GEN Options History — April 2020 In April 2020, GEN traded between $0.69 and $0.92. ATM implied volatility averaged 143.3%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded above realized volatility by 16.1% (HV 20d: 127.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.09.
Notable Days 2020-04-08 : Highest Volume — 33 contracts2020-04-20 : Largest IV spike — 78.7% change2020-04-27 : Highest IV Rank — 99.9%2020-04-27 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.81 $0.69 $0.92 $0.76 $0.87 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 143.3% 86.9% 196.5% 159.7% 140.8% Expected Move 49.1% 41.7% 56.3% 50.5% 56.2% HV 20d 127.2% 82.7% 187.8% 187.8% 89.3% HV 60d 119.5% 114.7% 124.4% 114.7% 124.3% IV Rank 58.9% 15.4% 99.9% 71.6% 57.0% IV Percentile 61.4% 5.6% 99.6% 82.9% 59.1% Term Structure -58.2% -84.0% -32.3% -64.7% -84.0% Bid-Ask Spread % 69.90 6.73 131.26 28.77 131.26 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 997 79 1.9K 1.8K 957 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.00 1.00 0.00 0.00 Total Volume 7.048 0 33 0 11 Total OI 526.952 348 669 631 400
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 2020-04-01 $0.76 $2.50 159.7% 0.0% 187.8% 71.6% 0.0% 0.0% 0.0% 0 1.8K 0 0.00 28.77 N/A N/A 0 0 607 24 2020-04-02 $0.72 $2.50 107.3% 0.0% 187.8% 31.1% 0.0% 0.0% 0.0% 0 1.7K 0 0.00 125.26 N/A N/A 0 0 607 24 2020-04-03 $0.69 $2.50 176.0% 50.5% 187.6% 84.1% 0.0% 0.0% -64.7% 0 1.7K 0 0.00 21.03 N/A N/A 10 0 607 24 2020-04-06 $0.74 $2.50 86.9% 0.0% 184.0% 15.4% 0.0% 0.0% 0.0% 0 1.8K 0 0.00 125.55 N/A N/A 0 0 607 24 2020-04-07 $0.77 $2.50 104.3% 0.0% 185.3% 28.8% 0.0% 0.0% 0.0% 0 1.8K 0 0.00 123.13 N/A N/A 0 0 607 24 2020-04-08 $0.79 $2.50 134.7% 0.0% 184.8% 52.3% 0.0% 0.0% 0.0% 0 1.9K 0 0.00 94.71 N/A N/A 33 0 607 24 2020-04-09 $0.89 $2.50 162.4% 46.5% 168.1% 73.6% 0.0% 0.0% -32.3% 0 979 0 0.00 33.00 N/A N/A 0 0 639 11 2020-04-13 $0.90 $2.50 147.7% 42.4% 142.7% 62.3% 0.0% 0.0% -68.4% 0 990 0 0.00 15.57 N/A N/A 16 0 639 11 2020-04-14 $0.87 $2.50 145.3% 41.7% 123.4% 60.5% 0.0% 0.0% -40.4% 0 957 0 0.00 8.69 N/A N/A 2 0 655 11 2020-04-15 $0.83 $2.50 107.5% 0.0% 116.3% 31.3% 0.0% 0.0% 0.0% 0 913 0 0.00 119.82 N/A N/A 0 0 657 11 2020-04-16 $0.81 $2.50 151.7% 43.5% 115.5% 65.4% 0.0% 0.0% -46.8% 0 891 0 0.00 16.27 N/A N/A 0 0 657 11 2020-04-17 $0.86 $2.50 102.2% 0.0% 117.5% 27.2% 0.0% 0.0% 0.0% 0 1.0K 0 1.00 95.47 N/A N/A 10 10 657 12 2020-04-20 $0.79 $2.50 182.6% 52.4% 87.9% 89.2% 0.0% 0.0% 0.0% 0 158 0 0.00 6.73 N/A N/A 11 0 346 2 2020-04-21 $0.79 $2.50 144.5% 0.0% 84.9% 59.8% 0.0% 0.0% 0.0% 0 158 0 0.00 109.11 N/A N/A 0 0 357 2 2020-04-22 $0.76 $2.50 118.9% 0.0% 83.3% 40.0% 0.0% 0.0% 0.0% 0 152 0 0.00 106.60 N/A N/A 2 0 357 2 2020-04-23 $0.78 $2.50 127.9% 0.0% 82.7% 47.0% 0.0% 0.0% 0.0% 0 156 0 0.00 105.19 N/A N/A 0 2 359 2 2020-04-24 $0.79 $2.50 181.9% 52.1% 82.9% 88.7% 0.0% 0.0% -70.5% 0 79 0 0.00 6.73 N/A N/A 0 10 359 1 2020-04-27 $0.79 $2.50 196.5% 56.3% 82.8% 99.9% 0.0% 0.0% 0.0% 0 869 0 0.00 73.23 N/A N/A 1 0 359 11 2020-04-28 $0.82 $2.50 196.2% 56.2% 83.5% 99.7% 0.0% 0.0% -84.0% 0 902 0 0.00 6.86 N/A N/A 10 0 360 11 2020-04-29 $0.92 $2.50 133.4% 0.0% 93.0% 51.2% 0.0% 0.0% 0.0% 0 1.0K 0 0.00 115.01 N/A N/A 20 0 370 11 2020-04-30 $0.87 $2.50 140.8% 0.0% 89.3% 57.0% 0.0% 0.0% 0.0% 0 957 0 0.00 131.26 N/A N/A 11 0 389 11
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