GEN Options History — February 2019 In February 2019, GEN traded between $1.35 and $1.62. ATM implied volatility averaged 119.9%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 74.8% (HV 20d: 45.1%). Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.01.
Notable Days 2019-02-01 : Highest Volume — 60 contracts2019-02-26 : Largest IV spike — 64.2% change2019-02-28 : Highest IV Rank — 39.0%2019-02-28 : Largest Expected Move — 44.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.54 $1.35 $1.62 $1.56 $1.35 ATM IV 119.9% 92.4% 156.6% 132.7% 156.6% Expected Move 32.8% 26.5% 44.9% 36.6% 44.9% HV 20d 45.1% 38.1% 52.9% 52.9% 48.7% HV 60d 71.8% 63.2% 77.4% 75.7% 63.2% IV Rank 24.8% 14.1% 39.0% 29.8% 39.0% IV Percentile 57.5% 21.0% 92.9% 76.2% 92.9% Term Structure -28.1% -87.4% -0.1% -0.1% -87.4% Bid-Ask Spread % 52.49 11.15 102.69 32.51 17.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 169 0 595 524 0 Net DEX -2.7K -20.5K 2.8K -20.5K 945 Net VEX -44 -142 0 -142 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.03 0.03 0.00 Total Volume 12.895 0 60 60 10 Total OI 624.421 610 635 610 623
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 2019-02-01 $1.56 $0.00 132.7% 36.6% 52.9% 29.8% 0.0% 0.0% -0.1% 524 -20.5K -142 0.03 32.51 N/A N/A 58 2 592 18 2019-02-04 $1.61 $0.00 142.5% 28.0% 40.3% 33.5% 0.0% 0.0% -14.8% 595 -13.3K -127 0.00 14.72 N/A N/A 0 0 592 18 2019-02-05 $1.62 $0.00 147.9% 26.5% 38.1% 35.6% 0.0% 0.0% -20.9% 19 2.8K -2 0.00 93.58 N/A N/A 0 0 592 18 2019-02-06 $1.50 $0.00 92.9% 26.6% 45.0% 14.3% 0.0% 0.0% -6.3% 104 576 -25 0.00 19.37 N/A N/A 0 0 592 18 2019-02-07 $1.55 $0.00 98.5% 28.2% 46.3% 16.5% 0.0% 0.0% -23.8% 128 -2.5K -43 0.00 11.15 N/A N/A 0 0 592 18 2019-02-08 $1.56 $0.00 100.3% 28.8% 46.3% 17.2% 0.0% 0.0% -24.3% 124 -3.6K -47 0.00 15.70 N/A N/A 0 0 592 18 2019-02-11 $1.55 $0.00 104.5% 29.9% 46.3% 18.8% 0.0% 0.0% -40.0% 118 340 -28 0.00 93.29 N/A N/A 25 0 592 18 2019-02-12 $1.56 $0.00 99.2% 28.4% 46.1% 16.8% 0.0% 0.0% -27.7% 144 -469 -32 0.00 14.55 N/A N/A 25 0 617 18 2019-02-13 $1.56 $0.00 127.0% 36.4% 43.9% 27.6% 0.0% 0.0% -9.6% 144 -485 -35 0.00 102.69 N/A N/A 25 0 617 18 2019-02-14 $1.55 $0.00 102.0% 29.2% 43.9% 17.8% 0.0% 0.0% -30.1% 139 -260 -32 0.00 59.43 N/A N/A 45 0 617 18 2019-02-15 $1.59 $0.00 106.0% 30.4% 44.5% 19.4% 0.0% 0.0% -30.0% 156 -897 -37 0.00 12.58 N/A N/A 45 0 617 18 2019-02-19 $1.59 $0.00 112.0% 32.1% 44.4% 21.7% 0.0% 0.0% -14.3% 156 -1.0K -36 0.00 16.91 N/A N/A 0 0 616 17 2019-02-20 $1.60 $0.00 149.0% 42.7% 44.3% 36.0% 0.0% 0.0% -36.5% 164 -2.4K -45 0.00 97.62 N/A N/A 0 0 616 17 2019-02-21 $1.59 $0.00 119.5% 34.3% 44.1% 24.6% 0.0% 0.0% -38.5% 159 -1.4K -40 0.00 19.46 N/A N/A 0 0 616 17 2019-02-22 $1.55 $0.00 98.5% 28.2% 44.9% 16.5% 0.0% 0.0% -19.0% 141 -603 -31 0.00 91.69 N/A N/A 0 0 616 17 2019-02-25 $1.56 $0.00 92.4% 26.5% 45.0% 14.1% 0.0% 0.0% -11.4% 142 -4.8K -55 0.00 95.33 N/A N/A 0 0 616 17 2019-02-26 $1.49 $0.00 151.6% 43.5% 44.3% 37.1% 0.0% 0.0% -64.3% 135 -2.7K -42 0.00 96.24 N/A N/A 0 0 616 17 2019-02-27 $1.40 $0.00 144.7% 41.5% 48.1% 34.4% 0.0% 0.0% -35.9% 111 -1.0K -32 0.00 93.36 N/A N/A 0 10 616 17 2019-02-28 $1.35 $0.00 156.6% 44.9% 48.7% 39.0% 0.0% 0.0% -87.4% 0 945 0 0.00 17.13 N/A N/A 0 10 616 7
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