GEN Options History — June 2019 In June 2019, GEN traded between $1.13 and $1.25. ATM implied volatility averaged 138.3%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 37.8%. IV traded above realized volatility by 76.5% (HV 20d: 61.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-14 : Highest Volume — 532 contracts2019-06-10 : Largest IV drop — 34.9% change2019-06-04 : Highest IV Rank — 58.1%2019-06-04 : Largest Expected Move — 51.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.21 $1.13 $1.25 $1.14 $1.21 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 138.3% 98.4% 180.2% 171.2% 151.3% Expected Move 37.8% 28.2% 51.7% 49.1% 43.4% HV 20d 61.9% 42.7% 69.0% 62.2% 42.7% HV 60d 49.6% 47.8% 51.4% 50.7% 47.8% IV Rank 38.6% 19.9% 58.1% 53.9% 44.6% IV Percentile 70.8% 22.2% 97.2% 96.4% 88.5% Term Structure -27.5% -68.1% 21.7% -65.1% -22.6% Bid-Ask Spread % 14.60 6.59 26.23 7.69 24.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 173 0 324 0 307 Net DEX -10.1K -25.7K 125 114 -14.9K Net VEX -94 -202 0 0 -144 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 79.55 0 532 50 55 Total OI 715.1 329 957 329 957
Daily Data (20 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 2019-06-03 $1.14 $0.00 171.2% 49.1% 62.2% 53.9% 0.0% 0.0% -65.1% 0 114 0 0.00 7.69 N/A N/A 50 0 328 1 2019-06-04 $1.17 $0.00 180.2% 51.7% 62.4% 58.1% 0.0% 0.0% -67.1% 9 -212 -4 0.00 22.52 N/A N/A 50 0 357 1 2019-06-05 $1.22 $0.00 171.2% 49.1% 64.0% 53.9% 0.0% 0.0% -68.1% 0 122 0 0.00 6.59 N/A N/A 137 0 357 1 2019-06-06 $1.25 $2.50 171.9% 31.7% 64.6% 54.3% 0.0% 0.0% -34.7% 0 125 0 0.00 7.94 N/A N/A 69 0 444 1 2019-06-07 $1.25 $2.50 178.5% 32.1% 64.1% 57.3% 0.0% 0.0% -35.6% 0 125 0 0.00 9.74 N/A N/A 69 0 459 1 2019-06-10 $1.25 $2.50 116.2% 33.3% 63.5% 28.2% 0.0% 0.0% -38.8% 38 -1.0K -14 0.00 10.26 N/A N/A 0 0 459 1 2019-06-11 $1.16 $2.50 143.7% 41.2% 68.5% 41.1% 0.0% 0.0% -20.6% 0 116 0 0.00 18.49 N/A N/A 0 0 459 1 2019-06-12 $1.13 $2.50 98.4% 28.2% 67.5% 19.9% 0.0% 0.0% -22.3% 0 113 0 0.00 17.08 N/A N/A 8 0 459 1 2019-06-13 $1.17 $2.50 122.0% 35.0% 69.0% 30.9% 0.0% 0.0% -22.4% 35 -1.3K -17 0.00 11.00 N/A N/A 512 0 457 1 2019-06-14 $1.23 $2.50 114.6% 32.9% 68.8% 27.5% 0.0% 0.0% -44.5% 318 -16.4K -167 0.00 9.10 N/A N/A 532 0 945 1 2019-06-17 $1.22 $2.50 113.9% 32.7% 64.6% 27.1% 0.0% 0.0% -25.6% 291 -25.7K -192 0.00 10.26 N/A N/A 0 0 955 1 2019-06-18 $1.22 $2.50 125.5% 36.0% 63.9% 32.6% 0.0% 0.0% 21.7% 294 -23.5K -191 0.00 9.10 N/A N/A 1 0 955 1 2019-06-19 $1.22 $2.50 117.6% 33.7% 60.3% 28.9% 0.0% 0.0% 20.5% 312 -17.5K -163 0.00 25.13 N/A N/A 26 0 956 1 2019-06-20 $1.23 $2.50 101.1% 29.0% 60.3% 21.2% 0.0% 0.0% -29.2% 318 -15.7K -165 0.00 23.33 N/A N/A 26 0 956 1 2019-06-21 $1.23 $2.50 122.7% 35.2% 59.7% 31.3% 0.0% 0.0% 16.8% 319 -15.7K -165 0.00 15.37 N/A N/A 26 0 956 1 2019-06-24 $1.24 $2.50 144.0% 41.3% 59.7% 41.2% 0.0% 0.0% 0.0% 324 -16.9K -163 0.00 7.94 N/A N/A 0 0 956 1 2019-06-25 $1.21 $2.50 141.0% 40.4% 57.8% 39.8% 0.0% 0.0% -45.3% 305 -13.7K -146 0.00 21.87 N/A N/A 0 0 956 1 2019-06-26 $1.21 $2.50 132.9% 38.1% 57.7% 36.0% 0.0% 0.0% -19.1% 307 -14.8K -145 0.00 7.94 N/A N/A 15 0 956 1 2019-06-27 $1.22 $2.50 148.8% 42.7% 56.5% 43.5% 0.0% 0.0% -20.5% 288 -25.5K -202 0.00 26.23 N/A N/A 15 0 956 1 2019-06-28 $1.21 $2.50 151.3% 43.4% 42.7% 44.6% 0.0% 0.0% -22.6% 307 -14.9K -144 0.00 24.44 N/A N/A 55 0 956 1
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