	-138	0.13	30.99	N/A	N/A	120	15	797	25
2018-03-29	$1.51	$2.50	102.1%	29.3%	73.7%	16.8%	0.0%	0.0%	-1.4%	354	-11.0K	-116	0.09	15.88	N/A	N/A	120	11	799	25