GEN Options History — November 2019

Name: GEN Options Analytics - November 2019
Creator: Options Analysis Suite

In November 2019, GEN traded between $1.67 and $1.67. ATM implied volatility averaged 100.8%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 28.9%. IV traded below realized volatility by 1.8% (HV 20d: 102.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 1 trading days. Term structure was in contango for 0 of 1 days.

Notable Days

2019-11-29: Highest IV Rank — 21.0%
2019-11-29: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.67	$1.67	$1.67	$1.67	$1.67
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	100.8%	100.8%	100.8%	100.8%	100.8%
Expected Move	28.9%	28.9%	28.9%	28.9%	28.9%
HV 20d	102.6%	102.6%	102.6%	102.6%	102.6%
HV 60d	73.0%	73.0%	73.0%	73.0%	73.0%
IV Rank	21.0%	21.0%	21.0%	21.0%	21.0%
IV Percentile	15.1%	15.1%	15.1%	15.1%	15.1%
Term Structure	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%
Bid-Ask Spread %	8.88	8.88	8.88	8.88	8.88
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	304	304	304	304	304
Net DEX	-15.9K	-15.9K	-15.9K	-15.9K	-15.9K
Net VEX	-126	-126	-126	-126	-126
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	1,276	1,276	1,276	1,276	1,276

Daily Data (1 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
2019-11-29	$1.67	$2.50	100.8%	28.9%	102.6%	21.0%	0.0%	0.0%	-47.1%	304	-15.9K	-126	0.00	8.88	N/A	N/A	0	0	1,252	24