GEN Options History — January 2021

In January 2021, GEN traded between $0.50 and $0.76. ATM implied volatility averaged 169.0%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded above realized volatility by 80.0% (HV 20d: 89.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.38.

Notable Days

  • 2021-01-28: Highest Volume — 2,006 contracts
  • 2021-01-28: Largest IV spike — 42.7% change
  • 2021-01-28: Highest IV Rank — 56.0%
  • 2021-01-28: Largest Expected Move — 55.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.66$0.50$0.76$0.50$0.68
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV169.0%136.8%195.1%169.8%164.8%
Expected Move49.1%41.5%55.9%48.7%55.9%
HV 20d89.1%62.0%98.7%62.0%98.1%
HV 60d65.8%53.4%71.4%53.4%71.3%
IV Rank44.6%30.5%56.0%44.9%42.7%
IV Percentile64.6%25.4%94.4%66.7%56.7%
Term Structure-43.3%-92.0%21.9%-55.7%-35.4%
VWIV173.6%163.3%183.2%173.8%174.2%
Bid-Ask Spread %25.956.4477.4177.4177.10
Net GEX00000
Net DEX25.4K16.3K59.0K16.6K59.0K
Net VEX-3-6-2-3-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.026.555.570.15
Total Volume525.316662,006921,829
Total OI3,313.2112,1405,5553,0035,555

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$0.50$2.50169.8%48.7%62.0%44.9%0.0%0.0%-55.7%016.6K-35.5777.41N/AN/A14782,670333
2021-01-05$0.57$2.50184.3%52.8%77.4%51.3%173.8%0.0%-89.7%017.5K-36.5527.91N/AN/A201312,683307
2021-01-06$0.55$2.50163.3%46.8%78.3%42.1%163.3%0.0%-29.2%016.3K-30.328.44N/AN/A90292,703296
2021-01-07$0.58$2.50190.0%54.5%79.3%53.7%183.2%0.0%-92.0%018.7K-33.9119.45N/AN/A532072,792322
2021-01-08$0.59$2.50174.7%50.1%79.2%47.1%0.0%0.0%-30.4%028.1K-32.078.63N/AN/A611262,819477
2021-01-11$0.61$2.50161.6%46.3%79.1%41.4%0.0%0.0%-33.7%020.3K-31.0712.80N/AN/A82882,878332
2021-01-12$0.65$2.50156.6%44.9%81.7%39.2%0.0%0.0%-33.7%027.6K-31.2735.62N/AN/A1271612,961424
2021-01-13$0.76$2.50174.2%49.9%97.1%46.9%174.2%0.0%21.9%020.1K-30.0240.32N/AN/A6513,061265
2021-01-14$0.75$2.50144.7%41.5%97.5%34.0%0.0%0.0%-10.8%019.8K-30.0715.56N/AN/A630473,214264
2021-01-15$0.72$2.50151.4%43.4%97.9%36.9%0.0%0.0%-38.5%021.7K-40.8747.29N/AN/A1481293,508302
2021-01-19$0.71$2.50162.6%46.6%98.3%41.8%0.0%0.0%-44.7%021.7K-20.716.44N/AN/A2451751,835305
2021-01-20$0.70$2.50167.0%47.9%98.7%43.7%0.0%0.0%-46.9%026.3K-20.656.44N/AN/A3332171,988376
2021-01-21$0.70$2.50169.9%48.7%95.6%45.0%0.0%0.0%-48.6%026.0K-30.296.44N/AN/A4591322,270371
2021-01-22$0.72$2.50169.3%48.5%95.3%44.7%0.0%0.0%-49.5%030.2K-30.7022.28N/AN/A3342342,678419
2021-01-25$0.68$2.50186.9%53.6%94.3%52.4%0.0%0.0%-58.5%023.7K-30.4014.05N/AN/A3211292,878349
2021-01-26$0.69$2.50188.7%54.1%89.8%53.2%0.0%0.0%-60.5%023.5K-30.4812.44N/AN/A5222493,109340
2021-01-27$0.64$2.50136.8%0.0%94.9%30.5%0.0%0.0%0.0%028.9K-40.8835.94N/AN/A2712383,360451
2021-01-28$0.70$2.50195.1%55.9%97.6%56.0%0.0%0.0%-35.4%036.0K-40.3118.45N/AN/A1,5304763,541515
2021-01-29$0.68$2.50164.8%0.0%98.1%42.7%0.0%0.0%0.0%059.0K-60.1577.10N/AN/A1,5892404,687868