GEN Options History — February 2020

In February 2020, GEN traded between $1.52 and $1.75. ATM implied volatility averaged 101.3%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 66.2% (HV 20d: 35.1%). 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 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-02-14: Highest Volume — 29 contracts
  • 2020-02-13: Largest IV spike — 60.0% change
  • 2020-02-03: Highest IV Rank — 56.3%
  • 2020-02-03: Largest Expected Move — 44.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.64$1.52$1.75$1.52$1.63
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV101.3%68.6%156.2%156.2%96.3%
Expected Move25.7%18.5%44.8%44.8%27.6%
HV 20d35.1%31.2%39.3%33.8%36.6%
HV 60d62.9%59.3%69.1%68.7%59.4%
IV Rank25.2%0.0%56.3%56.3%21.6%
IV Percentile24.6%0.0%82.5%82.5%11.5%
Term Structure-22.3%-61.5%-0.7%-61.5%-27.5%
Bid-Ask Spread %71.328.5096.5288.3288.53
Gamma HHI1.001.001.001.001.00
Net GEX1415153
Net DEX1.7K6602.3K1.8K2.3K
Net VEX-3-120-10
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.36802930
Total OI349.316336369336369

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$1.52$0.00156.2%44.8%33.8%56.3%0.0%0.0%-61.5%51.8K-10.0088.32N/AN/A3032412
2020-02-04$1.59$0.00115.0%33.0%37.7%33.2%0.0%0.0%-20.1%111.7K-30.0085.10N/AN/A1032412
2020-02-05$1.63$0.00111.4%31.9%38.8%31.1%0.0%0.0%-61.0%61.9K-10.008.81N/AN/A0032512
2020-02-06$1.61$0.00112.3%19.0%39.0%31.6%0.0%0.0%-0.7%51.9K-10.008.50N/AN/A0032512
2020-02-07$1.59$0.00113.0%18.8%39.3%32.0%0.0%0.0%-13.3%61.9K-10.0086.16N/AN/A0032512
2020-02-10$1.60$0.00144.3%21.9%39.1%49.6%0.0%0.0%-14.3%111.7K-30.0083.96N/AN/A0032512
2020-02-11$1.63$0.00125.1%18.5%31.2%38.8%0.0%0.0%-14.3%71.9K-10.008.81N/AN/A0032512
2020-02-12$1.59$0.0077.1%22.1%32.3%11.9%0.0%0.0%-15.4%121.5K-30.0090.97N/AN/A0032512
2020-02-13$1.60$0.00123.3%35.4%32.3%37.8%0.0%0.0%-15.7%11.9K00.0096.52N/AN/A0132512
2020-02-14$1.56$2.5068.8%19.7%31.7%9.2%0.0%0.0%-17.0%111.7K-30.0013.16N/AN/A29032513
2020-02-18$1.58$2.50105.0%30.1%31.9%34.9%0.0%0.0%-19.1%37681-110.0096.08N/AN/A0034613
2020-02-19$1.64$2.5095.5%27.4%34.0%28.2%0.0%0.0%-18.5%32.1K00.0090.74N/AN/A0034613
2020-02-20$1.71$2.5072.4%20.8%33.8%11.8%0.0%0.0%-17.8%401.1K-100.0085.54N/AN/A1034613
2020-02-21$1.75$2.5069.0%19.8%34.4%0.1%0.0%0.0%-17.7%511.2K-100.0085.77N/AN/A0034613
2020-02-24$1.74$2.50101.8%29.2%34.6%25.8%0.0%0.0%-20.2%42660-120.0070.91N/AN/A9034613
2020-02-25$1.71$2.5095.3%27.3%35.3%20.7%0.0%0.0%-21.9%92.2K-10.0090.02N/AN/A0035513
2020-02-26$1.72$2.5068.6%19.7%34.7%0.0%0.0%0.0%-22.6%82.2K-10.0090.13N/AN/A0035513
2020-02-27$1.67$2.5074.3%21.3%36.9%4.4%0.0%0.0%-25.1%52.1K00.0087.05N/AN/A0135513
2020-02-28$1.63$2.5096.3%27.6%36.6%21.6%0.0%0.0%-27.5%32.3K00.0088.53N/AN/A0035514