GEN Options History — April 2018 In April 2018, GEN traded between $1.26 and $1.76. ATM implied volatility averaged 126.9%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 47.8% (HV 20d: 79.2%). 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 11 of 21 days. Put/call ratio averaged 0.15.
Notable Days 2018-04-05 : Highest Volume — 266 contracts2018-04-18 : Largest IV spike — 69.6% change2018-04-27 : Highest IV Rank — 48.6%2018-04-27 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.51 $1.26 $1.76 $1.43 $1.52 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 126.9% 73.3% 199.4% 137.5% 167.1% Expected Move 36.2% 21.0% 57.2% 39.4% 47.9% HV 20d 79.2% 66.6% 86.3% 77.1% 85.6% HV 60d 107.1% 103.8% 110.1% 106.7% 106.5% IV Rank 24.9% 7.3% 48.6% 28.4% 38.0% IV Percentile 46.9% 2.8% 99.2% 59.5% 84.1% Term Structure -2.3% -57.1% 39.8% 17.6% -5.8% VWIV 188.8% 188.8% 188.8% 188.8% 188.8% Bid-Ask Spread % 72.07 10.44 161.06 79.37 92.92 Gamma HHI 1.00 0.98 1.00 1.00 0.99 Net GEX 302 48 714 350 95 Net DEX -12.1K -32.9K 1.8K -13.6K -2.0K Net VEX -99 -217 -19 -116 -36 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.05 0.24 0.09 0.21 Total Volume 119.143 72 266 131 80 Total OI 929.476 655 1,215 825 658
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 2018-04-02 $1.43 $2.50 137.5% 39.4% 77.1% 28.4% 0.0% 0.0% 17.6% 350 -13.6K -116 0.09 79.37 N/A N/A 120 11 799 26 2018-04-03 $1.36 $2.50 157.8% 45.2% 72.7% 35.0% 0.0% 0.0% -45.1% 56 24 -30 0.09 36.90 N/A N/A 120 11 799 26 2018-04-04 $1.33 $2.50 159.9% 45.9% 72.4% 35.7% 0.0% 0.0% -49.2% 54 318 -27 0.10 15.76 N/A N/A 120 12 799 26 2018-04-05 $1.26 $2.50 136.7% 40.7% 73.9% 28.1% 0.0% 0.0% 4.3% 48 1.5K -19 0.05 27.31 N/A N/A 254 12 799 27 2018-04-06 $1.39 $2.50 124.9% 37.9% 81.3% 24.2% 0.0% 0.0% 11.6% 61 982 -25 0.08 101.81 N/A N/A 161 13 934 27 2018-04-09 $1.41 $2.50 138.0% 35.0% 66.6% 28.5% 0.0% 0.0% -3.8% 63 1.8K -23 0.09 161.06 N/A N/A 156 14 944 29 2018-04-10 $1.47 $2.50 136.2% 36.6% 68.8% 27.9% 0.0% 0.0% -31.4% 379 -14.9K -120 0.10 132.27 N/A N/A 136 14 937 30 2018-04-11 $1.65 $2.50 82.5% 23.7% 80.5% 10.3% 0.0% 0.0% 30.9% 511 -24.4K -177 0.14 13.70 N/A N/A 102 14 1,052 30 2018-04-12 $1.72 $2.50 95.3% 27.3% 80.9% 14.5% 0.0% 0.0% 37.1% 614 -27.2K -198 0.21 61.73 N/A N/A 66 14 1,127 30 2018-04-13 $1.75 $2.50 129.0% 37.0% 77.9% 25.6% 188.8% 0.0% 39.8% 605 -30.1K -200 0.21 85.54 N/A N/A 66 14 1,142 21 2018-04-16 $1.76 $2.50 92.3% 26.5% 77.8% 13.6% 0.0% 0.0% 28.7% 693 -32.9K -217 0.21 10.44 N/A N/A 66 14 1,141 21 2018-04-17 $1.75 $2.50 73.3% 21.0% 77.6% 7.3% 0.0% 0.0% 24.8% 714 -32.7K -210 0.12 11.96 N/A N/A 118 14 1,141 21 2018-04-18 $1.58 $2.50 124.4% 35.7% 82.3% 24.1% 0.0% 0.0% -41.4% 610 -23.2K -179 0.12 107.46 N/A N/A 118 14 1,191 21 2018-04-19 $1.60 $2.50 89.1% 25.5% 80.9% 12.5% 0.0% 0.0% 10.0% 583 -23.2K -169 0.14 92.62 N/A N/A 118 16 1,191 21 2018-04-20 $1.54 $2.50 95.7% 27.4% 82.0% 14.7% 0.0% 0.0% 8.4% 92 -2.9K -49 0.13 58.48 N/A N/A 118 15 1,191 24 2018-04-23 $1.50 $2.50 83.2% 23.9% 82.4% 10.6% 0.0% 0.0% -11.4% 90 -3.0K -44 0.24 15.82 N/A N/A 58 14 645 16 2018-04-24 $1.41 $2.50 129.8% 37.2% 84.9% 25.8% 0.0% 0.0% 4.3% 489 -25.8K -158 0.24 94.26 N/A N/A 58 14 645 16 2018-04-25 $1.38 $2.50 156.6% 44.9% 84.5% 34.6% 0.0% 0.0% 0.0% 75 -10 -24 0.22 111.39 N/A N/A 64 14 645 16 2018-04-26 $1.45 $2.50 157.3% 45.1% 86.3% 34.8% 0.0% 0.0% -17.6% 85 -1.5K -35 0.22 112.34 N/A N/A 65 14 639 16 2018-04-27 $1.44 $2.50 199.4% 57.2% 85.7% 48.6% 0.0% 0.0% -57.1% 83 -424 -29 0.21 90.29 N/A N/A 66 14 640 16 2018-04-30 $1.52 $2.50 167.1% 47.9% 85.6% 38.0% 0.0% 0.0% -5.8% 95 -2.0K -36 0.21 92.92 N/A N/A 66 14 642 16
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