GEN Options History — August 2018

In August 2018, GEN traded between $1.47 and $1.77. ATM implied volatility averaged 112.9%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 38.7% (HV 20d: 74.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.09.

Notable Days

  • 2018-08-27: Highest Volume — 382 contracts
  • 2018-08-15: Largest IV spike — 80.6% change
  • 2018-08-13: Highest IV Rank — 43.4%
  • 2018-08-02: Largest Expected Move — 42.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.62$1.47$1.77$1.51$1.77
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV112.9%71.1%191.6%119.7%104.7%
Expected Move28.0%17.7%42.7%34.3%30.0%
HV 20d74.1%58.8%101.7%101.7%58.8%
HV 60d89.6%83.4%94.4%92.1%83.4%
IV Rank16.4%2.0%43.4%18.7%13.6%
IV Percentile35.7%1.6%96.0%37.7%31.3%
Term Structure26.8%-53.7%57.2%-30.5%30.9%
VWIV63.1%63.1%63.1%63.1%63.1%
Bid-Ask Spread %28.907.89106.9211.2335.60
Gamma HHI0.670.570.810.700.81
Net GEX5202831.3K2831.3K
Net DEX-19.9K-45.7K-5.3K-5.3K-45.7K
Net VEX-224-365-142-142-365
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.010.300.300.03
Total Volume142.6524638290161
Total OI1,428.6961,2481,5121,4171,512

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$1.51$2.50119.7%34.3%101.7%18.7%0.0%0.0%-30.5%283-5.3K-1420.3011.23N/AN/A69211,34473
2018-08-02$1.55$2.50148.9%42.7%101.5%28.7%0.0%0.0%42.9%797-28.1K-2800.2421.39N/AN/A88211,33873
2018-08-03$1.47$2.50115.1%33.0%101.6%17.1%0.0%0.0%-53.7%292-8.4K-1550.2418.12N/AN/A88211,35773
2018-08-06$1.51$2.50124.6%30.9%94.7%20.4%0.0%0.0%17.3%308-8.5K-1660.087.93N/AN/A7961,36373
2018-08-07$1.52$2.50137.0%25.0%95.0%24.7%0.0%0.0%20.6%316-11.0K-1730.077.89N/AN/A8661,36273
2018-08-08$1.67$2.50116.7%21.8%98.6%17.7%0.0%0.0%23.4%910-35.2K-3140.0811.69N/AN/A7161,39573
2018-08-09$1.74$2.50126.2%17.7%65.5%21.0%63.1%0.0%46.5%988-44.5K-3630.1115.56N/AN/A5361,40373
2018-08-10$1.63$2.50137.5%20.4%70.0%24.8%0.0%0.0%27.1%944-38.1K-3290.1267.85N/AN/A5161,40773
2018-08-13$1.61$2.50191.6%21.9%69.0%43.4%0.0%0.0%42.7%368-14.5K-1970.1210.11N/AN/A5161,40673
2018-08-14$1.62$2.5071.1%20.4%62.0%2.0%0.0%0.0%37.9%373-14.7K-1970.1210.22N/AN/A4961,40673
2018-08-15$1.51$2.50128.5%36.8%67.1%21.7%0.0%0.0%27.1%313-10.6K-1630.1532.84N/AN/A4061,40773
2018-08-16$1.55$2.5075.4%21.6%67.0%3.5%0.0%0.0%44.4%325-6.7K-1460.109.89N/AN/A5961,40773
2018-08-17$1.53$2.5074.6%21.4%66.7%3.2%0.0%0.0%57.2%338-10.0K-1730.1519.16N/AN/A4161,40773
2018-08-20$1.58$2.5091.3%26.2%67.4%9.0%0.0%0.0%24.9%350-10.2K-1640.0532.62N/AN/A7541,18068
2018-08-21$1.57$2.50120.8%34.6%66.9%19.1%0.0%0.0%23.7%337-9.8K-1590.0536.15N/AN/A7541,18068
2018-08-22$1.59$2.5088.0%25.2%66.9%7.8%0.0%0.0%24.6%345-12.0K-1650.0538.06N/AN/A7541,18068
2018-08-23$1.68$2.50135.2%38.8%68.1%24.1%0.0%0.0%10.8%364-12.9K-1720.01106.92N/AN/A27341,18068
2018-08-24$1.73$2.50122.0%35.0%63.8%19.5%0.0%0.0%43.9%439-17.2K-2100.0144.05N/AN/A34841,30468
2018-08-27$1.72$2.5078.4%22.5%64.0%4.5%0.0%0.0%36.8%553-27.5K-2760.0123.28N/AN/A37751,42968
2018-08-28$1.70$2.50102.1%29.3%62.7%12.7%0.0%0.0%35.5%558-25.6K-2640.0176.55N/AN/A37751,44468
2018-08-29$1.75$2.5091.7%26.3%63.2%9.1%0.0%0.0%41.1%561-25.5K-2700.0113.27N/AN/A37751,44468
2018-08-30$1.77$2.5094.9%27.2%62.8%10.2%0.0%0.0%42.0%624-34.7K-3090.0314.33N/AN/A15551,44468
2018-08-31$1.77$2.50104.7%30.0%58.8%13.6%0.0%0.0%30.9%1.3K-45.7K-3650.0335.60N/AN/A15651,44468