GEN Options History — December 2022

In December 2022, GEN traded between $20.91 and $22.94. ATM implied volatility averaged 27.8%, placing in the 0.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 1386.6% (HV 20d: 1414.4%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 2 of 12 trading days. Term structure was in contango for 12 of 12 days. Put/call ratio averaged 0.10.

Notable Days

2022-12-16: Highest Volume — 686 contracts
2022-12-22: Largest IV spike — 13.2% change
2022-12-27: Highest IV Rank — 1.2%
2022-12-27: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.52	$20.91	$22.94	$22.94	$21.34
Max Pain	$22.33	$22.00	$23.00	$23.00	$22.00
ATM IV	27.8%	25.7%	29.5%	26.9%	28.7%
Expected Move	8.0%	7.4%	8.4%	7.7%	8.2%
HV 20d	1414.4%	1407.6%	1429.2%	1427.8%	1410.8%
HV 60d	823.4%	823.2%	823.6%	823.4%	823.3%
IV Rank	0.6%	0.0%	1.2%	0.0%	0.9%
IV Percentile	1.5%	0.0%	3.2%	0.0%	3.2%
Term Structure	5.4%	4.0%	7.0%	4.2%	5.8%
VWIV	27.0%	25.5%	29.1%	26.7%	29.1%
Skew 25d	3.6%	2.1%	5.4%	2.5%	3.6%
Skew 10d	3.1%	-9.3%	13.6%	3.4%	-0.5%
Call IV 25d	26.1%	24.2%	28.0%	25.5%	26.2%
Put IV 25d	29.7%	28.0%	31.8%	28.0%	29.9%
Bid-Ask Spread %	81.58	58.91	101.53	101.53	89.33
Gamma HHI	0.21	0.16	0.27	0.20	0.24
Net GEX	-44.9K	-163.7K	234.2K	234.2K	-92.6K
Net DEX	3.5M	-134.3K	7.9M	-134.3K	2.4M
Net VEX	-49.5K	-62.1K	-44.3K	-62.1K	-44.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.34	0.34	0.07
Total Volume	257.833	46	686	146	212
Total OI	32,066.667	29,831	37,876	37,876	30,124

Daily Data (12 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
2022-12-14	$22.94	$23.00	26.9%	7.7%	1427.8%	0.0%	26.7%	2.5%	4.2%	234.2K	-134.3K	-62.1K	0.34	101.53	N/A	N/A	109	37	17,071	20,805
2022-12-15	$21.88	$23.00	26.3%	7.5%	1429.0%	0.0%	27.3%	2.1%	5.7%	125.6K	7.1M	-55.1K	0.19	72.40	N/A	N/A	193	37	17,034	20,829
2022-12-16	$21.62	$23.00	28.3%	8.1%	1429.2%	0.6%	28.0%	3.8%	4.0%	-69.9K	7.9M	-52.7K	0.09	78.39	N/A	N/A	627	59	17,031	20,376
2022-12-19	$21.43	$23.00	27.7%	8.0%	1408.5%	0.4%	27.4%	2.4%	4.9%	-72.7K	3.8M	-50.1K	0.26	58.91	N/A	N/A	232	61	13,609	16,781
2022-12-20	$21.45	$22.00	28.5%	8.2%	1407.6%	0.7%	27.3%	5.4%	5.7%	-74.4K	3.9M	-50.4K	0.06	77.53	N/A	N/A	110	7	13,747	16,822
2022-12-21	$21.52	$22.00	25.7%	7.4%	1408.0%	0.0%	25.8%	4.4%	4.8%	-54.6K	3.3M	-49.5K	0.00	67.43	N/A	N/A	168	0	13,814	16,781
2022-12-22	$21.23	$22.00	29.1%	8.3%	1409.3%	1.0%	27.0%	3.9%	4.5%	-105.5K	3.5M	-48.4K	0.01	79.66	N/A	N/A	292	2	13,872	16,308
2022-12-23	$21.27	$22.00	27.1%	7.8%	1410.3%	0.4%	25.6%	3.8%	7.0%	-96.0K	2.4M	-47.7K	0.07	91.94	N/A	N/A	43	3	13,872	15,959
2022-12-27	$21.45	$22.00	29.5%	8.4%	1410.7%	1.2%	27.4%	4.5%	5.4%	-63.6K	2.0M	-45.3K	0.00	89.71	N/A	N/A	280	1	13,888	15,965
2022-12-28	$20.91	$22.00	29.0%	8.3%	1410.8%	1.0%	27.3%	2.1%	6.2%	-163.7K	3.7M	-44.3K	0.02	86.43	N/A	N/A	348	8	13,978	15,965
2022-12-29	$21.26	$22.00	27.1%	7.8%	1410.6%	0.4%	25.5%	5.1%	6.4%	-105.4K	2.7M	-44.3K	0.04	85.69	N/A	N/A	256	9	14,182	15,987
2022-12-30	$21.34	$22.00	28.7%	8.2%	1410.8%	0.9%	29.1%	3.6%	5.8%	-92.6K	2.4M	-44.7K	0.07	89.33	N/A	N/A	198	14	14,149	15,975