GEN Options History — August 2019 In August 2019, GEN traded between $0.99 and $1.15. ATM implied volatility averaged 162.1%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 46.2%. IV traded above realized volatility by 108.4% (HV 20d: 53.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2019-08-01 : Highest Volume — 50 contracts2019-08-14 : Largest IV spike — 38.7% change2019-08-06 : Highest IV Rank — 65.4%2019-08-07 : Largest Expected Move — 53.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.04 $0.99 $1.15 $1.15 $1.09 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 162.1% 115.4% 195.8% 151.8% 168.2% Expected Move 46.2% 33.7% 53.8% 43.5% 48.2% HV 20d 53.7% 46.5% 59.0% 47.0% 55.0% HV 60d 50.4% 44.8% 54.5% 50.6% 47.3% IV Rank 49.7% 27.9% 65.4% 44.9% 52.5% IV Percentile 85.8% 40.1% 98.8% 86.1% 91.7% Term Structure -64.4% -101.3% -5.5% -31.8% -79.4% Bid-Ask Spread % 80.53 9.17 122.92 11.30 102.21 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 285 100 545 115 545 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.00 2.00 0.00 0.13 Total Volume 3.318 0 50 50 0 Total OI 1,088.545 1,055 1,119 1,076 1,059
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 2019-08-01 $1.15 $2.50 151.8% 43.5% 47.0% 44.9% 0.0% 0.0% -31.8% 0 115 0 0.00 11.30 N/A N/A 50 0 1,075 1 2019-08-02 $1.11 $2.50 168.3% 48.2% 46.5% 52.6% 0.0% 0.0% -5.5% 0 111 0 0.00 72.01 N/A N/A 0 0 1,115 1 2019-08-05 $1.04 $0.00 191.9% 47.0% 50.6% 63.6% 0.0% 0.0% -64.3% 0 104 0 0.00 110.18 N/A N/A 0 0 1,115 1 2019-08-06 $1.04 $0.00 195.8% 44.9% 49.9% 65.4% 0.0% 0.0% -65.5% 0 104 0 0.00 104.58 N/A N/A 0 0 1,115 1 2019-08-07 $1.01 $0.00 187.6% 53.8% 50.1% 61.6% 0.0% 0.0% 0.0% 0 101 0 2.00 113.60 N/A N/A 1 2 1,115 1 2019-08-08 $1.09 $0.00 152.5% 43.7% 58.9% 45.2% 0.0% 0.0% 0.0% 0 327 0 0.00 106.14 N/A N/A 0 2 1,116 3 2019-08-09 $1.10 $0.00 156.3% 44.8% 58.9% 47.0% 0.0% 0.0% 0.0% 0 330 0 0.00 117.34 N/A N/A 0 0 1,116 3 2019-08-12 $1.08 $0.00 117.5% 33.7% 57.7% 28.8% 0.0% 0.0% 0.0% 0 108 0 0.00 103.91 N/A N/A 0 0 1,116 1 2019-08-13 $1.04 $0.00 115.4% 0.0% 58.2% 27.9% 0.0% 0.0% 0.0% 0 104 0 0.00 122.92 N/A N/A 0 0 1,116 1 2019-08-14 $1.00 $0.00 160.1% 45.9% 59.0% 48.7% 0.0% 0.0% -39.4% 0 100 0 0.00 50.81 N/A N/A 0 1 1,116 1 2019-08-15 $1.00 $0.00 162.3% 46.5% 59.0% 49.8% 0.0% 0.0% -77.6% 0 200 0 0.13 39.39 N/A N/A 8 1 1,116 2 2019-08-16 $0.99 $0.00 187.5% 53.8% 58.9% 61.6% 0.0% 0.0% -101.3% 0 297 0 0.00 122.50 N/A N/A 0 0 1,116 3 2019-08-19 $1.00 $0.00 148.9% 42.7% 57.8% 43.5% 0.0% 0.0% -60.6% 0 100 0 0.00 9.17 N/A N/A 0 0 1,054 1 2019-08-20 $1.01 $0.00 152.4% 43.7% 56.9% 45.2% 0.0% 0.0% -61.6% 0 101 0 0.00 9.17 N/A N/A 0 4 1,054 1 2019-08-21 $0.99 $2.50 152.6% 43.7% 55.7% 45.2% 0.0% 0.0% -64.5% 0 495 0 0.00 9.17 N/A N/A 0 0 1,054 5 2019-08-22 $1.00 $2.50 156.4% 44.8% 52.8% 47.0% 0.0% 0.0% -65.8% 0 500 0 0.00 90.38 N/A N/A 0 0 1,054 5 2019-08-23 $1.00 $2.50 158.3% 45.4% 48.3% 47.9% 0.0% 0.0% -67.7% 0 500 0 0.00 89.05 N/A N/A 0 4 1,054 5 2019-08-26 $1.00 $2.50 167.6% 48.0% 48.0% 52.2% 0.0% 0.0% -74.4% 0 500 0 0.00 84.45 N/A N/A 0 0 1,054 5 2019-08-27 $0.99 $2.50 172.6% 49.5% 47.8% 54.6% 0.0% 0.0% -77.7% 0 495 0 0.00 101.11 N/A N/A 0 0 1,054 5 2019-08-28 $0.99 $2.50 176.3% 50.6% 47.5% 56.3% 0.0% 0.0% -80.5% 0 495 0 0.00 100.98 N/A N/A 0 0 1,054 5 2019-08-29 $1.08 $2.50 165.9% 47.6% 56.2% 51.4% 0.0% 0.0% -77.1% 0 540 0 0.00 101.23 N/A N/A 0 0 1,054 5 2019-08-30 $1.09 $2.50 168.2% 48.2% 55.0% 52.5% 0.0% 0.0% -79.4% 0 545 0 0.00 102.21 N/A N/A 0 0 1,054 5
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