GEN Options History — August 2020

In August 2020, GEN traded between $0.66 and $1.03. ATM implied volatility averaged 165.8%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 52.9%. IV traded above realized volatility by 65.7% (HV 20d: 100.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2020-08-07: Highest Volume — 1,256 contracts
2020-08-10: Largest IV spike — 79.8% change
2020-08-10: Highest IV Rank — 100.0%
2020-08-10: Largest Expected Move — 84.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.77	$0.66	$1.03	$0.91	$0.66
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	165.8%	129.8%	295.8%	174.5%	140.8%
Expected Move	52.9%	40.4%	84.8%	50.0%	56.5%
HV 20d	100.1%	36.3%	125.6%	37.2%	121.3%
HV 60d	103.4%	85.5%	124.4%	106.9%	85.5%
IV Rank	51.3%	27.4%	100.0%	82.2%	32.3%
IV Percentile	70.5%	39.7%	100.0%	87.3%	47.6%
Term Structure	-35.3%	-64.7%	-9.0%	-39.9%	-64.7%
VWIV	276.9%	258.0%	295.8%	258.0%	295.8%
Bid-Ask Spread %	70.39	3.99	130.10	74.36	116.09
Gamma HHI	0.99	0.97	1.00	1.00	1.00
Net GEX	13	0	268	0	0
Net DEX	-967	-50.8K	2.0K	1.3K	1.5K
Net VEX	-14	-252	0	0	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.08	0.00	0.00
Total Volume	122.524	1	1,256	214	14
Total OI	2,378.048	1,879	2,703	1,879	2,216

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
2020-08-03	$0.91	$2.50	174.5%	50.0%	37.2%	82.2%	0.0%	0.0%	-39.9%	0	1.3K	0	0.00	74.36	N/A	N/A	214	0	1,865	14
2020-08-04	$0.91	$2.50	179.6%	51.5%	36.3%	86.0%	0.0%	0.0%	0.0%	0	1.3K	-2	0.00	100.43	N/A	N/A	35	0	2,030	14
2020-08-05	$0.90	$2.50	186.9%	53.6%	37.0%	91.6%	0.0%	0.0%	0.0%	0	1.3K	-2	0.00	90.71	N/A	N/A	50	0	2,033	14
2020-08-06	$0.93	$2.50	150.7%	0.0%	36.3%	63.9%	0.0%	0.0%	0.0%	0	1.3K	-2	0.00	130.10	N/A	N/A	167	0	2,039	14
2020-08-07	$1.03	$2.50	164.5%	74.0%	47.9%	74.5%	258.0%	0.0%	-38.0%	268	-50.8K	-252	0.00	95.57	N/A	N/A	1,255	1	2,137	14
2020-08-10	$1.02	$2.50	295.8%	84.8%	48.9%	100.0%	295.8%	0.0%	-42.6%	0	1.5K	-3	0.01	83.70	N/A	N/A	366	3	2,652	15
2020-08-11	$0.75	$2.50	140.8%	40.4%	125.1%	32.3%	0.0%	0.0%	-9.0%	0	1.4K	-3	0.08	17.48	N/A	N/A	130	10	2,613	18
2020-08-12	$0.73	$2.50	145.7%	41.8%	125.3%	34.4%	0.0%	0.0%	-35.8%	0	2.0K	-3	0.01	11.63	N/A	N/A	79	1	2,627	27
2020-08-13	$0.70	$2.50	152.5%	43.7%	125.2%	37.4%	0.0%	0.0%	-11.4%	0	1.8K	-3	0.00	10.62	N/A	N/A	4	0	2,677	26
2020-08-14	$0.71	$2.50	153.0%	43.9%	124.9%	37.6%	0.0%	0.0%	-12.3%	0	1.8K	-3	0.00	10.62	N/A	N/A	2	0	2,673	26
2020-08-17	$0.69	$2.50	179.1%	51.3%	125.1%	49.0%	0.0%	0.0%	-16.2%	0	1.6K	-3	0.00	6.82	N/A	N/A	20	0	2,673	23
2020-08-18	$0.71	$2.50	162.6%	46.6%	125.6%	41.8%	0.0%	0.0%	-44.7%	0	1.6K	-3	0.00	7.72	N/A	N/A	4	0	2,673	23
2020-08-19	$0.70	$2.50	167.0%	47.9%	125.1%	43.7%	0.0%	0.0%	-46.9%	0	1.6K	-3	0.00	90.57	N/A	N/A	40	0	2,675	23
2020-08-20	$0.70	$2.50	149.5%	0.0%	124.9%	36.1%	0.0%	0.0%	0.0%	0	1.6K	-3	0.00	86.28	N/A	N/A	39	0	2,664	23
2020-08-21	$0.69	$2.50	152.4%	0.0%	124.9%	37.3%	0.0%	0.0%	0.0%	0	1.6K	-3	0.00	106.76	N/A	N/A	1	0	2,660	23
2020-08-24	$0.67	$2.50	129.8%	0.0%	124.1%	27.4%	0.0%	0.0%	0.0%	0	1.5K	-2	0.00	109.98	N/A	N/A	11	0	2,081	22
2020-08-25	$0.67	$2.50	192.8%	55.3%	123.5%	55.0%	0.0%	0.0%	-61.8%	0	1.5K	-2	0.00	3.99	N/A	N/A	13	0	2,092	22
2020-08-26	$0.67	$2.50	197.0%	56.5%	120.9%	56.8%	0.0%	0.0%	-64.7%	0	1.5K	-2	0.00	105.52	N/A	N/A	86	0	2,090	22
2020-08-27	$0.66	$2.50	135.1%	0.0%	120.8%	29.8%	0.0%	0.0%	0.0%	0	1.5K	-2	0.00	116.35	N/A	N/A	20	0	2,176	22
2020-08-28	$0.69	$2.50	132.1%	0.0%	122.6%	28.5%	0.0%	0.0%	0.0%	0	1.5K	-2	0.00	102.89	N/A	N/A	8	0	2,186	22
2020-08-31	$0.66	$2.50	140.8%	0.0%	121.3%	32.3%	0.0%	0.0%	0.0%	0	1.5K	-2	0.00	116.09	N/A	N/A	14	0	2,194	22