GEN Options History — May 2018

In May 2018, GEN traded between $1.52 and $2.30. ATM implied volatility averaged 128.5%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 50.6% (HV 20d: 77.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2018-05-29: Highest Volume — 126 contracts
  • 2018-05-07: Largest IV spike — 96.7% change
  • 2018-05-02: Highest IV Rank — 86.3%
  • 2018-05-02: Largest Expected Move — 90.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.81$1.52$2.30$1.63$2.10
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV128.5%65.7%314.2%185.2%93.5%
Expected Move33.1%16.5%90.1%53.1%26.8%
HV 20d77.9%66.8%89.4%86.3%82.5%
HV 60d93.7%79.1%106.8%105.8%81.0%
IV Rank23.1%0.1%86.3%44.0%9.7%
IV Percentile35.6%0.4%99.6%94.0%10.3%
Term Structure-21.7%-174.8%59.3%-61.8%-18.3%
VWIV97.3%74.4%117.6%101.1%93.5%
Bid-Ask Spread %58.747.34116.00113.0110.35
Gamma HHI0.990.971.001.000.97
Net GEX785881.8K6321.4K
Net DEX-32.5K-75.8K-2.4K-19.9K-61.3K
Net VEX-178-326-39-149-316
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.142.000.210.58
Total Volume90.7275112680117
Total OI726.273658901658891

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$1.63$2.50185.2%53.1%86.3%44.0%0.0%0.0%-61.8%632-19.9K-1490.21113.01N/AN/A661464216
2018-05-02$1.53$2.50314.2%90.1%89.4%86.3%0.0%0.0%-174.8%88-4.7K-460.2190.95N/AN/A661464216
2018-05-03$1.52$0.00139.1%39.9%86.7%28.9%0.0%0.0%-24.8%88-3.6K-420.21115.34N/AN/A661464316
2018-05-04$1.61$0.00147.3%16.5%82.2%31.6%0.0%0.0%59.3%88-3.9K-430.2195.11N/AN/A661464316
2018-05-07$1.65$0.00289.7%38.5%82.4%78.2%0.0%0.0%-17.9%95-4.0K-440.21114.25N/AN/A661464316
2018-05-08$1.58$0.00182.6%40.7%83.3%43.1%0.0%0.0%-32.2%608-27.4K-1620.21116.00N/AN/A661464416
2018-05-09$1.63$0.00138.0%39.6%73.1%28.5%0.0%0.0%-66.2%622-20.0K-1440.21113.41N/AN/A661464416
2018-05-10$1.59$0.00126.2%36.2%71.8%24.7%0.0%0.0%-17.8%105-2.4K-390.2399.74N/AN/A661564416
2018-05-11$1.64$2.50104.1%29.8%72.5%17.4%0.0%0.0%-30.9%654-17.6K-1390.14109.85N/AN/A1041564417
2018-05-14$1.70$2.5084.0%24.1%73.7%10.8%0.0%0.0%28.1%738-28.6K-1820.149.93N/AN/A1041569417
2018-05-15$1.62$2.5094.2%27.0%75.6%10.0%0.0%0.0%-3.1%167-6.6K-640.14109.34N/AN/A1041569417
2018-05-16$1.67$2.50120.1%34.4%66.8%18.9%0.0%0.0%-69.1%156-5.3K-580.2059.55N/AN/A741569417
2018-05-17$1.73$2.5065.7%18.8%67.8%0.1%0.0%0.0%-8.4%816-27.1K-1800.207.34N/AN/A741571417
2018-05-18$1.83$2.5067.9%19.5%68.3%0.9%0.0%0.0%34.0%906-37.7K-2090.259.80N/AN/A521371414
2018-05-21$1.98$2.5090.5%26.0%71.3%8.7%101.1%0.0%-24.6%1.3K-49.0K-2450.3116.93N/AN/A391268813
2018-05-22$2.18$2.50102.1%29.3%71.1%12.7%103.1%0.0%-15.1%1.5K-66.1K-2860.1525.13N/AN/A781269413
2018-05-23$2.13$2.50109.1%31.3%71.2%15.1%109.2%0.0%-14.8%1.4K-66.2K-2842.0017.79N/AN/A173471713
2018-05-24$2.30$2.5089.0%25.5%73.2%8.2%89.3%0.0%-7.3%1.8K-75.8K-3250.4024.35N/AN/A893676136
2018-05-25$2.04$2.5098.4%28.2%88.7%11.4%90.4%0.0%-19.0%1.4K-61.2K-3220.8614.49N/AN/A423682536
2018-05-29$2.00$2.50111.6%32.0%88.6%15.9%117.6%0.0%-30.3%1.3K-59.0K-3050.509.29N/AN/A844282836
2018-05-30$2.10$2.5074.4%21.3%87.1%3.1%74.4%0.0%36.5%1.4K-66.7K-3260.5810.35N/AN/A744385546
2018-05-31$2.10$2.5093.5%26.8%82.5%9.7%93.5%0.0%-18.3%1.4K-61.3K-3160.5810.35N/AN/A744384546