GEN Options History — December 2020

In December 2020, GEN traded between $0.49 and $0.59. ATM implied volatility averaged 169.4%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 52.7%. IV traded above realized volatility by 119.0% (HV 20d: 50.4%). 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 0.95.

Notable Days

  • 2020-12-23: Highest Volume — 318 contracts
  • 2020-12-24: Largest IV drop — 47.9% change
  • 2020-12-16: Highest IV Rank — 58.1%
  • 2020-12-16: Largest Expected Move — 57.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.53$0.49$0.59$0.50$0.49
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV169.4%101.8%200.0%171.5%197.3%
Expected Move52.7%49.1%57.3%49.1%57.3%
HV 20d50.4%43.3%61.9%50.8%61.9%
HV 60d48.4%45.9%53.2%47.6%53.2%
IV Rank44.8%15.2%58.1%45.7%57.0%
IV Percentile70.5%9.9%98.8%76.2%97.6%
Term Structure-69.7%-100.4%-51.0%-51.0%-100.4%
Bid-Ask Spread %30.705.9383.418.405.93
Net GEX00000
Net DEX12.1K7.3K15.3K7.3K12.7K
Net VEX-3-3-2-2-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.008.001.008.00
Total Volume57.81813181245
Total OI2,532.8642,1942,9292,1942,929

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$0.50$2.50171.5%0.0%50.8%45.7%0.0%0.0%0.0%07.3K-21.008.40N/AN/A662,048146
2020-12-02$0.51$2.50171.3%0.0%50.9%45.6%0.0%0.0%0.0%07.7K-27.006.02N/AN/A4282,051150
2020-12-03$0.52$2.50171.2%49.1%50.8%45.5%0.0%0.0%-51.0%09.3K-20.0472.26N/AN/A9142,055178
2020-12-04$0.51$2.50175.3%50.3%49.7%47.4%0.0%0.0%-53.1%09.2K-20.5079.91N/AN/A842,144180
2020-12-07$0.50$2.50184.3%52.8%50.5%51.3%0.0%0.0%-59.0%09.0K-21.4121.73N/AN/A22312,142180
2020-12-08$0.52$2.50182.1%52.2%51.1%50.3%0.0%0.0%-59.6%010.9K-20.5071.48N/AN/A422,160210
2020-12-09$0.53$2.50182.3%52.3%46.8%50.4%0.0%0.0%-84.3%011.1K-20.2071.48N/AN/A512,163209
2020-12-10$0.55$2.50180.4%51.7%44.9%49.6%0.0%0.0%-61.5%011.6K-20.0683.41N/AN/A4832,168210
2020-12-11$0.56$2.50180.8%51.8%45.0%49.7%0.0%0.0%-62.9%011.9K-20.2729.09N/AN/A1542,199213
2020-12-14$0.56$2.50189.1%54.2%43.3%53.3%0.0%0.0%-92.6%012.1K-20.199.70N/AN/A75142,211216
2020-12-15$0.56$2.50192.1%55.1%43.3%54.7%0.0%0.0%-72.3%012.9K-21.0410.17N/AN/A24252,258230
2020-12-16$0.54$2.50200.0%57.3%45.0%58.1%0.0%0.0%-100.4%013.4K-30.3224.72N/AN/A31102,262249
2020-12-17$0.54$2.50130.5%0.0%44.7%27.8%0.0%0.0%0.0%014.0K-30.0075.56N/AN/A3002,273259
2020-12-18$0.55$2.50121.4%0.0%44.9%23.8%0.0%0.0%0.0%014.2K-30.3213.25N/AN/A2582,305259
2020-12-21$0.52$2.50132.0%0.0%50.0%28.4%0.0%0.0%0.0%013.5K-30.0016.92N/AN/A7602,319260
2020-12-22$0.54$2.50170.4%0.0%50.6%45.2%0.0%0.0%0.0%014.0K-30.016.02N/AN/A7512,394260
2020-12-23$0.59$2.50195.3%0.0%52.3%56.1%0.0%0.0%0.0%015.3K-30.006.17N/AN/A31802,396260
2020-12-24$0.55$2.50101.8%0.0%58.7%15.2%0.0%0.0%0.0%014.3K-30.0019.11N/AN/A13702,608260
2020-12-28$0.55$2.50148.7%0.0%56.7%35.7%0.0%0.0%0.0%014.3K-30.0226.29N/AN/A5012,612260
2020-12-29$0.53$2.50176.8%0.0%58.5%48.0%0.0%0.0%0.0%013.7K-30.0010.66N/AN/A102,660259
2020-12-30$0.52$2.50173.5%0.0%58.5%46.5%0.0%0.0%0.0%013.5K-30.007.22N/AN/A4002,659259
2020-12-31$0.49$2.50197.3%0.0%61.9%57.0%0.0%0.0%0.0%012.7K-38.005.93N/AN/A5402,670259