GEN Options History — April 2023

In April 2023, GEN traded between $17.06 and $17.93. ATM implied volatility averaged 32.1%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 5.6% (HV 20d: 26.5%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.08.

Notable Days

  • 2023-04-05: Highest Volume — 991 contracts
  • 2023-04-12: Largest IV spike — 35.2% change
  • 2023-04-25: Highest IV Rank — 4.5%
  • 2023-04-25: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.54$17.06$17.93$17.20$17.69
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV32.1%25.8%38.4%27.1%35.3%
Expected Move9.6%7.8%11.0%7.8%10.1%
HV 20d26.5%18.5%39.7%39.7%21.5%
HV 60d34.2%33.8%34.7%34.6%34.0%
IV Rank2.6%0.7%4.5%1.1%3.6%
IV Percentile21.3%5.6%33.3%7.9%31.3%
Term Structure-1.3%-4.9%8.7%7.4%-4.4%
VWIV33.7%27.6%40.1%31.2%37.0%
Skew 25d7.1%3.6%10.3%3.6%5.7%
Skew 10d12.5%3.1%21.7%9.4%13.7%
Call IV 25d30.3%26.5%34.8%26.9%32.9%
Put IV 25d37.5%30.2%41.6%30.5%38.6%
Bid-Ask Spread %62.2929.0892.5192.5177.12
Gamma HHI0.370.230.520.500.26
Net GEX357.5K139.3K604.1K484.6K231.7K
Net DEX-5.8M-10.7M-875.7K-3.8M-2.6M
Net VEX-70.7K-77.8K-64.2K-74.8K-66.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.057.697.690.23
Total Volume303.15830991365466
Total OI28,561.42122,11531,45129,34922,983

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$17.20$17.0027.1%7.8%39.7%1.1%31.2%3.6%7.4%484.6K-3.8M-74.8K7.6992.51N/AN/A4232319,01710,332
2023-04-04$17.06$17.0029.7%8.5%38.5%1.9%30.8%8.0%7.1%473.2K-2.7M-75.0K0.2061.49N/AN/A1222519,05110,591
2023-04-05$17.29$17.0028.0%8.0%38.7%1.4%27.6%3.8%8.7%487.3K-4.3M-74.7K0.2092.35N/AN/A82816319,17910,562
2023-04-06$17.27$17.0027.4%10.5%36.9%1.2%35.9%10.1%-3.4%552.8K-4.6M-75.2K1.5065.19N/AN/A14822219,87710,614
2023-04-10$17.30$17.0030.0%10.3%28.4%2.0%40.1%8.6%-3.1%604.1K-4.7M-73.7K1.9267.72N/AN/A9518219,93810,680
2023-04-11$17.82$17.0025.8%10.4%29.7%0.7%35.0%10.3%-4.8%409.4K-9.4M-75.8K1.0053.20N/AN/A10210220,01210,854
2023-04-12$17.64$17.0034.9%10.0%25.6%3.5%35.5%8.9%-4.9%543.8K-7.9M-77.8K0.5583.15N/AN/A20211220,02410,886
2023-04-13$17.70$17.0033.8%9.7%25.5%3.1%33.2%8.0%-2.0%459.0K-8.3M-74.1K0.1148.23N/AN/A27320,02510,938
2023-04-14$17.57$17.0031.1%8.9%25.6%2.3%33.6%8.0%-0.6%556.2K-7.1M-71.6K0.0567.26N/AN/A102520,02610,879
2023-04-17$17.93$17.0032.9%9.4%26.2%2.9%32.6%7.1%-2.8%197.5K-10.7M-70.5K0.8032.49N/AN/A17413920,08910,881
2023-04-18$17.81$17.0032.9%9.4%25.5%2.9%31.6%7.4%-3.4%300.0K-9.4M-69.2K0.4950.93N/AN/A1587820,06010,975
2023-04-19$17.89$17.0032.1%9.2%23.3%2.6%31.2%8.2%-2.9%139.3K-10.3M-68.7K0.1338.15N/AN/A1632120,18711,034
2023-04-20$17.62$17.0032.4%9.3%20.7%2.7%31.7%5.6%-1.4%317.6K-8.2M-66.3K1.9129.08N/AN/A8716620,28211,040
2023-04-21$17.57$17.0032.1%9.2%19.7%2.6%33.1%6.0%-1.3%213.0K-8.0M-66.5K0.9674.77N/AN/A15715120,28911,162
2023-04-24$17.54$17.0033.1%9.5%19.7%2.9%32.5%6.4%-2.1%214.5K-2.3M-68.5K0.2370.39N/AN/A46410813,1618,954
2023-04-25$17.39$17.0038.4%11.0%18.5%4.5%37.3%6.8%-2.8%190.3K-1.6M-64.2K0.8658.43N/AN/A13811913,4529,051
2023-04-26$17.20$17.0038.3%11.0%18.9%4.5%37.9%7.2%-4.9%183.0K-875.7K-64.3K0.8978.32N/AN/A918113,5709,155
2023-04-27$17.73$17.0035.3%10.1%21.4%3.6%32.3%6.1%-3.8%235.6K-2.9M-67.0K0.8142.74N/AN/A1078713,6489,209
2023-04-28$17.69$17.0035.3%10.1%21.5%3.6%37.0%5.7%-4.4%231.7K-2.6M-66.1K0.2377.12N/AN/A3798713,7369,247