GEN Options History — March 2019

In March 2019, GEN traded between $1.25 and $1.47. ATM implied volatility averaged 118.5%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 68.4% (HV 20d: 50.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.83.

Notable Days

2019-03-28: Highest Volume — 40 contracts
2019-03-18: Largest IV spike — 56.2% change
2019-03-04: Highest IV Rank — 53.3%
2019-03-04: Largest Expected Move — 55.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.39	$1.25	$1.47	$1.33	$1.46
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	118.5%	79.2%	193.4%	165.2%	122.2%
Expected Move	27.7%	14.0%	55.5%	47.4%	34.6%
HV 20d	50.1%	40.6%	60.3%	45.8%	52.9%
HV 60d	61.2%	51.4%	65.5%	63.2%	51.4%
IV Rank	24.2%	9.0%	53.3%	42.3%	25.7%
IV Percentile	54.8%	5.6%	98.0%	96.0%	64.7%
Term Structure	-33.3%	-93.9%	28.7%	-93.9%	-60.2%
VWIV	67.8%	67.8%	67.8%	67.8%	67.8%
Bid-Ask Spread %	59.64	12.33	123.77	24.62	39.41
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	64	0	132	102	132
Net DEX	-1.3K	-5.7K	1.0K	-4.2K	-5.7K
Net VEX	-19	-47	0	-40	-47
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.00	10.00	10.00	0.00
Total Volume	11.095	0	40	11	40
Total OI	623.952	613	633	623	633

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
2019-03-01	$1.33	$0.00	165.2%	47.4%	45.8%	42.3%	0.0%	0.0%	-93.9%	102	-4.2K	-40	10.00	24.62	N/A	N/A	1	10	616	7
2019-03-04	$1.29	$0.00	193.4%	55.5%	46.5%	53.3%	0.0%	0.0%	-15.3%	0	903	0	0.00	16.25	N/A	N/A	0	0	616	7
2019-03-05	$1.25	$0.00	100.3%	0.0%	44.4%	17.2%	0.0%	0.0%	-16.9%	88	-4.5K	-40	0.00	101.37	N/A	N/A	0	0	616	7
2019-03-06	$1.27	$0.00	111.9%	0.0%	45.1%	21.7%	0.0%	0.0%	-17.3%	0	889	0	0.00	12.33	N/A	N/A	0	0	616	7
2019-03-07	$1.31	$0.00	97.0%	0.0%	40.6%	15.9%	0.0%	0.0%	-17.3%	0	917	0	0.00	101.14	N/A	N/A	0	0	616	7
2019-03-08	$1.38	$0.00	105.1%	0.0%	43.5%	19.0%	0.0%	0.0%	-16.6%	110	-3.0K	-35	0.00	98.76	N/A	N/A	0	0	616	7
2019-03-11	$1.39	$2.50	128.4%	21.8%	43.6%	28.1%	67.8%	0.0%	-7.9%	105	-1.9K	-27	0.00	63.17	N/A	N/A	7	0	616	7
2019-03-12	$1.44	$2.50	117.6%	14.0%	45.9%	23.9%	0.0%	0.0%	-24.2%	0	1.0K	0	0.00	13.91	N/A	N/A	0	0	616	7
2019-03-13	$1.39	$2.50	95.0%	18.6%	47.1%	15.2%	0.0%	0.0%	-17.6%	0	973	0	0.00	15.63	N/A	N/A	0	0	616	7
2019-03-14	$1.36	$2.50	112.6%	18.3%	47.4%	22.0%	0.0%	0.0%	-48.5%	0	952	0	0.00	18.51	N/A	N/A	0	0	616	7
2019-03-15	$1.40	$2.50	79.2%	18.6%	49.1%	9.0%	0.0%	0.0%	-28.0%	0	980	0	0.00	13.78	N/A	N/A	0	0	616	7
2019-03-18	$1.33	$0.00	123.7%	33.7%	50.3%	26.2%	0.0%	0.0%	28.7%	0	931	0	0.00	123.77	N/A	N/A	7	0	616	7
2019-03-19	$1.38	$0.00	122.6%	23.0%	52.8%	25.9%	0.0%	0.0%	-46.4%	0	966	0	0.00	108.92	N/A	N/A	7	0	616	7
2019-03-20	$1.44	$0.00	82.3%	22.2%	55.5%	10.3%	0.0%	0.0%	-24.2%	106	-1.3K	-24	0.00	104.44	N/A	N/A	17	0	616	7
2019-03-21	$1.47	$2.50	123.4%	22.8%	56.3%	26.1%	0.0%	0.0%	-45.4%	118	-1.7K	-27	0.00	68.78	N/A	N/A	17	0	626	7
2019-03-22	$1.40	$2.50	111.3%	17.7%	58.0%	21.5%	0.0%	0.0%	-49.7%	115	-3.2K	-33	0.00	106.74	N/A	N/A	17	0	626	7
2019-03-25	$1.46	$2.50	88.7%	33.3%	60.3%	12.7%	0.0%	0.0%	-29.1%	127	-3.3K	-33	0.00	80.51	N/A	N/A	20	0	626	7
2019-03-26	$1.42	$2.50	118.4%	33.4%	58.9%	24.2%	0.0%	0.0%	-55.7%	117	-4.8K	-40	0.00	30.48	N/A	N/A	20	0	606	7
2019-03-27	$1.45	$2.50	147.0%	32.2%	55.0%	35.3%	0.0%	0.0%	-56.3%	110	-1.4K	-23	0.00	96.86	N/A	N/A	30	0	606	7
2019-03-28	$1.47	$2.50	142.3%	24.3%	53.2%	33.5%	0.0%	0.0%	-57.4%	115	-1.6K	-23	0.00	13.00	N/A	N/A	40	0	616	7
2019-03-29	$1.46	$2.50	122.2%	34.6%	52.9%	25.7%	0.0%	0.0%	-60.2%	132	-5.7K	-47	0.00	39.41	N/A	N/A	40	0	626	7