GEN Options History — January 2020 In January 2020, GEN traded between $1.50 and $1.63. ATM implied volatility averaged 113.5%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 78.9% (HV 20d: 34.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.00.
Notable Days 2020-01-29 : Highest Volume — 11 contracts2020-01-15 : Largest IV spike — 68.7% change2020-01-10 : Highest IV Rank — 59.2%2020-01-15 : Largest Expected Move — 38.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.57 $1.50 $1.63 $1.63 $1.50 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 113.5% 80.2% 161.5% 126.6% 125.4% Expected Move 29.6% 20.5% 38.8% 36.3% 35.9% HV 20d 34.7% 29.8% 39.9% 39.9% 33.7% HV 60d 69.6% 67.9% 72.3% 72.2% 68.8% IV Rank 32.3% 13.7% 59.2% 39.6% 39.0% IV Percentile 36.1% 2.0% 86.9% 54.8% 54.0% Term Structure -30.0% -70.4% 11.9% 11.0% -55.3% Bid-Ask Spread % 63.75 8.50 124.45 86.30 11.15 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 135 0 330 298 0 Net DEX 271 -8.3K 3.9K -1.8K 1.8K Net VEX -24 -88 0 -52 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.00 0.00 10.00 0.00 0.00 Total Volume 1.857 0 11 6 3 Total OI 883.429 334 1,301 1,291 336
Daily Data (21 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 2020-01-02 $1.63 $2.50 126.6% 36.3% 39.9% 39.6% 0.0% 0.0% 11.0% 298 -1.8K -52 0.00 86.30 N/A N/A 6 0 1,267 24 2020-01-03 $1.60 $2.50 100.4% 28.8% 39.7% 25.0% 0.0% 0.0% 2.7% 268 -1.1K -45 0.00 96.12 N/A N/A 0 0 1,269 24 2020-01-06 $1.61 $0.00 115.8% 20.5% 39.1% 33.6% 0.0% 0.0% -23.0% 330 -8.3K -88 0.00 8.50 N/A N/A 0 0 1,269 24 2020-01-07 $1.62 $0.00 151.0% 32.7% 36.7% 53.4% 0.0% 0.0% -70.4% 233 361 -39 0.00 124.45 N/A N/A 0 0 1,269 24 2020-01-08 $1.62 $0.00 130.1% 28.1% 36.7% 41.6% 0.0% 0.0% -60.3% 233 433 -38 0.00 106.05 N/A N/A 0 0 1,269 24 2020-01-09 $1.62 $0.00 116.1% 28.1% 36.7% 33.8% 0.0% 0.0% -24.4% 233 435 -38 0.00 93.97 N/A N/A 0 0 1,269 24 2020-01-10 $1.60 $0.00 161.5% 23.1% 36.8% 59.2% 0.0% 0.0% -25.5% 208 1.4K -32 0.00 99.96 N/A N/A 5 0 1,269 27 2020-01-13 $1.50 $0.00 84.8% 24.3% 37.8% 16.2% 0.0% 0.0% -30.4% 11 3.7K -3 0.00 87.75 N/A N/A 0 2 1,274 27 2020-01-14 $1.53 $0.00 80.2% 23.0% 31.3% 13.7% 0.0% 0.0% -30.3% 10 3.9K -3 0.00 84.89 N/A N/A 0 0 1,274 27 2020-01-15 $1.53 $0.00 135.3% 38.8% 29.8% 44.5% 0.0% 0.0% -31.2% 10 2.5K -3 0.00 37.82 N/A N/A 0 0 1,274 18 2020-01-16 $1.58 $0.00 99.6% 28.6% 30.7% 24.5% 0.0% 0.0% -30.5% 221 -495 -36 0.00 90.28 N/A N/A 0 0 1,274 18 2020-01-17 $1.59 $0.00 120.6% 34.6% 30.7% 36.3% 0.0% 0.0% -31.1% 196 289 -26 0.00 102.08 N/A N/A 0 2 1,274 18 2020-01-21 $1.62 $0.00 87.6% 25.1% 31.4% 17.8% 0.0% 0.0% 0.0% 238 -1.7K -37 0.00 8.50 N/A N/A 0 0 322 12 2020-01-22 $1.56 $0.00 83.7% 24.0% 34.1% 15.6% 0.0% 0.0% -25.5% 12 1.4K -4 0.00 8.50 N/A N/A 0 0 322 12 2020-01-23 $1.56 $0.00 102.4% 29.4% 34.1% 26.1% 0.0% 0.0% -26.5% 292 -5.5K -59 0.00 34.34 N/A N/A 10 0 322 12 2020-01-24 $1.56 $0.00 126.7% 36.3% 34.0% 39.7% 0.0% 0.0% -27.5% 11 1.7K -2 0.00 33.15 N/A N/A 0 0 325 12 2020-01-27 $1.55 $0.00 100.7% 28.9% 33.6% 25.1% 0.0% 0.0% -31.5% 10 1.7K -2 0.00 86.96 N/A N/A 0 0 325 12 2020-01-28 $1.53 $0.00 119.3% 34.2% 33.6% 35.5% 0.0% 0.0% -48.3% 9 1.7K -2 0.00 21.53 N/A N/A 0 0 325 12 2020-01-29 $1.54 $0.00 103.9% 29.8% 33.6% 27.0% 0.0% 0.0% 11.9% 12 1.4K -4 10.00 10.73 N/A N/A 1 10 325 12 2020-01-30 $1.50 $0.00 112.2% 32.2% 33.7% 31.6% 0.0% 0.0% -53.2% 0 1.8K 0 0.00 105.68 N/A N/A 0 0 324 12 2020-01-31 $1.50 $0.00 125.4% 35.9% 33.7% 39.0% 0.0% 0.0% -55.3% 0 1.8K 0 0.00 11.15 N/A N/A 3 0 324 12
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