GEN Options History — December 2018 In December 2018, GEN traded between $1.13 and $1.69. ATM implied volatility averaged 114.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded above realized volatility by 32.0% (HV 20d: 82.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.79.
Notable Days 2018-12-12 : Highest Volume — 27 contracts2018-12-10 : Largest IV spike — 90.0% change2018-12-03 : Highest IV Rank — 58.0%2018-12-03 : Largest Expected Move — 67.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.45 $1.13 $1.69 $1.58 $1.19 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 114.7% 55.9% 234.3% 234.3% 133.4% Expected Move 33.6% 16.0% 67.2% 67.2% 38.2% HV 20d 82.7% 75.2% 89.3% 87.0% 78.0% HV 60d 79.1% 76.1% 84.9% 79.3% 84.4% IV Rank 20.2% 0.0% 58.0% 58.0% 30.0% IV Percentile 44.6% 0.0% 98.4% 98.4% 69.8% Term Structure -6.0% -122.9% 54.4% -122.9% -29.8% Bid-Ask Spread % 78.67 17.23 118.05 100.34 17.23 Gamma HHI 0.97 0.74 1.00 1.00 1.00 Net GEX 242 0 544 417 0 Net DEX 6.6K -8.6K 21.4K 258 14.2K Net VEX -93 -181 0 -164 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.79 0.00 6.00 0.00 0.53 Total Volume 11.95 0 27 8 0 Total OI 1,282.75 1,253 1,302 1,283 1,253
Daily Data (20 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 2018-12-03 $1.58 $2.50 234.3% 67.2% 87.0% 58.0% 0.0% 0.0% -122.9% 417 258 -164 0.00 100.34 N/A N/A 8 0 1,135 148 2018-12-04 $1.61 $2.50 116.6% 33.4% 87.3% 17.5% 0.0% 0.0% -31.6% 414 249 -159 0.00 100.68 N/A N/A 5 0 1,135 148 2018-12-05 $1.61 $2.50 120.3% 34.5% 87.1% 18.8% 0.0% 0.0% -34.4% 333 -8.6K -175 0.00 100.68 N/A N/A 5 0 1,135 148 2018-12-06 $1.61 $2.50 124.9% 35.8% 86.8% 20.4% 0.0% 0.0% 44.1% 403 641 -154 0.00 114.64 N/A N/A 0 1 1,135 148 2018-12-07 $1.63 $2.50 55.9% 16.0% 87.0% 0.0% 0.0% 0.0% 54.4% 368 2.1K -147 0.20 118.05 N/A N/A 5 1 1,135 149 2018-12-10 $1.66 $2.50 106.1% 38.2% 85.9% 16.7% 0.0% 0.0% -44.1% 429 888 -162 0.00 99.10 N/A N/A 0 0 1,137 149 2018-12-11 $1.67 $2.50 110.1% 37.0% 83.6% 18.1% 0.0% 0.0% 19.1% 485 -374 -166 0.00 38.86 N/A N/A 20 0 1,137 149 2018-12-12 $1.69 $2.50 96.5% 27.7% 83.7% 13.5% 0.0% 0.0% 0.6% 544 -1.7K -177 0.35 103.98 N/A N/A 20 7 1,147 149 2018-12-13 $1.65 $2.50 75.0% 21.5% 82.8% 6.4% 0.0% 0.0% 37.0% 400 -5.7K -181 0.35 32.78 N/A N/A 20 7 1,147 155 2018-12-14 $1.55 $2.50 104.3% 29.9% 85.7% 16.1% 0.0% 0.0% 31.7% 434 -341 -154 0.35 100.53 N/A N/A 20 7 1,147 155 2018-12-17 $1.39 $2.50 124.6% 35.7% 78.9% 22.9% 0.0% 0.0% -12.4% 0 21.4K 0 0.30 104.40 N/A N/A 20 6 1,147 154 2018-12-18 $1.39 $2.50 118.7% 34.0% 78.2% 20.9% 0.0% 0.0% -13.5% 306 11.2K -82 6.00 25.26 N/A N/A 1 6 1,147 145 2018-12-19 $1.38 $2.50 120.1% 34.4% 77.1% 21.4% 0.0% 0.0% -14.8% 315 647 -134 6.00 101.03 N/A N/A 1 6 1,147 145 2018-12-20 $1.33 $2.50 87.0% 24.9% 75.2% 12.1% 0.0% 0.0% -17.1% 0 18.5K 0 6.00 71.19 N/A N/A 1 6 1,147 139 2018-12-21 $1.30 $2.50 97.1% 27.9% 75.5% 16.0% 0.0% 0.0% -19.2% 0 18.1K 0 6.00 69.19 N/A N/A 1 6 1,147 139 2018-12-24 $1.19 $2.50 112.9% 32.4% 81.1% 22.1% 0.0% 0.0% 0.0% 0 15.4K -1 0.82 101.66 N/A N/A 11 9 1,139 129 2018-12-26 $1.25 $2.50 111.4% 31.9% 82.2% 21.5% 0.0% 0.0% 0.0% 0 15.5K 0 0.00 33.89 N/A N/A 0 8 1,139 124 2018-12-27 $1.13 $2.50 127.7% 36.6% 89.3% 27.8% 0.0% 0.0% 0.0% 0 14.0K 0 0.00 68.86 N/A N/A 0 8 1,139 124 2018-12-28 $1.24 $2.50 117.7% 33.7% 81.4% 23.9% 0.0% 0.0% 50.5% 0 15.4K 0 0.53 71.02 N/A N/A 15 8 1,139 124 2018-12-31 $1.19 $2.50 133.4% 38.2% 78.0% 30.0% 0.0% 0.0% -29.8% 0 14.2K 0 0.00 17.23 N/A N/A 0 0 1,134 119
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