GEN Options History — December 2019

In December 2019, GEN traded between $1.52 and $1.72. ATM implied volatility averaged 109.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 13.3% (HV 20d: 96.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2019-12-16: Highest Volume — 10 contracts
2019-12-12: Largest IV spike — 73.8% change
2019-12-10: Highest IV Rank — 49.9%
2019-12-30: Largest Expected Move — 40.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.64	$1.52	$1.72	$1.70	$1.64
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	109.9%	72.4%	162.6%	107.9%	97.4%
Expected Move	27.3%	15.5%	40.7%	30.9%	27.9%
HV 20d	96.6%	90.4%	103.0%	101.8%	90.4%
HV 60d	73.9%	72.1%	75.4%	73.0%	72.1%
IV Rank	27.8%	7.7%	49.9%	24.4%	23.3%
IV Percentile	29.3%	0.4%	88.1%	23.0%	11.9%
Term Structure	-21.6%	-56.9%	73.0%	-56.9%	-46.6%
Bid-Ask Spread %	33.87	5.49	108.94	85.54	98.37
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	312	223	391	309	350
Net DEX	-6.7K	-17.2K	561	-17.0K	-10.1K
Net VEX	-81	-125	-40	-125	-93
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	1.316	0	10	0	0
Total OI	1,283.421	1,276	1,291	1,276	1,291

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2019-12-04	$1.70	$2.50	107.9%	30.9%	101.8%	24.4%	0.0%	0.0%	-56.9%	309	-17.0K	-125	85.54	N/A	N/A	0	1,252	24
2019-12-05	$1.66	$2.50	158.0%	16.0%	103.0%	47.7%	0.0%	0.0%	-7.9%	311	-14.5K	-120	5.49	N/A	N/A	0	1,252	24
2019-12-06	$1.72	$2.50	93.5%	15.5%	100.5%	17.6%	0.0%	0.0%	-14.4%	387	-10.3K	-111	7.34	N/A	N/A	0	1,252	24
2019-12-09	$1.72	$2.50	119.3%	16.1%	100.7%	29.7%	0.0%	0.0%	-8.9%	319	-17.2K	-123	7.34	N/A	N/A	0	1,252	24
2019-12-10	$1.72	$2.50	162.6%	25.6%	99.3%	49.9%	0.0%	0.0%	-24.4%	387	-10.3K	-109	14.28	N/A	N/A	5	1,252	24
2019-12-11	$1.72	$2.50	72.4%	20.7%	93.5%	7.7%	0.0%	0.0%	-25.1%	391	-10.5K	-110	11.50	N/A	N/A	5	1,255	24
2019-12-12	$1.62	$2.50	125.8%	36.1%	97.3%	32.7%	0.0%	0.0%	-22.0%	317	-3.5K	-72	108.94	N/A	N/A	0	1,255	24
2019-12-13	$1.52	$2.50	90.9%	26.1%	101.1%	16.4%	0.0%	0.0%	-25.7%	267	-3.7K	-68	90.66	N/A	N/A	1	1,255	24
2019-12-16	$1.56	$2.50	89.8%	25.8%	98.0%	15.9%	0.0%	0.0%	-35.2%	223	-18	-40	10.11	N/A	N/A	10	1,256	24
2019-12-17	$1.60	$2.50	105.7%	30.3%	97.5%	27.9%	0.0%	0.0%	-16.6%	321	-7.1K	-86	28.60	N/A	N/A	0	1,262	24
2019-12-18	$1.61	$2.50	123.9%	35.5%	97.4%	38.1%	0.0%	0.0%	-43.5%	326	-8.4K	-95	15.79	N/A	N/A	0	1,262	24
2019-12-19	$1.62	$2.50	119.4%	34.2%	97.2%	35.6%	0.0%	0.0%	-36.6%	304	-2.5K	-61	26.05	N/A	N/A	0	1,262	24
2019-12-20	$1.62	$2.50	92.1%	26.4%	97.3%	20.3%	0.0%	0.0%	-37.9%	263	-478	-46	27.69	N/A	N/A	1	1,264	24
2019-12-23	$1.62	$2.50	103.5%	29.7%	92.0%	26.7%	0.0%	0.0%	0.0%	231	561	-40	25.31	N/A	N/A	2	1,264	24
2019-12-24	$1.63	$2.50	90.8%	26.0%	92.0%	19.6%	0.0%	0.0%	0.0%	276	-779	-46	19.06	N/A	N/A	1	1,266	24
2019-12-26	$1.65	$2.50	97.1%	27.8%	92.0%	23.1%	0.0%	0.0%	73.0%	351	-5.8K	-77	27.94	N/A	N/A	0	1,267	24
2019-12-27	$1.63	$2.50	96.2%	27.6%	91.6%	22.6%	0.0%	0.0%	-17.6%	276	-816	-46	13.19	N/A	N/A	0	1,267	24
2019-12-30	$1.61	$2.50	142.1%	40.7%	91.9%	48.3%	0.0%	0.0%	-46.6%	322	-4.9K	-75	20.29	N/A	N/A	0	1,267	24
2019-12-31	$1.64	$2.50	97.4%	27.9%	90.4%	23.3%	0.0%	0.0%	0.0%	350	-10.1K	-93	98.37	N/A	N/A	0	1,267	24