GEN Options History — March 2021 In March 2021, GEN traded between $0.44 and $0.82. ATM implied volatility averaged 198.1%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 51.3%. IV traded above realized volatility by 5.9% (HV 20d: 192.2%). 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 11 of 19 days. Put/call ratio averaged 0.10.
Notable Days 2021-03-09 : Highest Volume — 7,927 contracts2021-03-18 : Largest IV spike — 75.8% change2021-03-18 : Highest IV Rank — 77.7%2021-03-02 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.56 $0.44 $0.82 $0.82 $0.44 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 198.1% 145.8% 293.4% 190.9% 253.4% Expected Move 51.3% 41.8% 56.3% 54.7% 47.8% HV 20d 192.2% 109.9% 216.4% 113.4% 194.0% HV 60d 136.9% 91.6% 143.0% 91.6% 142.7% IV Rank 44.1% 27.6% 77.7% 43.3% 62.6% IV Percentile 75.9% 24.6% 97.6% 86.9% 95.6% Term Structure 99.4% 55.5% 135.6% 126.9% 87.4% VWIV 181.6% 173.1% 190.9% 190.9% 189.8% Bid-Ask Spread % 14.34 3.62 64.21 11.76 3.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 41.1K 28.4K 55.0K 55.0K 28.4K Net VEX -13 -16 -8 -11 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.54 0.02 0.01 Total Volume 1,023.842 144 7,927 229 415 Total OI 12,642.474 8,459 15,790 11,229 8,626
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 2021-03-01 $0.82 $2.50 190.9% 54.7% 113.4% 43.3% 190.9% 0.0% 126.9% 0 55.0K -11 0.02 11.76 N/A N/A 225 4 10,558 671 2021-03-02 $0.82 $2.50 196.4% 56.3% 109.9% 45.3% 0.0% 0.0% 78.1% 0 54.9K -11 0.54 8.09 N/A N/A 173 93 10,475 670 2021-03-03 $0.49 $2.50 179.2% 0.0% 214.9% 39.3% 0.0% 0.0% 0.0% 0 33.9K -11 0.06 6.88 N/A N/A 1,965 111 10,523 691 2021-03-04 $0.47 $2.50 182.6% 52.3% 213.8% 40.4% 0.0% 0.0% 55.5% 0 34.1K -12 0.17 53.60 N/A N/A 629 109 11,158 726 2021-03-05 $0.48 $2.50 182.2% 52.2% 214.4% 40.3% 0.0% 0.0% 57.6% 0 38.4K -12 0.08 64.21 N/A N/A 328 27 11,477 801 2021-03-08 $0.52 $2.50 243.9% 0.0% 216.4% 61.9% 0.0% 0.0% 0.0% 0 42.1K -12 0.11 4.90 N/A N/A 977 103 11,614 810 2021-03-09 $0.56 $2.50 173.1% 49.6% 208.4% 37.1% 173.1% 0.0% 135.6% 0 43.5K -13 0.01 5.77 N/A N/A 7,844 83 12,283 777 2021-03-10 $0.58 $2.50 177.9% 51.0% 201.4% 38.8% 177.9% 0.0% 122.0% 0 42.9K -15 0.05 53.68 N/A N/A 1,324 69 14,217 739 2021-03-11 $0.57 $2.50 145.8% 41.8% 198.4% 27.6% 179.4% 0.0% 108.0% 0 43.1K -15 0.02 4.90 N/A N/A 739 12 14,031 757 2021-03-12 $0.57 $2.50 178.6% 51.2% 197.0% 39.0% 178.6% 0.0% 111.0% 0 43.2K -15 0.23 5.77 N/A N/A 475 107 14,126 758 2021-03-15 $0.58 $2.50 184.7% 52.9% 197.4% 36.8% 0.0% 0.0% 107.6% 0 50.1K -15 0.16 4.49 N/A N/A 611 100 14,304 863 2021-03-16 $0.57 $2.50 189.8% 54.4% 195.9% 38.7% 189.8% 0.0% 103.3% 0 45.3K -15 0.06 4.49 N/A N/A 616 39 14,673 795 2021-03-17 $0.56 $2.50 166.9% 47.8% 195.8% 30.1% 0.0% 0.0% 87.4% 0 45.1K -16 0.01 4.10 N/A N/A 143 1 14,950 805 2021-03-18 $0.53 $2.50 293.4% 0.0% 196.0% 77.7% 0.0% 0.0% 0.0% 0 40.1K -16 0.00 13.86 N/A N/A 423 2 14,942 757 2021-03-19 $0.55 $2.50 274.3% 0.0% 197.5% 70.5% 0.0% 0.0% 0.0% 0 41.5K -16 0.24 6.65 N/A N/A 190 45 15,035 755 2021-03-22 $0.54 $2.50 175.1% 0.0% 197.4% 33.2% 0.0% 0.0% 0.0% 0 34.5K -8 0.07 4.49 N/A N/A 453 30 7,820 639 2021-03-23 $0.51 $2.50 183.4% 0.0% 195.8% 36.3% 0.0% 0.0% 0.0% 0 33.5K -9 0.05 5.69 N/A N/A 644 32 7,964 657 2021-03-24 $0.48 $2.50 192.5% 0.0% 194.3% 39.7% 0.0% 0.0% 0.0% 0 30.9K -9 0.01 5.44 N/A N/A 309 3 8,116 644 2021-03-25 $0.44 $2.50 253.4% 0.0% 194.0% 62.6% 0.0% 0.0% 0.0% 0 28.4K -9 0.01 3.62 N/A N/A 410 5 7,980 646
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