GEN Options History — January 2019 In January 2019, GEN traded between $1.25 and $1.65. ATM implied volatility averaged 116.2%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 32.6%. IV traded above realized volatility by 35.4% (HV 20d: 80.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.07.
Notable Days 2019-01-31 : Highest Volume — 60 contracts2019-01-16 : Largest IV drop — 27.0% change2019-01-30 : Highest IV Rank — 34.6%2019-01-30 : Largest Expected Move — 41.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.53 $1.25 $1.65 $1.26 $1.58 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 116.2% 89.2% 145.3% 132.3% 125.7% Expected Move 32.6% 25.6% 41.6% 37.9% 26.2% HV 20d 80.8% 52.7% 94.9% 82.0% 52.7% HV 60d 81.9% 75.2% 86.8% 85.2% 75.6% IV Rank 23.3% 12.9% 34.6% 29.6% 27.0% IV Percentile 52.5% 18.3% 86.1% 69.0% 68.3% Term Structure -28.2% -106.5% 28.8% 28.0% 0.4% Bid-Ask Spread % 74.63 14.09 116.13 21.00 38.64 Gamma HHI 0.94 0.50 1.00 0.99 1.00 Net GEX 263 0 773 0 503 Net DEX 3.4K -20.1K 18.4K 15.0K -11.6K Net VEX -60 -146 0 0 -105 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.33 0.33 0.03 Total Volume 11.619 0 60 4 60 Total OI 975.905 476 1,253 1,253 552
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 2019-01-02 $1.26 $2.50 132.3% 37.9% 82.0% 29.6% 0.0% 0.0% 28.0% 0 15.0K 0 0.33 21.00 N/A N/A 3 1 1,134 119 2019-01-03 $1.25 $0.00 138.0% 40.8% 81.3% 31.8% 0.0% 0.0% -69.1% 0 15.0K 0 0.33 116.13 N/A N/A 3 1 1,131 120 2019-01-04 $1.39 $0.00 124.8% 33.8% 91.6% 26.7% 0.0% 0.0% -33.0% 0 16.7K 0 0.25 95.08 N/A N/A 4 1 1,131 120 2019-01-07 $1.45 $0.00 132.5% 29.7% 93.2% 29.7% 0.0% 0.0% -39.5% 0 17.4K 0 0.00 109.90 N/A N/A 0 0 1,130 120 2019-01-08 $1.52 $0.00 129.3% 41.5% 94.9% 28.4% 0.0% 0.0% -106.5% 387 8.2K -88 0.00 102.72 N/A N/A 0 0 1,130 120 2019-01-09 $1.54 $0.00 117.3% 33.6% 94.8% 23.8% 0.0% 0.0% -38.3% 398 8.5K -89 0.00 103.86 N/A N/A 0 0 1,130 120 2019-01-10 $1.53 $0.00 111.1% 31.8% 94.7% 21.4% 0.0% 0.0% -24.6% 377 9.6K -77 0.00 78.51 N/A N/A 1 0 1,130 120 2019-01-11 $1.54 $0.00 112.9% 32.4% 94.6% 22.1% 0.0% 0.0% -25.2% 0 18.4K -1 0.00 46.26 N/A N/A 1 0 1,131 120 2019-01-14 $1.56 $0.00 118.7% 34.0% 94.5% 24.3% 0.0% 0.0% -27.6% 414 8.5K -87 0.00 45.47 N/A N/A 0 0 1,131 120 2019-01-15 $1.62 $0.00 122.2% 35.0% 92.8% 25.7% 0.0% 0.0% -26.9% 473 7.7K -88 0.00 40.83 N/A N/A 10 0 1,131 120 2019-01-16 $1.62 $0.00 89.2% 25.6% 83.0% 12.9% 0.0% 0.0% -15.0% 773 -9.3K -143 0.00 64.34 N/A N/A 1 0 1,131 120 2019-01-17 $1.65 $0.00 99.7% 28.6% 83.0% 17.0% 0.0% 0.0% 28.8% 482 -2.3K -128 0.00 19.20 N/A N/A 1 0 1,130 120 2019-01-18 $1.64 $0.00 93.5% 26.8% 83.0% 14.6% 0.0% 0.0% -21.4% 453 10.8K -78 0.00 109.82 N/A N/A 2 0 1,130 120 2019-01-22 $1.62 $0.00 99.6% 28.5% 81.7% 16.9% 0.0% 0.0% 0.0% 472 -18.5K -125 0.00 40.18 N/A N/A 25 0 459 17 2019-01-23 $1.64 $2.50 103.1% 29.6% 80.8% 18.3% 0.0% 0.0% -31.5% 29 1.6K -10 0.00 14.09 N/A N/A 25 0 484 17 2019-01-24 $1.63 $2.50 104.7% 30.0% 72.1% 18.9% 0.0% 0.0% -21.4% 23 1.2K -11 0.00 104.13 N/A N/A 51 0 484 17 2019-01-25 $1.62 $2.50 106.4% 30.5% 71.3% 19.6% 0.0% 0.0% -23.2% 554 -20.1K -146 0.00 103.29 N/A N/A 51 0 534 17 2019-01-28 $1.54 $2.50 104.6% 30.0% 62.3% 18.9% 0.0% 0.0% -31.5% 71 -324 -25 0.00 113.36 N/A N/A 0 0 534 17 2019-01-29 $1.49 $2.50 128.8% 36.9% 57.4% 28.3% 0.0% 0.0% -35.8% 46 -2.8K -31 0.00 105.33 N/A N/A 0 1 534 17 2019-01-30 $1.52 $2.50 145.3% 41.6% 54.3% 34.6% 0.0% 0.0% -51.4% 58 -1.6K -31 0.00 95.05 N/A N/A 0 2 534 18 2019-01-31 $1.58 $0.00 125.7% 26.2% 52.7% 27.0% 0.0% 0.0% 0.4% 503 -11.6K -105 0.03 38.64 N/A N/A 58 2 534 18
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