GEN Options History — February 2021 In February 2021, GEN traded between $0.74 and $1.12. ATM implied volatility averaged 221.5%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 66.3%. IV traded above realized volatility by 116.3% (HV 20d: 105.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.13.
Notable Days 2021-02-10 : Highest Volume — 4,082 contracts2021-02-24 : Largest IV spike — 117.8% change2021-02-10 : Highest IV Rank — 100.0%2021-02-24 : Largest Expected Move — 101.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.90 $0.74 $1.12 $0.74 $0.80 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 221.5% 103.8% 352.8% 195.4% 103.8% Expected Move 66.3% 29.8% 101.1% 56.0% 29.8% HV 20d 105.2% 87.3% 117.7% 97.2% 114.0% HV 60d 83.2% 72.9% 91.7% 73.0% 91.7% IV Rank 58.9% 12.9% 100.0% 56.1% 12.9% IV Percentile 70.0% 4.4% 100.0% 95.2% 4.4% Term Structure 34.6% -66.9% 146.9% 146.9% 112.7% VWIV 283.6% 149.0% 352.8% 195.5% 352.8% Bid-Ask Spread % 18.75 5.18 103.73 5.18 7.62 Gamma HHI 0.97 0.77 1.00 1.00 1.00 Net GEX 36 0 677 0 0 Net DEX 42.3K -42.4K 62.4K 59.6K 53.5K Net VEX -30 -373 -7 -7 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.57 0.57 0.01 Total Volume 1,191.316 178 4,082 1,343 178 Total OI 10,592.368 6,887 12,796 6,887 11,162
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-01 $0.74 $2.50 195.4% 56.0% 97.2% 56.1% 195.5% 0.0% 0.0% 0 59.6K -7 0.57 5.18 N/A N/A 856 487 6,081 806 2021-02-02 $0.74 $2.50 130.8% 0.0% 97.5% 27.9% 0.0% 0.0% 0.0% 0 27.7K -7 0.14 16.67 N/A N/A 849 116 6,527 374 2021-02-03 $0.77 $2.50 148.6% 0.0% 88.6% 35.7% 0.0% 0.0% 0.0% 0 31.0K -8 0.39 8.22 N/A N/A 1,312 510 7,126 403 2021-02-04 $0.75 $2.50 132.5% 38.0% 88.0% 28.6% 0.0% 0.0% 146.9% 0 52.6K -9 0.14 13.44 N/A N/A 660 92 8,254 701 2021-02-05 $0.78 $2.50 139.5% 40.0% 87.3% 31.7% 149.0% 0.0% 95.9% 0 49.8K -9 0.35 6.39 N/A N/A 550 191 8,803 638 2021-02-08 $0.92 $2.50 136.1% 39.0% 102.3% 30.2% 0.0% 0.0% 120.7% 0 52.4K -10 0.09 8.23 N/A N/A 1,062 94 9,054 570 2021-02-09 $1.05 $2.50 261.1% 74.9% 109.5% 84.8% 249.1% 0.0% -7.1% 0 49.7K -10 0.05 19.64 N/A N/A 2,431 117 9,842 473 2021-02-10 $1.12 $2.50 338.8% 97.1% 109.6% 100.0% 326.6% 0.0% -3.7% 0 62.4K -12 0.03 12.25 N/A N/A 3,976 106 11,916 557 2021-02-11 $1.01 $2.50 289.0% 82.9% 107.7% 81.7% 286.6% 0.0% -22.7% 0 46.7K -12 0.00 18.98 N/A N/A 2,333 5 11,851 462 2021-02-12 $1.01 $2.50 235.0% 67.4% 107.4% 61.8% 348.8% 0.0% -56.0% 0 47.1K -12 0.03 15.19 N/A N/A 514 16 11,945 466 2021-02-16 $1.05 $2.50 224.5% 64.4% 105.6% 58.0% 312.8% 0.0% -17.0% 0 41.4K -12 0.09 28.06 N/A N/A 1,362 122 12,072 394 2021-02-17 $1.00 $2.50 304.4% 87.3% 107.8% 87.3% 304.4% 0.0% -0.3% 677 -42.4K -373 0.01 33.09 N/A N/A 544 7 12,270 482 2021-02-18 $0.97 $2.50 254.8% 73.1% 108.5% 69.1% 254.8% 0.0% 36.0% 0 46.9K -13 0.01 103.73 N/A N/A 1,052 6 12,313 483 2021-02-19 $0.94 $2.50 302.8% 86.8% 109.7% 86.8% 302.8% 0.0% -8.5% 2 44.3K -15 0.02 13.21 N/A N/A 540 11 11,975 476 2021-02-22 $0.93 $2.50 320.1% 91.8% 110.0% 93.1% 320.1% 0.0% -40.5% 6 40.1K -20 0.01 15.56 N/A N/A 1,161 17 9,859 458 2021-02-23 $0.84 $2.50 162.0% 46.4% 114.8% 35.0% 0.0% 0.0% 130.3% 0 39.2K -11 0.25 6.73 N/A N/A 429 109 10,102 467 2021-02-24 $0.88 $2.50 352.8% 101.1% 115.5% 100.0% 352.8% 0.0% -66.9% 0 49.2K -11 0.23 11.08 N/A N/A 502 116 10,182 559 2021-02-25 $0.80 $2.50 176.1% 50.5% 117.7% 38.2% 0.0% 0.0% 133.7% 0 53.4K -11 0.01 13.03 N/A N/A 200 2 10,484 668 2021-02-26 $0.80 $2.50 103.8% 29.8% 114.0% 12.9% 0.0% 0.0% 112.7% 0 53.5K -11 0.01 7.62 N/A N/A 176 2 10,493 669
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