GEN Options History — September 2019 In September 2019, GEN traded between $1.06 and $1.41. ATM implied volatility averaged 120.6%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 57.0% (HV 20d: 63.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 15 trading days. Term structure was in contango for 0 of 15 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-16 : Highest Volume — 150 contracts2019-09-09 : Largest IV drop — 45.5% change2019-09-06 : Highest IV Rank — 57.9%2019-09-05 : Largest Expected Move — 39.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.28 $1.06 $1.41 $1.06 $1.33 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 120.6% 95.0% 179.7% 144.7% 107.3% Expected Move 32.3% 27.2% 39.4% 39.4% 30.8% HV 20d 63.6% 50.7% 69.7% 50.7% 69.7% HV 60d 53.4% 47.6% 56.5% 47.6% 56.5% IV Rank 30.3% 18.3% 57.9% 41.5% 24.0% IV Percentile 40.1% 8.3% 95.6% 71.4% 23.0% Term Structure -30.0% -35.2% -24.6% -24.6% -35.2% Bid-Ask Spread % 35.28 7.94 116.61 116.61 12.95 Gamma HHI 1.00 0.97 1.00 1.00 1.00 Net GEX 57 0 484 0 68 Net DEX -1.1K -12.2K 601 530 -2.2K Net VEX -18 -120 0 0 -30 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 11.867 0 150 0 1 Total OI 1,112.467 1,059 1,217 1,059 1,212
Daily Data (15 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 2019-09-03 $1.06 $2.50 144.7% 0.0% 50.7% 41.5% 0.0% 0.0% 0.0% 0 530 0 0.00 116.61 N/A N/A 0 0 1,054 5 2019-09-04 $1.19 $2.50 119.4% 0.0% 65.0% 29.7% 0.0% 0.0% 0.0% 0 595 0 0.00 116.58 N/A N/A 1 0 1,054 5 2019-09-05 $1.23 $2.50 137.3% 39.4% 64.2% 38.1% 0.0% 0.0% -24.6% 1 582 0 0.00 18.60 N/A N/A 0 0 1,055 5 2019-09-06 $1.24 $2.50 179.7% 29.0% 59.2% 57.9% 0.0% 0.0% -25.1% 1 590 0 0.00 15.37 N/A N/A 0 0 1,055 5 2019-09-09 $1.17 $2.50 98.0% 28.1% 63.5% 19.7% 0.0% 0.0% -29.7% 1 560 0 0.00 7.94 N/A N/A 0 0 1,055 5 2019-09-10 $1.22 $2.50 113.4% 32.5% 64.4% 26.9% 0.0% 0.0% -29.1% 1 583 0 0.00 99.61 N/A N/A 0 0 1,055 5 2019-09-11 $1.22 $2.50 114.9% 32.9% 62.3% 27.6% 0.0% 0.0% -30.1% 1 583 0 0.00 9.10 N/A N/A 2 0 1,055 5 2019-09-12 $1.26 $2.50 110.6% 31.7% 60.3% 25.6% 0.0% 0.0% -29.9% 1 601 0 0.00 27.02 N/A N/A 4 0 1,056 5 2019-09-13 $1.28 $2.50 113.5% 32.5% 60.1% 26.9% 0.0% 0.0% -30.3% 3 485 -2 0.00 15.37 N/A N/A 0 0 1,060 5 2019-09-16 $1.41 $2.50 117.7% 33.7% 66.5% 28.9% 0.0% 0.0% -29.4% 484 -12.2K -120 0.00 24.02 N/A N/A 150 0 1,060 5 2019-09-17 $1.41 $2.50 95.0% 27.2% 66.7% 18.3% 0.0% 0.0% -30.5% 69 -840 -21 0.00 14.73 N/A N/A 0 2 1,210 5 2019-09-18 $1.41 $2.50 137.1% 39.3% 66.9% 38.0% 0.0% 0.0% -31.6% 78 -3.3K -38 0.00 19.80 N/A N/A 0 0 1,210 7 2019-09-19 $1.38 $2.50 104.8% 30.0% 67.1% 22.9% 0.0% 0.0% -33.9% 74 -1.6K -27 0.00 18.36 N/A N/A 0 0 1,210 7 2019-09-20 $1.38 $2.50 115.6% 33.2% 67.3% 28.0% 0.0% 0.0% -35.2% 76 -2.1K -31 0.00 13.06 N/A N/A 0 18 1,210 7 2019-09-23 $1.33 $2.50 107.3% 30.8% 69.7% 24.0% 0.0% 0.0% 0.0% 68 -2.2K -30 0.00 12.95 N/A N/A 1 0 1,209 3
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