GEN Options History — May 2020 In May 2020, GEN traded between $0.59 and $1.12. ATM implied volatility averaged 154.9%, placing in the 67.8% IV rank vs the trailing year. The 30-day expected move averaged 48.2%. IV traded above realized volatility by 53.2% (HV 20d: 101.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.02.
Notable Days 2020-05-26 : Highest Volume — 773 contracts2020-05-07 : Largest IV spike — 81.0% change2020-05-28 : Highest IV Rank — 94.0%2020-05-28 : Largest Expected Move — 54.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.77 $0.59 $1.12 $0.85 $0.87 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 154.9% 87.4% 188.8% 128.0% 185.0% Expected Move 48.2% 42.7% 54.1% 45.4% 53.0% HV 20d 101.7% 76.9% 158.2% 87.2% 156.9% HV 60d 132.0% 124.1% 151.5% 124.1% 151.5% IV Rank 67.8% 15.8% 94.0% 47.1% 91.1% IV Percentile 72.1% 6.0% 96.8% 50.4% 94.4% Term Structure -28.8% -47.6% 29.5% 29.5% -42.6% Bid-Ask Spread % 72.47 6.55 127.64 90.57 11.55 Gamma HHI 0.93 0.85 1.00 1.00 0.85 Net GEX 0 0 4 0 0 Net DEX 569 -579 1.7K 935 1.6K Net VEX -0 -4 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.20 0.00 0.00 Total Volume 63.8 0 773 0 12 Total OI 559.4 386 1,425 391 1,425
Daily Data (20 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 2020-05-01 $0.85 $2.50 128.0% 0.0% 87.2% 47.1% 0.0% 0.0% 0.0% 0 935 0 0.00 90.57 N/A N/A 0 0 380 11 2020-05-04 $0.79 $0.00 156.7% 0.0% 90.2% 69.2% 0.0% 0.0% 0.0% 0 869 0 0.00 127.46 N/A N/A 7 0 380 11 2020-05-05 $0.77 $0.00 161.1% 0.0% 87.6% 72.6% 0.0% 0.0% 0.0% 0 847 0 0.00 123.09 N/A N/A 0 0 386 11 2020-05-06 $0.71 $0.00 87.4% 0.0% 91.1% 15.8% 0.0% 0.0% 0.0% 0 781 0 0.00 127.41 N/A N/A 0 0 386 11 2020-05-07 $0.72 $0.00 158.2% 45.4% 90.7% 70.4% 0.0% 0.0% 29.5% 0 792 0 0.00 40.62 N/A N/A 6 0 386 11 2020-05-08 $0.71 $2.50 158.9% 45.6% 78.1% 70.9% 0.0% 0.0% -31.5% 0 710 0 0.00 7.88 N/A N/A 0 0 392 10 2020-05-11 $0.71 $2.50 148.8% 42.7% 77.7% 63.1% 0.0% 0.0% -34.4% 0 710 0 0.00 6.55 N/A N/A 0 0 392 10 2020-05-12 $0.70 $2.50 138.9% 0.0% 77.3% 55.5% 0.0% 0.0% 0.0% 0 700 0 0.00 127.64 N/A N/A 0 0 392 10 2020-05-13 $0.67 $2.50 122.9% 0.0% 77.1% 43.2% 0.0% 0.0% 0.0% 0 670 0 0.00 122.41 N/A N/A 0 0 392 10 2020-05-14 $0.61 $2.50 116.6% 0.0% 82.5% 38.3% 0.0% 0.0% 0.0% 0 610 0 0.00 122.04 N/A N/A 0 0 392 10 2020-05-15 $0.59 $2.50 169.8% 48.7% 77.9% 79.3% 0.0% 0.0% -44.4% 0 590 0 0.00 11.53 N/A N/A 0 10 392 10 2020-05-18 $0.62 $2.50 185.5% 53.2% 77.4% 91.4% 0.0% 0.0% -47.6% 0 0 0 0.00 13.10 N/A N/A 3 0 386 0 2020-05-19 $0.62 $2.50 179.3% 51.4% 77.4% 86.6% 0.0% 0.0% 0.0% 0 0 0 0.00 89.09 N/A N/A 9 0 389 0 2020-05-20 $0.62 $2.50 182.2% 52.2% 76.9% 88.9% 0.0% 0.0% 0.0% 0 0 0 0.00 112.41 N/A N/A 0 0 398 0 2020-05-21 $0.78 $2.50 156.4% 44.8% 114.4% 69.0% 0.0% 0.0% 0.0% 0 0 0 0.00 99.56 N/A N/A 14 0 398 0 2020-05-22 $1.02 $2.50 155.5% 44.6% 148.9% 68.3% 0.0% 0.0% -45.6% 3 -579 -4 0.01 48.72 N/A N/A 306 2 412 0 2020-05-26 $1.12 $2.50 158.8% 45.5% 151.5% 70.8% 0.0% 0.0% -18.6% 4 -258 -3 0.01 113.35 N/A N/A 768 5 692 2 2020-05-27 $1.00 $2.50 158.3% 45.4% 158.2% 70.4% 0.0% 0.0% -24.2% 0 700 0 0.20 41.31 N/A N/A 54 11 1,315 7 2020-05-28 $0.96 $2.50 188.8% 54.1% 154.1% 94.0% 0.0% 0.0% -42.6% 0 1.7K 0 0.00 13.20 N/A N/A 69 0 1,361 18 2020-05-29 $0.87 $2.50 185.0% 53.0% 156.9% 91.1% 0.0% 0.0% 0.0% 0 1.6K 0 0.00 11.55 N/A N/A 0 12 1,407 18
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