GEN Options History — January 2023

In January 2023, GEN traded between $21.14 and $22.91. ATM implied volatility averaged 31.8%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded below realized volatility by 546.0% (HV 20d: 577.8%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.61.

Notable Days

  • 2023-01-31: Highest Volume — 918 contracts
  • 2023-01-11: Largest IV spike — 21.8% change
  • 2023-01-31: Highest IV Rank — 3.9%
  • 2023-01-31: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.19$21.14$22.91$21.59$22.91
Max Pain$21.90$21.00$22.00$22.00$22.00
ATM IV31.8%24.1%36.8%28.2%36.8%
Expected Move9.6%8.1%10.5%8.1%10.5%
HV 20d577.8%21.9%1410.3%1410.3%22.0%
HV 60d822.6%821.7%823.1%823.1%821.7%
IV Rank2.3%0.0%3.9%0.8%3.9%
IV Percentile6.7%0.0%12.3%2.4%12.3%
Term Structure-3.8%-7.9%5.6%5.6%-6.5%
VWIV32.4%25.1%36.3%25.1%34.1%
Skew 25d5.0%2.0%7.6%3.3%4.2%
Skew 10d4.9%-8.0%14.7%8.3%1.5%
Call IV 25d30.9%25.9%35.1%27.1%33.8%
Put IV 25d35.9%29.1%39.6%30.3%38.0%
Bid-Ask Spread %78.3353.9997.4694.0968.01
Gamma HHI0.270.180.550.220.25
Net GEX113.0K-155.4K430.6K-27.2K194.0K
Net DEX-1.6M-5.7M3.0M922.8K-2.8M
Net VEX-44.7K-47.4K-42.9K-46.7K-46.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.013.720.220.08
Total Volume331.0531918588918
Total OI23,5228,57931,81430,1359,681

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$21.59$22.0028.2%8.1%1410.3%0.8%25.1%3.3%5.6%-27.2K922.8K-46.7K0.2294.09N/AN/A48210614,16015,975
2023-01-04$21.77$22.0029.0%8.3%1409.8%1.0%26.6%3.2%5.2%35.1K-78.7K-47.4K0.0997.46N/AN/A2382214,51715,996
2023-01-05$21.14$21.0028.5%10.3%1409.3%0.8%32.3%7.6%-3.1%-155.4K3.0M-43.8K0.0180.60N/AN/A513314,67416,006
2023-01-06$21.55$21.0024.1%9.9%1409.6%0.0%35.3%5.5%-4.0%-37.3K980.9K-45.4K1.7988.87N/AN/A11019714,89116,007
2023-01-09$21.55$22.0027.3%9.6%1409.2%1.0%33.3%4.4%-3.9%-42.3K912.5K-46.1K0.0471.57N/AN/A5872114,90716,159
2023-01-10$21.44$22.0028.1%10.1%1408.2%1.2%36.3%4.8%-3.2%-41.7K1.3M-44.4K0.2278.04N/AN/A821815,31916,174
2023-01-11$21.91$22.0034.2%9.8%1406.5%3.1%32.3%5.9%-4.2%92.8K-956.7K-45.5K3.7280.33N/AN/A4617115,24616,192
2023-01-12$21.86$22.0033.8%9.7%1404.6%2.9%34.2%4.5%-4.5%71.6K-745.7K-44.7K0.2981.30N/AN/A24715,28116,231
2023-01-13$22.43$22.0033.6%9.6%28.8%2.9%29.1%7.3%-5.2%303.5K-3.8M-45.1K0.0272.83N/AN/A265515,28716,235
2023-01-17$22.73$22.0031.9%9.1%23.4%2.4%31.9%5.8%-5.3%430.6K-5.7M-44.1K0.6984.11N/AN/A37726115,44216,232
2023-01-18$22.34$22.0034.0%9.8%23.9%3.0%32.2%5.1%-5.0%164.2K-3.3M-43.3K0.2771.56N/AN/A1965215,35016,464
2023-01-19$22.11$22.0033.8%9.7%24.0%2.9%33.8%4.4%-3.5%60.7K-2.0M-43.9K0.8283.64N/AN/A403315,28916,471
2023-01-20$22.45$22.0033.8%9.7%24.5%2.9%32.5%5.8%-4.3%134.2K-4.2M-42.9K0.1173.61N/AN/A2482815,28716,476
2023-01-23$22.76$22.0031.8%9.1%24.8%2.4%30.9%6.0%-4.2%162.4K-2.5M-43.2K0.1767.25N/AN/A208365,4383,141
2023-01-24$22.62$22.0032.3%9.3%24.3%2.5%31.7%5.7%-5.5%170.9K-2.5M-43.1K0.4493.91N/AN/A4181855,5893,173
2023-01-25$22.59$22.0032.3%9.3%24.4%2.5%33.8%4.5%-4.7%175.5K-2.3M-44.4K0.4381.10N/AN/A135585,7833,349
2023-01-26$22.59$22.0033.0%9.4%24.3%2.7%35.6%5.7%-6.3%179.9K-2.3M-43.6K0.8570.18N/AN/A88755,8433,406
2023-01-27$22.84$22.0033.1%9.5%22.0%2.7%32.0%3.9%-5.4%196.6K-3.0M-46.0K0.1853.99N/AN/A61115,8923,479
2023-01-30$22.69$22.0036.0%10.3%21.9%3.6%35.8%2.0%-7.9%191.5K-2.5M-44.9K1.6774.04N/AN/A1111855,9193,479
2023-01-31$22.91$22.0036.8%10.5%22.0%3.9%34.1%4.2%-6.5%194.0K-2.8M-46.4K0.0868.01N/AN/A848706,0213,660