GEN Options History — June 2018

In June 2018, GEN traded between $2.21 and $2.85. ATM implied volatility averaged 95.7%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 11.0% (HV 20d: 84.7%). 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 14 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2018-06-19: Highest Volume — 589 contracts
2018-06-12: Largest IV spike — 61.5% change
2018-06-12: Highest IV Rank — 36.7%
2018-06-29: Largest Expected Move — 29.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.50	$2.21	$2.85	$2.21	$2.28
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	95.7%	66.7%	172.0%	95.7%	102.9%
Expected Move	25.3%	19.1%	29.5%	27.4%	29.5%
HV 20d	84.7%	75.9%	90.9%	83.0%	86.8%
HV 60d	81.1%	78.6%	84.8%	81.4%	84.8%
IV Rank	10.5%	0.5%	36.7%	10.5%	12.9%
IV Percentile	15.5%	0.8%	85.7%	14.3%	19.8%
Term Structure	5.7%	-30.0%	34.3%	2.1%	-30.0%
VWIV	88.6%	63.9%	102.4%	95.7%	102.4%
Bid-Ask Spread %	39.44	13.21	147.03	13.21	55.18
Gamma HHI	0.89	0.75	0.97	0.97	0.82
Net GEX	2.8K	1.5K	5.0K	1.5K	3.2K
Net DEX	-142.5K	-227.4K	-73.4K	-73.4K	-133.6K
Net VEX	-506	-758	-333	-336	-639
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.04	0.53	0.53	0.14
Total Volume	198.571	85	589	98	187
Total OI	1,202.524	891	1,622	891	1,622

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
2018-06-01	$2.21	$2.50	95.7%	27.4%	83.0%	10.5%	95.7%	0.0%	2.1%	1.5K	-73.4K	-336	0.53	13.21	N/A	N/A	64	34	845	46
2018-06-04	$2.25	$2.50	94.0%	26.5%	81.7%	9.9%	92.4%	0.0%	4.7%	1.7K	-74.4K	-333	0.52	29.58	N/A	N/A	66	34	847	48
2018-06-05	$2.47	$2.50	103.5%	27.9%	86.1%	13.1%	97.4%	0.0%	-2.7%	1.8K	-104.4K	-367	0.42	19.78	N/A	N/A	81	34	850	48
2018-06-06	$2.38	$2.50	106.7%	28.5%	85.5%	14.3%	100.8%	0.0%	-7.1%	1.8K	-94.1K	-358	0.41	15.65	N/A	N/A	80	33	869	48
2018-06-07	$2.36	$2.50	125.5%	28.9%	86.0%	20.7%	100.9%	0.0%	-8.2%	1.8K	-95.2K	-357	0.39	21.25	N/A	N/A	85	33	880	47
2018-06-08	$2.35	$2.50	89.1%	23.5%	85.0%	8.2%	82.1%	0.0%	8.9%	2.2K	-90.6K	-356	0.25	29.89	N/A	N/A	104	26	898	48
2018-06-11	$2.34	$2.50	106.5%	27.1%	85.3%	14.2%	94.5%	0.0%	0.0%	2.2K	-100.1K	-377	0.28	29.71	N/A	N/A	92	26	955	49
2018-06-12	$2.27	$2.50	172.0%	22.2%	86.6%	36.7%	77.9%	0.0%	19.0%	2.1K	-73.5K	-359	0.28	50.76	N/A	N/A	80	22	988	49
2018-06-13	$2.40	$2.50	96.0%	27.5%	84.5%	10.6%	95.9%	0.0%	-3.9%	2.6K	-102.3K	-398	0.31	24.14	N/A	N/A	65	20	990	65
2018-06-14	$2.65	$2.50	83.5%	23.9%	89.0%	6.3%	83.5%	0.0%	8.4%	2.8K	-145.4K	-418	0.24	28.30	N/A	N/A	144	34	992	65
2018-06-15	$2.74	$2.50	87.2%	25.0%	89.0%	7.6%	87.2%	0.0%	-11.1%	2.5K	-167.4K	-429	0.10	49.66	N/A	N/A	269	26	1,015	72
2018-06-18	$2.85	$2.50	79.9%	22.9%	88.4%	5.0%	82.3%	0.0%	0.0%	2.8K	-182.8K	-430	0.21	50.44	N/A	N/A	117	24	955	55
2018-06-19	$2.67	$2.50	93.1%	26.7%	90.9%	9.6%	93.0%	0.0%	6.2%	2.7K	-161.1K	-497	0.04	39.33	N/A	N/A	565	24	1,034	61
2018-06-20	$2.70	$2.50	85.2%	24.4%	85.7%	6.8%	90.4%	0.0%	21.0%	3.5K	-202.4K	-686	0.06	46.79	N/A	N/A	380	24	1,381	61
2018-06-21	$2.57	$2.50	66.7%	19.1%	87.5%	0.5%	63.9%	0.0%	34.3%	4.1K	-177.2K	-666	0.06	147.03	N/A	N/A	393	24	1,410	61
2018-06-22	$2.75	$2.50	84.9%	24.4%	86.6%	6.8%	86.0%	0.0%	22.1%	3.7K	-227.4K	-758	0.10	28.12	N/A	N/A	232	24	1,503	61
2018-06-25	$2.60	$2.50	71.6%	20.5%	76.4%	2.2%	69.8%	0.0%	21.4%	5.0K	-195.0K	-713	0.10	53.44	N/A	N/A	245	24	1,508	61
2018-06-26	$2.70	$2.50	99.1%	28.4%	75.9%	11.7%	99.1%	0.0%	1.7%	3.5K	-220.5K	-740	0.34	15.39	N/A	N/A	70	24	1,523	62
2018-06-27	$2.54	$2.50	79.3%	22.7%	79.4%	4.8%	79.3%	0.0%	17.7%	4.2K	-189.1K	-715	0.20	51.36	N/A	N/A	122	24	1,546	62
2018-06-28	$2.52	$2.50	86.4%	24.8%	79.6%	7.3%	86.4%	0.0%	8.9%	3.9K	-182.1K	-694	0.24	29.20	N/A	N/A	173	42	1,510	63
2018-06-29	$2.28	$2.50	102.9%	29.5%	86.8%	12.9%	102.4%	0.0%	-30.0%	3.2K	-133.6K	-639	0.14	55.18	N/A	N/A	164	23	1,534	88