GEN Options History — November 2018 In November 2018, GEN traded between $1.32 and $1.71. ATM implied volatility averaged 113.3%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 28.9%. IV traded above realized volatility by 30.3% (HV 20d: 83.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.20.
Notable Days 2018-11-16 : Highest Volume — 193 contracts2018-11-27 : Largest IV spike — 41.7% change2018-11-27 : Highest IV Rank — 33.2%2018-11-27 : Largest Expected Move — 46.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.54 $1.32 $1.71 $1.64 $1.60 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 113.3% 77.4% 161.8% 114.3% 147.8% Expected Move 28.9% 19.4% 46.4% 32.8% 42.4% HV 20d 83.0% 73.6% 91.4% 87.4% 86.9% HV 60d 73.9% 69.6% 79.3% 72.9% 79.3% IV Rank 16.5% 4.2% 33.2% 16.9% 28.3% IV Percentile 42.4% 4.4% 90.5% 40.9% 82.5% Term Structure -2.3% -52.8% 46.2% -28.4% 3.7% VWIV 119.9% 95.8% 144.1% 144.1% 95.8% Bid-Ask Spread % 63.68 14.34 118.79 17.03 92.17 Gamma HHI 0.99 0.94 1.00 1.00 1.00 Net GEX 428 0 967 372 416 Net DEX -6.0K -30.8K 21.0K -17.1K 466 Net VEX -154 -299 0 -164 -162 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.02 1.88 0.04 1.88 Total Volume 164.524 82 193 82 184 Total OI 1,235.286 1,157 1,287 1,157 1,279
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 2018-11-01 $1.64 $2.50 114.3% 32.8% 87.4% 16.9% 0.0% 0.0% -28.4% 372 -17.1K -164 0.04 17.03 N/A N/A 79 3 1,118 39 2018-11-02 $1.63 $2.50 138.9% 39.8% 87.6% 25.3% 0.0% 0.0% -31.2% 422 -18.0K -181 0.02 20.52 N/A N/A 151 3 1,168 39 2018-11-05 $1.63 $0.00 145.0% 28.8% 84.5% 27.4% 0.0% 0.0% 29.1% 422 -18.0K -179 0.02 22.35 N/A N/A 151 3 1,121 39 2018-11-06 $1.65 $0.00 112.5% 21.3% 82.1% 16.3% 0.0% 0.0% 25.5% 426 -18.0K -176 0.02 16.45 N/A N/A 151 3 1,121 39 2018-11-07 $1.68 $0.00 115.4% 20.2% 82.1% 17.2% 0.0% 0.0% 27.0% 462 -16.4K -167 0.03 14.34 N/A N/A 106 3 1,121 39 2018-11-08 $1.69 $0.00 153.7% 31.9% 82.1% 30.4% 144.1% 0.0% -17.6% 967 -30.8K -259 0.28 97.77 N/A N/A 106 30 1,122 39 2018-11-09 $1.62 $2.50 139.0% 19.4% 77.1% 25.3% 0.0% 0.0% -0.9% 435 -11.3K -155 0.33 92.76 N/A N/A 105 35 1,122 54 2018-11-12 $1.71 $2.50 99.8% 28.6% 79.0% 11.9% 95.8% 0.0% -12.7% 959 -30.2K -275 0.51 91.21 N/A N/A 69 35 1,123 64 2018-11-13 $1.71 $2.50 77.4% 22.2% 77.1% 4.2% 0.0% 0.0% 23.4% 948 -30.0K -278 1.77 93.67 N/A N/A 69 122 1,137 64 2018-11-14 $1.64 $2.50 86.1% 24.7% 78.9% 7.2% 0.0% 0.0% 46.2% 804 -22.8K -299 1.77 96.17 N/A N/A 69 122 1,137 150 2018-11-15 $1.65 $2.50 81.4% 23.3% 74.6% 5.6% 0.0% 0.0% 42.6% 468 3.1K -162 1.77 19.87 N/A N/A 69 122 1,137 150 2018-11-16 $1.43 $2.50 98.6% 28.3% 91.4% 11.5% 0.0% 0.0% 29.6% 329 5.0K -135 1.72 23.72 N/A N/A 71 122 1,137 150 2018-11-19 $1.39 $2.50 100.7% 28.9% 87.5% 12.2% 0.0% 0.0% -22.4% 334 4.1K -128 1.88 26.06 N/A N/A 64 120 1,131 148 2018-11-20 $1.34 $2.50 87.9% 25.2% 87.7% 7.8% 0.0% 0.0% -24.3% 0 19.8K 0 1.88 71.02 N/A N/A 64 120 1,131 148 2018-11-21 $1.42 $2.50 82.6% 23.7% 87.1% 6.0% 0.0% 0.0% -8.2% 0 21.0K 0 1.88 101.31 N/A N/A 64 120 1,131 148 2018-11-23 $1.41 $2.50 86.3% 24.8% 87.1% 7.3% 0.0% 0.0% -25.4% 0 20.9K 0 1.88 33.67 N/A N/A 64 120 1,131 148 2018-11-26 $1.38 $2.50 114.2% 32.7% 86.8% 16.8% 0.0% 0.0% -23.2% 324 2.0K -136 1.88 86.42 N/A N/A 64 120 1,131 148 2018-11-27 $1.32 $2.50 161.8% 46.4% 73.9% 33.2% 0.0% 0.0% -26.4% 259 11.7K -84 1.88 98.16 N/A N/A 64 120 1,131 148 2018-11-28 $1.32 $2.50 125.1% 0.0% 73.6% 20.5% 0.0% 0.0% 0.0% 265 -1.5K -135 1.88 118.79 N/A N/A 64 120 1,131 148 2018-11-29 $1.51 $2.50 111.1% 31.8% 88.7% 15.6% 0.0% 0.0% -52.8% 379 401 -151 1.88 103.91 N/A N/A 64 120 1,131 148 2018-11-30 $1.60 $2.50 147.8% 42.4% 86.9% 28.3% 0.0% 0.0% 3.7% 416 466 -162 1.88 92.17 N/A N/A 64 120 1,131 148
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