GEN Options History — July 2018 In July 2018, GEN traded between $1.42 and $2.36. ATM implied volatility averaged 102.4%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 30.1%. IV traded above realized volatility by 4.5% (HV 20d: 97.9%). 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 10 of 21 days. Put/call ratio averaged 0.17.
Notable Days 2018-07-12 : Highest Volume — 280 contracts2018-07-23 : Largest IV spike — 60.1% change2018-07-23 : Highest IV Rank — 33.3%2018-07-23 : Largest Expected Move — 46.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.71 $1.42 $2.36 $2.26 $1.51 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 102.4% 72.8% 162.1% 103.9% 127.0% Expected Move 30.1% 20.9% 46.5% 29.8% 36.4% HV 20d 97.9% 79.3% 115.4% 86.6% 102.0% HV 60d 90.2% 79.6% 95.9% 82.8% 92.2% IV Rank 12.8% 2.6% 33.3% 13.3% 21.2% IV Percentile 23.1% 2.0% 82.1% 21.8% 48.0% Term Structure 6.8% -32.9% 70.6% -2.3% 25.6% VWIV 109.7% 96.8% 121.7% 104.0% 112.0% Bid-Ask Spread % 37.09 4.52 108.11 24.07 61.43 Gamma HHI 0.69 0.56 0.84 0.82 0.78 Net GEX 1.1K 240 4.1K 3.3K 719 Net DEX -42.4K -147.4K -4.2K -131.5K -28.7K Net VEX -304 -636 -129 -627 -271 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.09 0.32 0.13 0.29 Total Volume 172 87 280 194 93 Total OI 1,765.524 1,401 2,195 1,649 1,406
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 2018-07-02 $2.26 $2.50 103.9% 29.8% 86.6% 13.3% 104.0% 0.0% -2.3% 3.3K -131.5K -627 0.13 24.07 N/A N/A 172 22 1,562 87 2018-07-03 $2.28 $2.50 96.8% 27.8% 79.5% 10.9% 96.8% 0.0% 2.3% 3.6K -137.8K -628 0.12 28.02 N/A N/A 171 21 1,679 90 2018-07-05 $2.35 $2.50 91.6% 31.6% 79.3% 9.1% 109.6% 0.0% -18.5% 4.1K -145.4K -636 0.11 101.02 N/A N/A 189 21 1,681 90 2018-07-06 $2.36 $2.50 94.9% 30.5% 79.3% 10.2% 106.5% 0.0% -9.1% 4.1K -147.4K -625 0.11 108.11 N/A N/A 192 21 1,654 90 2018-07-09 $2.07 $2.50 98.3% 33.6% 92.0% 11.4% 117.3% 0.0% -17.4% 1.0K -61.8K -444 0.09 14.54 N/A N/A 210 19 1,654 90 2018-07-10 $2.05 $2.50 114.5% 34.4% 92.0% 16.9% 121.7% 0.0% -20.7% 1.1K -63.2K -452 0.24 61.79 N/A N/A 78 19 1,729 89 2018-07-11 $1.88 $2.50 99.9% 28.7% 96.0% 11.9% 112.0% 0.0% -14.5% 785 -43.1K -371 0.19 14.09 N/A N/A 102 19 1,763 88 2018-07-12 $1.53 $2.50 108.8% 31.2% 115.4% 15.0% 0.0% 0.0% -32.9% 257 -6.8K -170 0.09 56.03 N/A N/A 257 23 1,775 88 2018-07-13 $1.51 $2.50 72.8% 20.9% 106.2% 2.6% 0.0% 0.0% 24.0% 298 -9.7K -183 0.09 6.35 N/A N/A 254 23 1,981 90 2018-07-16 $1.57 $2.50 81.1% 23.2% 106.7% 5.4% 0.0% 0.0% 39.8% 314 -10.4K -192 0.09 12.68 N/A N/A 254 23 2,083 90 2018-07-17 $1.45 $2.50 97.1% 27.8% 105.1% 11.0% 0.0% 0.0% 10.8% 689 -24.0K -293 0.15 4.52 N/A N/A 154 23 2,085 90 2018-07-18 $1.42 $2.50 87.2% 25.0% 104.5% 7.6% 0.0% 0.0% 22.9% 276 -8.8K -184 0.14 5.06 N/A N/A 158 22 2,088 90 2018-07-19 $1.46 $2.50 83.0% 23.8% 105.6% 6.1% 0.0% 0.0% 20.6% 285 -9.4K -182 0.13 6.19 N/A N/A 168 22 2,093 92 2018-07-20 $1.43 $2.50 101.3% 29.0% 105.4% 12.4% 0.0% 0.0% 25.3% 266 -6.9K -167 0.13 11.01 N/A N/A 168 22 2,103 92 2018-07-23 $1.42 $2.50 162.1% 46.5% 99.4% 33.3% 0.0% 0.0% 0.0% 858 -29.0K -284 0.29 72.34 N/A N/A 73 21 1,328 73 2018-07-24 $1.46 $2.50 112.3% 32.2% 101.3% 16.2% 0.0% 0.0% 38.7% 240 -4.2K -129 0.32 12.10 N/A N/A 66 21 1,338 73 2018-07-25 $1.45 $2.50 103.9% 29.8% 98.6% 13.3% 0.0% 0.0% -6.5% 245 -4.3K -132 0.32 73.95 N/A N/A 66 21 1,340 73 2018-07-26 $1.51 $2.50 88.0% 25.2% 101.1% 7.8% 0.0% 0.0% -6.9% 276 -9.2K -162 0.24 12.22 N/A N/A 89 21 1,340 73 2018-07-27 $1.42 $2.50 98.9% 28.3% 101.6% 11.6% 0.0% 0.0% 70.6% 254 -4.8K -130 0.15 79.48 N/A N/A 141 21 1,368 73 2018-07-30 $1.44 $2.50 127.7% 36.6% 99.0% 21.5% 0.0% 0.0% -14.8% 246 -4.5K -132 0.16 13.79 N/A N/A 131 21 1,332 73 2018-07-31 $1.51 $2.50 127.0% 36.4% 102.0% 21.2% 0.0% 0.0% 25.6% 719 -28.7K -271 0.29 61.43 N/A N/A 72 21 1,333 73
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