GEN Options History — May 2019

In May 2019, GEN traded between $1.13 and $1.35. ATM implied volatility averaged 141.6%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded above realized volatility by 98.7% (HV 20d: 42.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2019-05-14: Highest Volume — 120 contracts
  • 2019-05-17: Largest IV spike — 48.5% change
  • 2019-05-10: Highest IV Rank — 63.9%
  • 2019-05-03: Largest Expected Move — 48.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.26$1.13$1.35$1.26$1.13
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV141.6%103.7%192.5%132.3%139.5%
Expected Move36.5%27.4%48.1%37.9%40.0%
HV 20d42.9%32.1%64.1%32.7%64.1%
HV 60d45.5%42.7%51.1%44.8%51.1%
IV Rank39.0%22.4%63.9%29.6%39.1%
IV Percentile78.4%37.7%98.4%78.2%82.9%
Term Structure-35.8%-63.5%4.0%-58.3%-56.1%
Bid-Ask Spread %19.537.7597.5222.037.94
Gamma HHI1.000.991.001.001.00
Net GEX8024200
Net DEX-48-947508-241113
Net VEX-3-100-70
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.002.002.000.00
Total Volume13.682012010
Total OI284.227226333228329

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$1.26$2.50132.3%37.9%32.7%29.6%0.0%0.0%-58.3%20-241-70.0022.03N/AN/A012253
2019-05-02$1.25$2.50138.0%39.6%32.1%31.8%0.0%0.0%-62.5%037500.0013.20N/AN/A012253
2019-05-03$1.30$2.50167.8%48.1%35.7%47.9%0.0%0.0%-63.5%22-331-80.0027.88N/AN/A012253
2019-05-06$1.33$0.00149.2%29.8%36.7%39.9%0.0%0.0%4.0%23-592-80.0011.21N/AN/A022251
2019-05-07$1.29$0.00162.7%27.4%36.2%45.7%0.0%0.0%-8.1%21-455-70.0010.80N/AN/A022252
2019-05-08$1.30$0.00169.8%30.0%35.3%53.3%0.0%0.0%-8.4%026002.0094.68N/AN/A122252
2019-05-09$1.27$0.00185.4%29.8%35.4%60.6%0.0%0.0%-22.2%20-294-62.009.68N/AN/A122262
2019-05-10$1.30$0.00192.5%39.0%36.1%63.9%0.0%0.0%-37.3%24-947-100.0097.52N/AN/A11802261
2019-05-13$1.30$0.00111.0%31.8%36.1%25.8%0.0%0.0%-24.2%21-418-60.009.68N/AN/A002261
2019-05-14$1.34$0.00114.4%32.8%37.6%27.4%0.0%0.0%-39.3%013300.019.68N/AN/A11913291
2019-05-15$1.35$0.00108.9%31.2%35.0%24.8%0.0%0.0%-39.6%013500.009.97N/AN/A033291
2019-05-16$1.27$0.00103.7%29.7%40.7%22.4%0.0%0.0%-27.3%050800.009.97N/AN/A033294
2019-05-17$1.19$0.00154.0%44.1%45.0%45.9%0.0%0.0%-30.4%047600.0017.97N/AN/A043294
2019-05-20$1.16$0.00130.8%37.5%45.6%35.0%0.0%0.0%-34.6%011600.0010.50N/AN/A003081
2019-05-21$1.23$0.00138.3%39.6%49.5%38.5%0.0%0.0%-33.6%012300.007.75N/AN/A003081
2019-05-22$1.24$0.00131.6%37.7%49.7%35.4%0.0%0.0%-34.6%012400.007.94N/AN/A003081
2019-05-23$1.27$0.00121.3%34.8%50.7%30.6%0.0%0.0%-34.9%012700.009.35N/AN/A2003081
2019-05-24$1.28$0.00118.6%34.0%50.6%29.3%0.0%0.0%-35.9%11-206-50.008.43N/AN/A2003281
2019-05-28$1.22$0.00145.1%41.6%53.2%41.7%0.0%0.0%-44.9%012200.0014.79N/AN/A003281
2019-05-29$1.21$0.00147.2%42.2%52.3%42.7%0.0%0.0%-47.4%012100.0010.80N/AN/A003281
2019-05-30$1.25$0.00154.3%44.2%53.2%46.0%0.0%0.0%-47.9%12-308-50.007.94N/AN/A003281
2019-05-31$1.13$0.00139.5%40.0%64.1%39.1%0.0%0.0%-56.1%011300.007.94N/AN/A003281