GEN Options History — September 2020

In September 2020, GEN traded between $0.54 and $0.67. ATM implied volatility averaged 163.1%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 49.8%. IV traded above realized volatility by 101.8% (HV 20d: 61.3%). 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 5 of 21 days. Put/call ratio averaged 0.03.

Notable Days

  • 2020-09-03: Highest Volume — 152 contracts
  • 2020-09-28: Largest IV spike — 110.8% change
  • 2020-09-28: Highest IV Rank — 80.9%
  • 2020-09-21: Largest Expected Move — 56.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.61$0.54$0.67$0.66$0.54
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV163.1%115.5%252.2%142.4%128.2%
Expected Move49.8%42.7%56.0%42.7%56.0%
HV 20d61.3%36.6%121.7%121.3%47.9%
HV 60d81.9%79.2%85.7%85.4%79.3%
IV Rank42.0%21.2%80.9%32.9%26.8%
IV Percentile68.9%23.0%99.6%49.2%34.9%
Term Structure7.6%-86.0%43.0%39.5%-14.3%
Bid-Ask Spread %66.194.19107.1899.6870.75
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX1.4K1.2K1.6K1.5K1.2K
Net VEX-2-2-2-2-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.250.080.08
Total Volume17.8570152142
Total OI2,281.3332,1702,4722,2062,190

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$0.66$2.50142.4%0.0%121.3%32.9%0.0%0.0%0.0%01.5K-20.0899.68N/AN/A1312,18422
2020-09-02$0.63$2.50148.8%0.0%121.7%35.8%0.0%0.0%0.0%01.4K-20.0075.75N/AN/A102,18423
2020-09-03$0.64$2.50148.9%42.7%120.9%35.8%0.0%0.0%39.5%01.5K-20.00107.04N/AN/A15202,18423
2020-09-04$0.63$2.50188.1%53.9%112.2%52.9%0.0%0.0%-4.2%01.4K-20.00107.18N/AN/A002,34623
2020-09-08$0.63$2.50160.1%45.9%112.5%40.7%0.0%0.0%27.8%01.4K-20.0087.01N/AN/A402,34623
2020-09-09$0.62$2.50164.1%47.0%38.0%42.4%0.0%0.0%43.0%01.4K-20.0054.27N/AN/A102,34723
2020-09-10$0.60$2.50170.2%48.8%38.4%45.1%0.0%0.0%20.9%01.4K-20.0062.06N/AN/A102,34723
2020-09-11$0.60$2.50129.0%0.0%36.6%27.1%0.0%0.0%0.0%01.4K-20.1067.36N/AN/A1012,34723
2020-09-14$0.62$2.50189.2%0.0%38.6%53.4%0.0%0.0%0.0%01.5K-20.2559.68N/AN/A412,35724
2020-09-15$0.65$2.50173.4%49.7%42.1%46.5%0.0%0.0%-86.0%01.5K-20.0032.40N/AN/A012,35623
2020-09-16$0.67$2.50172.5%49.4%42.3%46.1%0.0%0.0%33.8%01.6K-20.0084.30N/AN/A012,36124
2020-09-17$0.64$2.50181.3%52.0%44.8%49.9%0.0%0.0%0.0%01.5K-20.0088.90N/AN/A11202,36124
2020-09-18$0.64$2.50184.5%52.9%44.8%51.3%0.0%0.0%0.0%01.5K-20.0082.24N/AN/A1502,44824
2020-09-21$0.64$2.50195.2%56.0%44.7%56.0%0.0%0.0%-14.3%01.4K-20.0074.79N/AN/A602,14822
2020-09-22$0.62$2.50171.4%0.0%44.9%45.6%0.0%0.0%0.0%01.4K-20.007.66N/AN/A702,15322
2020-09-23$0.60$2.50165.7%0.0%46.0%43.1%0.0%0.0%0.0%01.3K-20.0857.30N/AN/A1312,15522
2020-09-24$0.60$2.50115.5%0.0%46.0%21.2%0.0%0.0%0.0%01.4K-20.0082.56N/AN/A502,15523
2020-09-25$0.58$2.50119.6%0.0%47.0%23.0%0.0%0.0%0.0%01.3K-20.0080.31N/AN/A102,15623
2020-09-28$0.54$2.50252.2%0.0%48.4%80.9%0.0%0.0%0.0%01.2K-20.004.19N/AN/A802,15723
2020-09-29$0.55$2.50125.9%0.0%47.9%25.7%0.0%0.0%0.0%01.3K-20.084.65N/AN/A1312,16623
2020-09-30$0.54$2.50128.2%0.0%47.9%26.8%0.0%0.0%0.0%01.2K-20.0070.75N/AN/A022,16723