GEN Options History — September 2018 In September 2018, GEN traded between $1.27 and $1.68. ATM implied volatility averaged 107.1%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 41.4% (HV 20d: 65.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.10.
Notable Days 2018-09-05 : Highest Volume — 174 contracts2018-09-18 : Largest IV spike — 44.3% change2018-09-11 : Highest IV Rank — 27.3%2018-09-11 : Largest Expected Move — 36.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.41 $1.27 $1.68 $1.68 $1.35 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 107.1% 81.5% 144.7% 90.5% 105.9% Expected Move 28.0% 18.1% 36.9% 25.9% 30.4% HV 20d 65.7% 62.1% 75.2% 62.3% 68.3% HV 60d 82.5% 78.9% 86.8% 84.0% 80.2% IV Rank 14.4% 5.6% 27.3% 8.7% 14.0% IV Percentile 34.2% 6.7% 77.4% 14.3% 35.7% Term Structure 27.2% -19.4% 75.1% 28.1% -19.4% Bid-Ask Spread % 31.59 8.83 49.94 9.23 36.14 Gamma HHI 0.86 0.62 1.00 0.62 1.00 Net GEX 216 0 545 545 68 Net DEX -5.0K -25.6K 6.8K -25.6K 4.9K Net VEX -104 -253 0 -253 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.03 0.17 0.03 0.17 Total Volume 67.632 35 174 160 35 Total OI 1,528 1,505 1,542 1,514 1,517
Daily Data (19 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 2018-09-04 $1.68 $2.50 90.5% 25.9% 62.3% 8.7% 0.0% 0.0% 28.1% 545 -25.6K -253 0.03 9.23 N/A N/A 155 5 1,446 68 2018-09-05 $1.50 $2.50 104.3% 29.9% 75.2% 13.4% 0.0% 0.0% 22.0% 431 -17.3K -206 0.03 27.97 N/A N/A 169 5 1,446 68 2018-09-06 $1.51 $2.50 107.2% 18.1% 66.5% 14.4% 0.0% 0.0% 26.8% 486 -18.0K -199 0.07 21.04 N/A N/A 70 5 1,461 68 2018-09-07 $1.49 $2.50 125.1% 20.8% 64.2% 20.6% 0.0% 0.0% 41.0% 429 -16.7K -196 0.07 36.19 N/A N/A 70 5 1,462 68 2018-09-10 $1.37 $2.50 143.5% 21.8% 66.7% 26.9% 0.0% 0.0% 23.0% 379 -15.1K -173 0.09 49.94 N/A N/A 56 5 1,461 68 2018-09-11 $1.41 $2.50 144.7% 36.9% 68.0% 27.3% 0.0% 0.0% 40.5% 47 1.6K -45 0.09 37.44 N/A N/A 56 5 1,463 68 2018-09-12 $1.38 $2.50 92.6% 26.5% 68.0% 9.4% 0.0% 0.0% 40.6% 399 -17.0K -195 0.09 17.86 N/A N/A 56 5 1,463 68 2018-09-13 $1.33 $2.50 82.4% 23.6% 64.9% 5.9% 0.0% 0.0% 33.3% 367 -14.6K -181 0.10 42.84 N/A N/A 51 5 1,463 68 2018-09-14 $1.34 $2.50 100.5% 28.8% 64.0% 12.1% 0.0% 0.0% 37.8% 68 5.2K -35 0.10 38.57 N/A N/A 51 5 1,473 68 2018-09-17 $1.40 $2.50 81.5% 23.4% 66.5% 5.6% 0.0% 0.0% 38.7% 71 4.6K -41 0.10 48.30 N/A N/A 51 5 1,473 68 2018-09-18 $1.37 $2.50 117.6% 33.7% 65.3% 18.0% 0.0% 0.0% 39.0% 394 -17.2K -189 0.10 35.17 N/A N/A 52 5 1,473 68 2018-09-19 $1.37 $2.50 127.7% 36.6% 65.3% 21.5% 0.0% 0.0% 31.7% 72 5.1K -38 0.10 38.33 N/A N/A 52 5 1,474 68 2018-09-20 $1.41 $2.50 84.9% 24.3% 66.2% 6.8% 0.0% 0.0% 32.3% 66 3.7K -43 0.10 45.89 N/A N/A 52 5 1,474 68 2018-09-21 $1.45 $2.50 103.0% 29.5% 63.6% 13.0% 0.0% 0.0% 33.3% 81 5.5K -39 0.10 11.87 N/A N/A 52 5 1,474 68 2018-09-24 $1.44 $2.50 98.6% 28.3% 62.1% 11.5% 0.0% 0.0% 0.0% 74 5.7K -36 0.10 36.35 N/A N/A 49 5 1,446 68 2018-09-25 $1.37 $2.50 103.0% 29.5% 63.7% 13.0% 0.0% 0.0% -14.7% 70 2.3K -38 0.09 9.44 N/A N/A 58 5 1,452 53 2018-09-26 $1.33 $2.50 103.2% 29.6% 64.0% 13.0% 0.0% 0.0% 75.1% 52 2.1K -36 0.17 48.89 N/A N/A 30 5 1,468 53 2018-09-27 $1.27 $2.50 119.2% 34.2% 63.2% 18.5% 0.0% 0.0% -19.3% 0 6.8K 0 0.17 8.83 N/A N/A 30 5 1,464 53 2018-09-28 $1.35 $2.50 105.9% 30.4% 68.3% 14.0% 0.0% 0.0% -19.4% 68 4.9K -25 0.17 36.14 N/A N/A 30 5 1,464 53
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