GEN Options History — March 2020

In March 2020, GEN traded between $0.80 and $1.69. ATM implied volatility averaged 145.3%, placing in the 60.2% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 15.9% (HV 20d: 129.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.21.

Notable Days

  • 2020-03-19: Highest Volume — 68 contracts
  • 2020-03-13: Largest IV spike — 146.8% change
  • 2020-03-31: Highest IV Rank — 98.2%
  • 2020-03-31: Largest Expected Move — 55.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.12$0.80$1.69$1.64$0.83
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV145.3%67.0%194.2%94.7%194.2%
Expected Move39.4%16.4%55.7%27.2%55.7%
HV 20d129.4%33.8%188.6%36.6%187.8%
HV 60d82.6%36.4%113.7%36.7%113.7%
IV Rank60.2%0.0%98.2%20.4%98.2%
IV Percentile66.8%0.0%99.2%9.5%99.2%
Term Structure-46.5%-160.9%65.3%-31.9%-42.8%
Bid-Ask Spread %109.526.86173.2087.52115.73
Gamma HHI1.000.991.000.991.00
Net GEX11054480
Net DEX1.6K2492.6K2492.0K
Net VEX-3-150-150
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.003.330.000.40
Total Volume11.13606817
Total OI489.818369626369626

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$1.64$2.5094.7%27.2%36.6%20.4%0.0%0.0%-31.9%48249-150.0087.52N/AN/A1035514
2020-03-03$1.67$2.5084.6%24.2%36.8%12.5%0.0%0.0%-32.7%54643-140.00115.39N/AN/A1035614
2020-03-04$1.69$2.5095.2%27.3%33.8%20.7%0.0%0.0%-33.9%471.6K-90.0086.90N/AN/A0135714
2020-03-05$1.60$2.50142.2%16.4%38.4%57.5%0.0%0.0%-1.7%46262-150.00113.14N/AN/A67035714
2020-03-06$1.58$2.50102.8%17.0%38.4%26.7%0.0%0.0%-9.5%45436-130.00128.28N/AN/A0042414
2020-03-09$1.32$2.50150.7%33.6%74.3%64.2%0.0%0.0%-160.9%01.7K00.00143.61N/AN/A5042413
2020-03-10$1.25$2.50169.1%24.9%75.7%78.5%0.0%0.0%-28.1%01.6K00.06126.56N/AN/A16142413
2020-03-11$1.15$2.50157.8%45.2%78.8%69.7%0.0%0.0%-93.3%01.5K00.00142.74N/AN/A5043913
2020-03-12$0.89$2.5067.0%0.0%115.8%0.0%0.0%0.0%0.0%01.2K03.33173.20N/AN/A31044413
2020-03-13$1.13$2.50165.3%47.4%149.7%75.8%0.0%0.0%-99.0%02.6K00.00115.06N/AN/A10044423
2020-03-16$0.92$2.50129.7%37.2%163.9%48.4%0.0%0.0%65.3%02.1K00.00138.75N/AN/A2045423
2020-03-17$1.03$2.50146.4%42.0%170.8%61.3%0.0%0.0%-72.6%02.4K00.00118.58N/AN/A8045623
2020-03-18$1.06$2.50190.1%54.5%170.4%95.0%0.0%0.0%-118.0%02.4K00.00145.35N/AN/A23046423
2020-03-19$1.01$2.50124.9%35.8%169.0%44.7%0.0%0.0%12.3%02.3K00.00112.73N/AN/A68048623
2020-03-20$0.80$2.50156.0%44.7%182.9%68.6%0.0%0.0%-80.3%01.8K00.00105.33N/AN/A0055723
2020-03-23$0.85$2.50157.0%45.0%186.0%69.5%0.0%0.0%0.0%01.9K00.00117.18N/AN/A2050222
2020-03-24$0.80$2.50168.5%48.3%186.1%78.3%0.0%0.0%0.0%01.8K00.0035.83N/AN/A7050422
2020-03-25$0.83$2.50167.0%47.9%187.4%77.2%0.0%0.0%-28.7%01.8K00.00126.98N/AN/A1050322
2020-03-26$0.83$2.50170.7%48.9%187.8%80.0%0.0%0.0%0.0%01.8K00.0058.15N/AN/A2060322
2020-03-27$0.82$2.50176.5%50.6%188.0%84.5%0.0%0.0%-34.1%01.8K00.0095.47N/AN/A3060322
2020-03-30$0.84$2.50186.9%53.6%188.6%92.5%0.0%0.0%-42.8%01.8K00.006.86N/AN/A0260222
2020-03-31$0.83$2.50194.2%55.7%187.8%98.2%0.0%0.0%0.0%02.0K00.40115.73N/AN/A5260224