GEN Options History — July 2020 In July 2020, GEN traded between $0.65 and $0.89. ATM implied volatility averaged 152.0%, placing in the 65.0% IV rank vs the trailing year. The 30-day expected move averaged 44.0%. IV traded above realized volatility by 92.9% (HV 20d: 59.1%). 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 0 of 22 days. Put/call ratio averaged 0.23.
Notable Days 2020-07-27 : Highest Volume — 204 contracts2020-07-15 : Largest IV spike — 23.3% change2020-07-15 : Highest IV Rank — 82.9%2020-07-15 : Largest Expected Move — 50.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.77 $0.65 $0.89 $0.67 $0.87 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 152.0% 131.9% 175.5% 139.1% 168.0% Expected Move 44.0% 37.8% 50.3% 37.8% 48.2% HV 20d 59.1% 48.0% 73.8% 66.5% 48.0% HV 60d 111.5% 106.5% 116.4% 114.8% 106.5% IV Rank 65.0% 49.6% 82.9% 55.1% 77.2% IV Percentile 65.7% 45.6% 87.3% 52.0% 82.1% Term Structure -34.5% -54.7% -11.3% -43.3% -32.4% Bid-Ask Spread % 104.18 15.92 156.55 73.36 95.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 872 142 1.2K 402 1.2K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 2.00 2.00 0.00 Total Volume 53.773 1 204 3 35 Total OI 1,805.818 1,401 2,008 1,894 1,844
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 2020-07-01 $0.67 $2.50 139.1% 0.0% 66.5% 55.1% 0.0% 0.0% 0.0% 0 402 0 2.00 73.36 N/A N/A 1 2 1,888 6 2020-07-02 $0.65 $2.50 136.5% 0.0% 63.0% 53.1% 0.0% 0.0% 0.0% 0 390 0 0.00 115.00 N/A N/A 36 0 1,888 6 2020-07-06 $0.72 $2.50 131.9% 37.8% 73.8% 49.6% 0.0% 0.0% -43.3% 0 144 0 1.26 144.79 N/A N/A 42 53 1,924 2 2020-07-07 $0.71 $2.50 134.9% 38.7% 72.7% 51.9% 0.0% 0.0% -44.9% 0 142 0 0.06 107.76 N/A N/A 18 1 1,949 2 2020-07-08 $0.71 $2.50 136.5% 39.1% 72.4% 53.1% 0.0% 0.0% -46.0% 0 213 0 0.58 153.26 N/A N/A 36 21 1,955 3 2020-07-09 $0.70 $2.50 139.5% 40.0% 70.8% 55.4% 0.0% 0.0% -47.6% 0 910 0 0.00 154.00 N/A N/A 26 0 1,986 13 2020-07-10 $0.71 $2.50 139.7% 40.0% 61.8% 55.5% 0.0% 0.0% -48.2% 0 923 0 0.00 147.77 N/A N/A 1 0 1,961 13 2020-07-13 $0.72 $2.50 143.4% 41.1% 61.2% 58.4% 0.0% 0.0% -51.5% 0 936 0 0.00 142.47 N/A N/A 42 0 1,962 13 2020-07-14 $0.74 $2.50 142.3% 40.8% 62.3% 57.6% 0.0% 0.0% -51.8% 0 962 0 0.00 147.89 N/A N/A 51 0 1,993 13 2020-07-15 $0.75 $2.50 175.5% 50.3% 57.9% 82.9% 0.0% 0.0% 0.0% 0 973 0 1.00 98.64 N/A N/A 74 74 1,972 13 2020-07-16 $0.78 $2.50 165.2% 47.4% 58.0% 75.1% 0.0% 0.0% 0.0% 0 1.0K 0 0.00 68.97 N/A N/A 14 0 1,995 13 2020-07-17 $0.80 $2.50 155.8% 44.7% 57.3% 67.8% 0.0% 0.0% -11.3% 0 1.0K 0 0.00 123.04 N/A N/A 14 0 1,989 13 2020-07-20 $0.79 $2.50 147.4% 42.2% 57.3% 61.4% 0.0% 0.0% -14.7% 0 1.0K 0 0.00 156.55 N/A N/A 30 0 1,388 13 2020-07-21 $0.80 $2.50 148.2% 42.5% 53.8% 62.1% 0.0% 0.0% -15.8% 0 1.0K 0 0.00 148.63 N/A N/A 131 0 1,413 13 2020-07-22 $0.82 $2.50 171.0% 49.0% 53.9% 79.5% 0.0% 0.0% -16.8% 0 1.1K 0 0.00 26.36 N/A N/A 0 1 1,528 13 2020-07-23 $0.80 $2.50 153.3% 43.9% 55.0% 65.9% 0.0% 0.0% -18.5% 0 1.1K 0 0.00 97.20 N/A N/A 12 0 1,528 14 2020-07-24 $0.79 $2.50 172.6% 49.5% 55.2% 80.7% 0.0% 0.0% -20.2% 0 1.1K 0 0.00 15.92 N/A N/A 7 0 1,530 14 2020-07-27 $0.82 $2.50 161.8% 46.4% 49.1% 72.4% 0.0% 0.0% -24.8% 0 1.1K 0 0.00 49.57 N/A N/A 204 0 1,537 13 2020-07-28 $0.84 $2.50 161.9% 46.4% 48.6% 72.5% 0.0% 0.0% -26.3% 0 1.1K 0 0.00 22.76 N/A N/A 153 0 1,698 13 2020-07-29 $0.89 $2.50 157.4% 45.1% 51.4% 69.1% 0.0% 0.0% -51.7% 0 1.2K 0 0.01 91.26 N/A N/A 81 1 1,752 13 2020-07-30 $0.88 $2.50 162.5% 46.6% 49.8% 73.0% 0.0% 0.0% -54.7% 0 1.2K 0 0.00 110.87 N/A N/A 22 0 1,818 14 2020-07-31 $0.87 $2.50 168.0% 48.2% 48.0% 77.2% 0.0% 0.0% -32.4% 0 1.2K 0 0.00 95.81 N/A N/A 35 0 1,830 14
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