GEN Options History — November 2020

In November 2020, GEN traded between $0.44 and $0.53. ATM implied volatility averaged 173.1%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 54.8%. IV traded above realized volatility by 121.5% (HV 20d: 51.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 21.41.

Notable Days

  • 2020-11-25: Highest Volume — 211 contracts
  • 2020-11-16: Largest IV drop — 21.5% change
  • 2020-11-12: Highest IV Rank — 57.8%
  • 2020-11-12: Largest Expected Move — 57.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.48$0.44$0.53$0.44$0.51
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV173.1%150.5%199.3%183.6%167.6%
Expected Move54.8%52.3%57.1%52.3%54.9%
HV 20d51.6%44.6%56.6%44.6%51.7%
HV 60d48.5%42.5%74.2%74.2%47.6%
IV Rank46.4%36.5%57.8%51.0%44.0%
IV Percentile76.0%52.4%98.8%89.3%71.4%
Term Structure-46.0%-50.2%-40.4%-40.4%-50.2%
Bid-Ask Spread %76.0715.56101.7769.8174.34
Net GEX00000
Net DEX6.5K3.0K9.3K3.0K7.3K
Net VEX-2-2-2-2-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.410.0181.0044.001.00
Total Volume56.7502119010
Total OI2,136.81,9372,2522,0682,189

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$0.44$2.50183.6%0.0%44.6%51.0%0.0%0.0%0.0%03.0K-244.0069.81N/AN/A2881,99969
2020-11-03$0.44$2.50185.6%0.0%44.6%51.8%0.0%0.0%0.0%03.0K-21.15101.77N/AN/A13151,99969
2020-11-04$0.45$2.50185.2%0.0%45.9%51.6%0.0%0.0%0.0%03.7K-213.0083.83N/AN/A3392,01282
2020-11-05$0.47$2.50182.4%52.3%48.6%50.4%0.0%0.0%-40.4%06.1K-218.0089.84N/AN/A2362,015129
2020-11-06$0.47$2.50184.5%52.9%48.6%51.4%0.0%0.0%-41.6%06.7K-24.0075.39N/AN/A5202,015142
2020-11-09$0.46$2.50194.1%55.6%48.8%55.5%0.0%0.0%-46.0%05.8K-21.0282.57N/AN/A49502,016125
2020-11-10$0.49$2.50189.1%54.2%54.7%53.3%0.0%0.0%-45.6%08.6K-213.1476.44N/AN/A7922,032175
2020-11-11$0.47$2.50196.6%56.4%55.6%56.7%0.0%0.0%-48.3%07.0K-281.0015.56N/AN/A1812,038148
2020-11-12$0.47$2.50199.3%57.1%54.4%57.8%0.0%0.0%-49.8%06.3K-271.0079.06N/AN/A1712,040134
2020-11-13$0.49$2.50191.6%54.9%56.6%54.4%0.0%0.0%-50.2%06.7K-240.0069.81N/AN/A1402,041137
2020-11-16$0.49$2.50150.5%0.0%56.2%36.5%0.0%0.0%0.0%08.7K-224.0079.84N/AN/A2482,043177
2020-11-17$0.48$2.50153.7%0.0%56.6%37.9%0.0%0.0%0.0%06.6K-20.6797.39N/AN/A642,045138
2020-11-18$0.49$2.50153.0%0.0%55.2%37.6%0.0%0.0%0.0%06.6K-20.3687.59N/AN/A1142,050135
2020-11-19$0.49$2.50154.3%0.0%54.7%38.2%0.0%0.0%0.0%06.6K-270.0082.12N/AN/A1702,061134
2020-11-20$0.49$2.50155.7%0.0%49.4%38.8%0.0%0.0%0.0%09.3K-20.0071.40N/AN/A0732,062190
2020-11-23$0.48$2.50162.2%0.0%49.3%41.6%0.0%0.0%0.0%06.4K-23.0086.11N/AN/A131,803134
2020-11-24$0.52$2.50155.7%0.0%56.3%38.8%0.0%0.0%0.0%07.5K-20.0128.89N/AN/A7411,804145
2020-11-25$0.53$2.50155.3%0.0%48.6%38.6%0.0%0.0%0.0%07.7K-20.0181.07N/AN/A20921,875145
2020-11-27$0.51$2.50162.1%0.0%51.7%41.6%0.0%0.0%0.0%07.3K-20.0088.56N/AN/A002,045144
2020-11-30$0.51$2.50167.6%0.0%51.7%44.0%0.0%0.0%0.0%07.3K-21.0074.34N/AN/A552,045144