GEN Options History — June 2020 In June 2020, GEN traded between $0.68 and $1.01. ATM implied volatility averaged 154.8%, placing in the 67.3% IV rank vs the trailing year. The 30-day expected move averaged 43.3%. IV traded above realized volatility by 12.3% (HV 20d: 142.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.11.
Notable Days 2020-06-15 : Highest Volume — 1,130 contracts2020-06-08 : Largest IV drop — 41.2% change2020-06-04 : Highest IV Rank — 100.0%2020-06-25 : Largest Expected Move — 53.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.82 $0.68 $1.01 $1.01 $0.69 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 154.8% 116.3% 197.9% 158.5% 128.2% Expected Move 43.3% 32.8% 53.6% 45.5% 53.6% HV 20d 142.5% 68.6% 171.7% 165.2% 68.6% HV 60d 128.6% 115.5% 155.7% 154.7% 115.5% IV Rank 67.3% 37.7% 100.0% 70.6% 46.8% IV Percentile 67.9% 31.7% 100.0% 76.2% 43.7% Term Structure -23.0% -70.8% 37.8% -36.1% -70.8% Bid-Ask Spread % 93.64 13.69 152.88 30.02 61.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 306 136 950 808 621 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 0.88 0.00 0.88 Total Volume 131.409 14 1,130 109 96 Total OI 1,990.227 1,415 3,053 1,415 1,853
Daily Data (22 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 2020-06-01 $1.01 $2.50 158.5% 45.5% 165.2% 70.6% 0.0% 0.0% -36.1% 0 808 0 0.00 30.02 N/A N/A 109 0 1,407 8 2020-06-02 $0.92 $2.50 177.9% 51.0% 166.7% 85.6% 0.0% 0.0% -68.5% 0 828 0 0.03 16.20 N/A N/A 29 1 1,487 9 2020-06-03 $0.95 $2.50 178.1% 51.1% 166.4% 85.8% 0.0% 0.0% -70.7% 0 950 0 0.15 44.95 N/A N/A 48 7 1,480 10 2020-06-04 $0.88 $2.50 196.8% 35.8% 166.1% 100.0% 0.0% 0.0% 17.1% 0 264 0 0.10 86.95 N/A N/A 59 6 1,515 3 2020-06-05 $0.91 $2.50 197.9% 32.8% 166.3% 100.0% 0.0% 0.0% 36.1% 0 455 0 0.00 75.16 N/A N/A 166 0 1,537 5 2020-06-08 $0.93 $2.50 116.3% 33.3% 166.1% 37.7% 0.0% 0.0% 35.0% 0 186 0 0.00 96.56 N/A N/A 293 0 1,654 2 2020-06-09 $0.94 $2.50 116.7% 33.5% 166.0% 38.0% 0.0% 0.0% 31.8% 0 188 0 0.01 33.97 N/A N/A 85 1 1,832 2 2020-06-10 $0.89 $2.50 124.1% 35.6% 167.5% 43.7% 0.0% 0.0% 24.9% 0 267 0 0.01 148.93 N/A N/A 138 1 1,915 3 2020-06-11 $0.80 $2.50 137.5% 39.4% 171.7% 53.9% 0.0% 0.0% 37.8% 0 240 0 0.00 152.80 N/A N/A 16 0 2,038 3 2020-06-12 $0.82 $2.50 136.7% 39.2% 167.4% 53.3% 0.0% 0.0% -47.9% 0 246 0 0.00 144.02 N/A N/A 14 0 2,052 3 2020-06-15 $0.81 $2.50 144.4% 41.4% 166.8% 59.2% 0.0% 0.0% -53.6% 0 162 0 0.00 137.86 N/A N/A 1,130 0 2,052 2 2020-06-16 $0.86 $2.50 139.6% 40.0% 167.1% 55.5% 0.0% 0.0% -52.9% 0 172 0 0.00 152.88 N/A N/A 218 0 3,051 2 2020-06-17 $0.82 $2.50 147.7% 42.3% 168.6% 61.6% 0.0% 0.0% 27.4% 0 164 0 0.00 131.97 N/A N/A 61 0 2,957 2 2020-06-18 $0.79 $2.50 154.8% 44.4% 169.5% 67.1% 0.0% 0.0% 0.0% 0 158 0 0.00 116.59 N/A N/A 42 0 2,994 2 2020-06-19 $0.78 $2.50 170.8% 49.0% 148.8% 79.3% 0.0% 0.0% -28.3% 0 156 0 0.01 13.69 N/A N/A 146 2 3,032 2 2020-06-22 $0.74 $2.50 175.4% 50.3% 110.9% 82.8% 0.0% 0.0% -62.1% 0 148 0 0.00 14.01 N/A N/A 68 0 1,745 2 2020-06-23 $0.73 $2.50 180.8% 51.8% 103.1% 87.0% 0.0% 0.0% -65.5% 0 146 0 0.22 106.44 N/A N/A 36 8 1,810 2 2020-06-24 $0.73 $2.50 184.8% 53.0% 97.4% 90.0% 0.0% 0.0% -68.4% 0 146 0 0.60 133.27 N/A N/A 10 6 1,814 2 2020-06-25 $0.74 $2.50 187.0% 53.6% 97.4% 91.7% 0.0% 0.0% -70.8% 0 148 0 0.04 131.50 N/A N/A 23 1 1,805 2 2020-06-26 $0.69 $2.50 123.6% 0.0% 94.6% 43.2% 0.0% 0.0% 0.0% 0 138 0 0.00 142.30 N/A N/A 40 0 1,824 2 2020-06-29 $0.68 $2.50 128.3% 0.0% 73.1% 46.9% 0.0% 0.0% 0.0% 0 136 0 0.35 88.19 N/A N/A 23 8 1,861 2 2020-06-30 $0.69 $2.50 128.2% 0.0% 68.6% 46.8% 0.0% 0.0% 0.0% 0 621 0 0.88 61.79 N/A N/A 51 45 1,844 9
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