GEN Options History — July 2019 In July 2019, GEN traded between $1.13 and $1.28. ATM implied volatility averaged 143.3%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 39.0%. IV traded above realized volatility by 106.7% (HV 20d: 36.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-07-26 : Highest Volume — 210 contracts2019-07-10 : Largest IV drop — 37.9% change2019-07-09 : Highest IV Rank — 56.8%2019-07-30 : Largest Expected Move — 47.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.21 $1.13 $1.28 $1.23 $1.21 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 143.3% 110.2% 177.4% 152.8% 159.2% Expected Move 39.0% 29.2% 47.9% 43.8% 45.6% HV 20d 36.5% 27.2% 44.7% 43.0% 43.5% HV 60d 48.4% 47.4% 50.9% 47.9% 50.0% IV Rank 40.9% 25.4% 56.8% 45.3% 48.3% IV Percentile 75.8% 35.3% 96.0% 88.9% 90.1% Term Structure -38.7% -66.4% 3.2% 3.2% 3.2% Bid-Ask Spread % 15.93 6.73 87.49 87.49 10.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 117 0 354 313 0 Net DEX -5.8K -31.3K 122 -19.5K 121 Net VEX -55 -207 0 -174 0 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 25.182 0 210 60 110 Total OI 988.409 801 1,076 997 1,076
Daily Data (22 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 2019-07-01 $1.23 $2.50 152.8% 43.8% 43.0% 45.3% 0.0% 0.0% 3.2% 313 -19.5K -174 0.00 87.49 N/A N/A 60 0 996 1 2019-07-02 $1.20 $2.50 153.1% 43.9% 43.2% 45.5% 0.0% 0.0% -32.1% 1 114 0 0.00 7.94 N/A N/A 11 0 1,046 1 2019-07-03 $1.21 $2.50 142.7% 40.9% 40.6% 40.6% 0.0% 0.0% -34.4% 96 -1.1K -24 0.00 6.73 N/A N/A 11 0 1,047 1 2019-07-05 $1.25 $2.50 160.9% 29.7% 41.4% 49.1% 0.0% 0.0% -50.7% 308 -10.1K -115 0.00 8.51 N/A N/A 11 0 1,047 1 2019-07-08 $1.26 $2.50 159.6% 38.0% 41.5% 48.5% 0.0% 0.0% -40.5% 314 -31.3K -207 0.00 28.00 N/A N/A 0 0 1,047 1 2019-07-09 $1.28 $2.50 177.4% 29.2% 41.8% 56.8% 0.0% 0.0% -53.5% 354 -20.7K -181 0.00 8.83 N/A N/A 0 0 1,047 1 2019-07-10 $1.25 $2.50 110.2% 31.6% 32.4% 25.4% 0.0% 0.0% -43.0% 251 -5.8K -74 0.00 8.51 N/A N/A 0 0 1,047 1 2019-07-11 $1.24 $2.50 110.7% 31.7% 30.8% 25.7% 0.0% 0.0% -44.6% 313 -11.7K -128 0.00 8.51 N/A N/A 0 0 1,047 1 2019-07-12 $1.25 $2.50 122.5% 35.1% 28.7% 31.2% 0.0% 0.0% -34.3% 329 -15.9K -158 0.00 13.80 N/A N/A 0 0 1,047 1 2019-07-15 $1.20 $2.50 124.0% 35.5% 27.2% 31.8% 0.0% 0.0% -40.1% 297 -12.7K -138 0.00 12.44 N/A N/A 0 0 1,047 1 2019-07-16 $1.22 $2.50 122.9% 35.2% 27.8% 31.4% 0.0% 0.0% -66.4% 0 122 0 0.00 19.30 N/A N/A 0 0 1,047 1 2019-07-17 $1.19 $2.50 126.8% 36.4% 29.1% 33.2% 0.0% 0.0% -55.6% 0 119 0 0.00 8.29 N/A N/A 1 0 1,047 1 2019-07-18 $1.19 $2.50 130.6% 37.4% 29.1% 35.0% 0.0% 0.0% -45.4% 0 119 0 0.00 8.29 N/A N/A 1 0 1,048 1 2019-07-19 $1.19 $2.50 142.4% 40.8% 28.9% 40.5% 0.0% 0.0% -47.3% 0 119 0 0.00 12.07 N/A N/A 1 0 1,048 1 2019-07-22 $1.14 $2.50 143.4% 41.1% 32.4% 40.9% 0.0% 0.0% 0.0% 0 113 0 0.00 19.75 N/A N/A 0 0 800 1 2019-07-23 $1.17 $2.50 151.8% 43.5% 33.9% 44.9% 0.0% 0.0% -53.1% 0 117 0 0.00 16.05 N/A N/A 0 0 800 1 2019-07-24 $1.20 $2.50 143.7% 41.2% 34.3% 41.1% 0.0% 0.0% -25.5% 0 120 0 0.00 12.07 N/A N/A 10 0 800 1 2019-07-25 $1.13 $2.50 138.1% 39.6% 40.3% 38.5% 0.0% 0.0% -29.4% 0 113 0 0.00 12.07 N/A N/A 10 0 810 1 2019-07-26 $1.19 $2.50 149.3% 42.8% 44.7% 43.7% 0.0% 0.0% -29.6% 0 119 0 0.00 11.30 N/A N/A 210 0 810 1 2019-07-29 $1.20 $2.50 162.3% 46.5% 44.7% 49.8% 0.0% 0.0% -55.2% 0 120 0 0.00 12.07 N/A N/A 8 0 1,010 1 2019-07-30 $1.20 $2.50 166.9% 47.9% 44.3% 51.9% 0.0% 0.0% -39.4% 0 120 0 0.00 18.08 N/A N/A 110 0 1,010 1 2019-07-31 $1.21 $2.50 159.2% 45.6% 43.5% 48.3% 0.0% 0.0% 3.2% 0 121 0 0.00 10.32 N/A N/A 110 0 1,075 1
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