GEN Options History — October 2020

In October 2020, GEN traded between $0.42 and $0.54. ATM implied volatility averaged 175.4%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 50.7%. IV traded above realized volatility by 135.4% (HV 20d: 40.0%). 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 5 of 22 days. Put/call ratio averaged 3.94.

Notable Days

  • 2020-10-14: Highest Volume — 508 contracts
  • 2020-10-02: Largest IV spike — 21.5% change
  • 2020-10-02: Highest IV Rank — 72.5%
  • 2020-10-16: Largest Expected Move — 55.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.50$0.42$0.54$0.54$0.42
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV175.4%149.8%232.9%191.7%182.8%
Expected Move50.7%47.4%55.0%53.9%55.0%
HV 20d40.0%33.5%46.0%46.0%39.5%
HV 60d78.0%76.6%79.3%79.3%76.9%
IV Rank47.4%36.2%72.5%54.5%50.6%
IV Percentile79.8%54.4%99.2%95.2%89.3%
Term Structure60.0%-39.4%101.0%101.0%-39.4%
Bid-Ask Spread %80.346.85117.6373.41109.62
Net GEX00000
Net DEX3.1K1.3K9.4K1.3K9.4K
Net VEX-2-3-2-2-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.940.0032.670.005.91
Total Volume11525089161
Total OI2,220.5911,8082,9142,1912,222

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$0.54$2.50191.7%0.0%46.0%54.5%0.0%0.0%0.0%01.3K-20.0073.41N/AN/A902,16724
2020-10-02$0.54$2.50232.9%0.0%45.3%72.5%0.0%0.0%0.0%01.3K-20.0072.53N/AN/A1202,17424
2020-10-05$0.53$2.50187.8%53.9%45.4%52.8%0.0%0.0%0.0%01.3K-20.006.85N/AN/A1902,18624
2020-10-06$0.53$2.50165.2%47.4%45.4%42.9%0.0%0.0%101.0%01.3K-20.00107.38N/AN/A1102,19824
2020-10-07$0.53$2.50167.1%47.9%45.4%43.7%0.0%0.0%100.5%01.3K-20.0487.98N/AN/A7832,21924
2020-10-08$0.54$2.50166.9%47.9%45.3%43.7%0.0%0.0%99.1%01.5K-20.0028.07N/AN/A7802,28927
2020-10-09$0.54$2.50168.9%48.4%45.3%44.6%0.0%0.0%97.8%01.5K-20.0095.34N/AN/A2102,31727
2020-10-12$0.54$2.50175.3%50.3%43.1%47.3%0.0%0.0%-36.2%01.5K-20.0095.83N/AN/A4902,33827
2020-10-13$0.53$2.50179.7%51.5%38.2%49.3%0.0%0.0%96.9%01.4K-20.0084.60N/AN/A202,38727
2020-10-14$0.54$2.50180.0%51.6%36.7%49.4%0.0%0.0%-39.4%01.5K-20.0493.05N/AN/A488202,38727
2020-10-15$0.52$2.50186.9%53.6%35.8%52.4%0.0%0.0%0.0%02.4K-30.0475.65N/AN/A5322,83647
2020-10-16$0.51$2.50192.0%55.0%35.7%54.6%0.0%0.0%0.0%02.4K-30.6777.89N/AN/A1282,86747
2020-10-19$0.50$2.50152.1%0.0%35.6%37.2%0.0%0.0%0.0%01.8K-20.0187.71N/AN/A7211,77236
2020-10-20$0.50$2.50149.8%0.0%35.1%36.2%0.0%0.0%0.0%01.8K-20.2874.21N/AN/A50141,83835
2020-10-21$0.48$2.50155.0%0.0%35.9%38.4%0.0%0.0%0.0%02.4K-20.7376.46N/AN/A15111,87449
2020-10-22$0.49$2.50154.3%0.0%37.4%38.2%0.0%0.0%0.0%02.6K-20.5971.40N/AN/A27161,88453
2020-10-23$0.46$2.50161.9%0.0%41.2%41.5%0.0%0.0%0.0%03.0K-232.67117.63N/AN/A61961,90966
2020-10-26$0.45$2.50168.6%0.0%34.9%44.4%0.0%0.0%0.0%07.8K-228.6386.95N/AN/A82291,915173
2020-10-27$0.45$2.50170.3%0.0%33.5%45.1%0.0%0.0%0.0%04.0K-29.1069.74N/AN/A292641,92390
2020-10-28$0.42$2.50188.8%0.0%39.5%53.2%0.0%0.0%0.0%09.4K-20.0071.29N/AN/A02551,952224
2020-10-29$0.42$2.50181.0%0.0%39.5%49.8%0.0%0.0%0.0%07.2K-25.91103.97N/AN/A452661,953171
2020-10-30$0.42$2.50182.8%0.0%39.5%50.6%0.0%0.0%0.0%09.4K-20.00109.62N/AN/A01611,999223