GEN Options History — October 2018

In October 2018, GEN traded between $1.26 and $1.62. ATM implied volatility averaged 129.2%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 35.8%. IV traded above realized volatility by 57.5% (HV 20d: 71.7%). 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 10 of 23 days. Put/call ratio averaged 0.11.

Notable Days

2018-10-29: Highest Volume — 232 contracts
2018-10-05: Largest IV spike — 113.1% change
2018-10-05: Highest IV Rank — 70.3%
2018-10-24: Largest Expected Move — 45.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.46	$1.26	$1.62	$1.35	$1.52
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	129.2%	86.2%	269.7%	114.4%	129.1%
Expected Move	35.8%	24.7%	45.7%	32.8%	37.0%
HV 20d	71.7%	58.2%	87.5%	68.3%	86.1%
HV 60d	69.8%	64.1%	80.2%	80.2%	73.8%
IV Rank	22.0%	7.2%	70.3%	16.9%	21.9%
IV Percentile	53.7%	11.1%	98.8%	41.3%	61.5%
Term Structure	-3.5%	-45.0%	43.3%	-9.9%	-44.1%
Bid-Ask Spread %	55.58	14.51	115.03	35.56	29.42
Gamma HHI	0.91	0.61	1.00	0.61	0.92
Net GEX	241	1	834	419	834
Net DEX	-6.4K	-32.1K	7.5K	-23.7K	-32.1K
Net VEX	-91	-266	0	-204	-266
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.01	0.20	0.17	0.10
Total Volume	81.391	18	232	35	33
Total OI	1,331.522	870	1,567	1,516	1,156

Daily Data (23 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
2018-10-01	$1.35	$2.50	114.4%	32.8%	68.3%	16.9%	0.0%	0.0%	-9.9%	419	-23.7K	-204	0.17	35.56	N/A	N/A	30	5	1,464	52
2018-10-02	$1.27	$2.50	158.5%	45.4%	69.0%	32.1%	0.0%	0.0%	-45.0%	383	-19.8K	-170	0.17	41.23	N/A	N/A	30	5	1,464	52
2018-10-03	$1.26	$2.50	115.9%	0.0%	58.2%	17.4%	0.0%	0.0%	0.0%	1	6.5K	0	0.19	94.28	N/A	N/A	26	5	1,464	52
2018-10-04	$1.34	$0.00	126.6%	31.3%	63.2%	21.1%	0.0%	0.0%	16.1%	63	2.0K	-38	0.19	97.55	N/A	N/A	26	5	1,465	52
2018-10-05	$1.36	$0.00	269.7%	43.6%	63.5%	70.3%	0.0%	0.0%	9.3%	63	2.1K	-38	0.14	103.81	N/A	N/A	35	5	1,465	52
2018-10-08	$1.46	$0.00	131.1%	41.6%	61.6%	22.7%	0.0%	0.0%	23.2%	8	7.5K	-1	0.14	41.08	N/A	N/A	35	5	1,475	52
2018-10-09	$1.55	$0.00	125.3%	40.5%	64.2%	20.6%	0.0%	0.0%	16.5%	76	1.3K	-46	0.14	102.48	N/A	N/A	35	5	1,475	52
2018-10-10	$1.58	$0.00	99.1%	28.4%	63.7%	11.6%	0.0%	0.0%	8.6%	508	-19.0K	-184	0.17	14.51	N/A	N/A	30	5	1,475	52
2018-10-11	$1.58	$0.00	86.2%	24.7%	61.6%	7.2%	0.0%	0.0%	43.3%	576	-32.0K	-233	0.10	94.17	N/A	N/A	51	5	1,480	52
2018-10-12	$1.45	$2.50	146.4%	42.0%	70.2%	27.9%	0.0%	0.0%	-18.0%	84	3.4K	-35	0.12	115.03	N/A	N/A	51	6	1,490	52
2018-10-15	$1.47	$2.50	138.4%	39.7%	68.7%	25.2%	0.0%	0.0%	-2.7%	86	5.2K	-29	0.12	22.52	N/A	N/A	51	6	1,490	54
2018-10-16	$1.55	$2.50	127.2%	36.5%	70.3%	21.3%	0.0%	0.0%	23.3%	568	-26.0K	-205	0.11	25.08	N/A	N/A	53	6	1,490	54
2018-10-17	$1.56	$2.50	108.3%	31.0%	70.3%	14.8%	0.0%	0.0%	5.4%	91	3.1K	-41	0.06	21.67	N/A	N/A	101	6	1,492	54
2018-10-18	$1.46	$2.50	112.6%	32.3%	74.3%	16.3%	0.0%	0.0%	11.4%	474	-13.7K	-149	0.10	17.41	N/A	N/A	62	6	1,507	54
2018-10-19	$1.44	$2.50	130.7%	37.5%	73.8%	22.5%	0.0%	0.0%	-3.8%	81	2.0K	-34	0.10	25.30	N/A	N/A	62	6	1,527	40
2018-10-22	$1.55	$2.50	100.2%	28.7%	78.2%	12.0%	0.0%	0.0%	0.0%	88	340	-40	0.03	18.15	N/A	N/A	116	3	888	39
2018-10-23	$1.50	$2.50	139.9%	40.1%	76.9%	25.7%	0.0%	0.0%	6.6%	86	3.8K	-22	0.20	20.07	N/A	N/A	15	3	898	39
2018-10-24	$1.40	$2.50	159.3%	45.7%	80.4%	32.3%	0.0%	0.0%	-19.6%	76	2.9K	-27	0.02	98.66	N/A	N/A	184	3	901	39
2018-10-25	$1.39	$2.50	124.5%	35.7%	78.4%	20.4%	0.0%	0.0%	-21.8%	75	2.9K	-27	0.02	99.95	N/A	N/A	193	3	831	39
2018-10-26	$1.43	$2.50	122.7%	35.2%	76.1%	19.8%	0.0%	0.0%	-22.6%	71	2.1K	-31	0.02	97.03	N/A	N/A	193	3	831	39
2018-10-29	$1.62	$2.50	86.6%	24.8%	87.5%	7.4%	0.0%	0.0%	-10.9%	84	756	-39	0.01	31.41	N/A	N/A	229	3	831	39
2018-10-30	$1.57	$2.50	119.3%	34.2%	85.0%	18.6%	0.0%	0.0%	-39.0%	758	-27.8K	-234	0.02	31.93	N/A	N/A	129	3	1,017	39
2018-10-31	$1.52	$2.50	129.1%	37.0%	86.1%	21.9%	0.0%	0.0%	-44.1%	834	-32.1K	-266	0.10	29.42	N/A	N/A	30	3	1,117	39