GEN Options History — April 2019

In April 2019, GEN traded between $1.27 and $1.46. ATM implied volatility averaged 132.7%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 32.6%. IV traded above realized volatility by 89.4% (HV 20d: 43.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.10.

Notable Days

2019-04-22: Highest Volume — 37 contracts
2019-04-10: Largest IV drop — 44.6% change
2019-04-09: Highest IV Rank — 54.5%
2019-04-29: Largest Expected Move — 39.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.35	$1.27	$1.46	$1.46	$1.29
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	132.7%	101.2%	196.6%	132.6%	138.0%
Expected Move	32.6%	26.7%	39.9%	36.3%	39.6%
HV 20d	43.4%	33.4%	53.1%	51.3%	34.7%
HV 60d	46.5%	44.9%	51.4%	51.4%	45.2%
IV Rank	29.8%	17.5%	54.5%	29.7%	31.8%
IV Percentile	70.2%	33.7%	98.0%	79.0%	82.5%
Term Structure	-26.3%	-65.2%	90.9%	-52.1%	-35.9%
Bid-Ask Spread %	14.89	6.96	31.81	23.60	9.97
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	16	0	133	133	20
Net DEX	-144	-5.4K	966	-5.4K	-336
Net VEX	-5	-43	0	-43	-7
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.33	0.33	0.00
Total Volume	10.762	0	37	0	1
Total OI	502.095	200	648	633	227

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
2019-04-01	$1.46	$2.50	132.6%	36.3%	51.3%	29.7%	0.0%	0.0%	-52.1%	133	-5.4K	-43	0.00	23.60	N/A	N/A	0	0	626	7
2019-04-02	$1.40	$2.50	144.7%	27.1%	52.4%	34.4%	0.0%	0.0%	-58.5%	7	746	-3	0.00	18.54	N/A	N/A	0	0	626	7
2019-04-03	$1.37	$2.50	153.7%	32.9%	53.1%	37.9%	0.0%	0.0%	-22.5%	7	738	-2	0.00	31.81	N/A	N/A	0	0	626	7
2019-04-04	$1.37	$2.50	159.1%	29.3%	52.2%	40.0%	0.0%	0.0%	-14.2%	7	746	-2	0.33	14.61	N/A	N/A	15	5	641	7
2019-04-05	$1.38	$2.50	163.6%	27.7%	48.8%	41.7%	0.0%	0.0%	-14.7%	0	966	0	0.33	8.74	N/A	N/A	15	5	641	7
2019-04-08	$1.42	$2.50	179.6%	26.7%	49.8%	47.9%	0.0%	0.0%	-27.8%	7	93	-2	0.00	30.14	N/A	N/A	0	0	641	2
2019-04-09	$1.38	$2.50	196.6%	29.1%	49.1%	54.5%	0.0%	0.0%	-37.2%	6	117	-2	0.00	14.72	N/A	N/A	0	0	641	2
2019-04-10	$1.35	$2.50	108.9%	31.2%	48.2%	20.5%	0.0%	0.0%	34.5%	7	66	-2	0.00	24.37	N/A	N/A	0	0	641	2
2019-04-11	$1.37	$2.50	103.5%	29.7%	47.9%	18.4%	0.0%	0.0%	-39.6%	6	121	-2	0.00	10.35	N/A	N/A	0	0	641	2
2019-04-12	$1.37	$2.50	104.9%	30.1%	46.6%	19.0%	0.0%	0.0%	-40.7%	6	123	-2	0.00	13.16	N/A	N/A	0	0	641	2
2019-04-15	$1.35	$2.50	117.0%	33.5%	43.1%	23.7%	0.0%	0.0%	-45.2%	6	106	-2	0.00	20.24	N/A	N/A	0	0	641	2
2019-04-16	$1.30	$2.50	114.9%	32.9%	42.9%	22.8%	0.0%	0.0%	-61.8%	5	128	-2	0.00	9.97	N/A	N/A	0	0	641	2
2019-04-17	$1.27	$2.50	113.5%	32.5%	39.9%	22.3%	0.0%	0.0%	-65.2%	5	147	-1	0.00	8.43	N/A	N/A	0	0	641	2
2019-04-18	$1.31	$2.50	129.3%	37.1%	41.0%	28.4%	0.0%	0.0%	-64.5%	5	146	-2	0.00	11.17	N/A	N/A	0	0	641	2
2019-04-22	$1.31	$2.50	116.3%	33.3%	37.8%	23.4%	0.0%	0.0%	90.9%	0	262	0	0.00	6.96	N/A	N/A	37	0	198	2
2019-04-23	$1.35	$2.50	135.0%	38.7%	36.1%	30.6%	0.0%	0.0%	4.5%	19	-113	-5	0.00	11.46	N/A	N/A	37	0	225	2
2019-04-24	$1.35	$2.50	101.2%	29.0%	35.0%	17.5%	0.0%	0.0%	-21.7%	22	-290	-7	0.00	9.97	N/A	N/A	37	0	225	2
2019-04-25	$1.35	$2.50	128.0%	36.7%	33.9%	27.9%	0.0%	0.0%	-23.3%	24	-501	-8	0.00	9.97	N/A	N/A	37	0	225	2
2019-04-26	$1.33	$2.50	107.9%	30.9%	33.4%	20.2%	0.0%	0.0%	-25.5%	23	-461	-8	0.00	16.14	N/A	N/A	37	0	225	2
2019-04-29	$1.33	$2.50	139.3%	39.9%	33.5%	32.3%	0.0%	0.0%	-31.9%	23	-442	-7	0.00	8.43	N/A	N/A	0	0	225	2
2019-04-30	$1.29	$2.50	138.0%	39.6%	34.7%	31.8%	0.0%	0.0%	-35.9%	20	-336	-7	0.00	9.97	N/A	N/A	0	1	225	2