GEN Options History — June 2023

In June 2023, GEN traded between $17.57 and $18.86. ATM implied volatility averaged 26.2%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 5.2% (HV 20d: 31.4%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2023-06-09: Highest Volume — 9,279 contracts
  • 2023-06-13: Largest IV drop — 21.5% change
  • 2023-06-12: Highest IV Rank — 3.3%
  • 2023-06-01: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.21$17.57$18.86$17.57$18.56
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV26.2%21.1%34.4%30.2%21.1%
Expected Move7.2%6.0%8.7%8.7%6.0%
HV 20d31.4%20.8%43.0%43.0%25.2%
HV 60d32.3%30.8%36.2%35.9%31.7%
IV Rank1.0%0.0%3.3%2.0%0.0%
IV Percentile9.2%0.0%38.1%20.6%0.0%
Term Structure5.1%-1.2%26.2%-1.2%6.5%
VWIV24.7%21.2%31.4%31.4%21.2%
Skew 25d3.1%-3.1%6.2%-3.1%5.5%
Skew 10d6.0%-11.5%14.1%-11.5%14.1%
Call IV 25d23.7%19.1%32.1%32.1%19.4%
Put IV 25d26.9%25.0%29.1%29.0%25.0%
Bid-Ask Spread %43.5717.0287.6617.7917.90
Gamma HHI0.310.280.360.280.34
Net GEX1.1M774.7K1.3M774.7K1.3M
Net DEX-24.1M-33.0M-16.8M-16.8M-27.7M
Net VEX-144.6K-153.8K-136.8K-138.1K-140.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.011.820.010.80
Total Volume886.4761579,2791,770157
Total OI48,397.8144,59850,75744,59849,306

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$17.57$17.0030.2%8.7%43.0%2.0%31.4%-3.1%-1.2%774.7K-16.8M-138.1K0.0117.79N/AN/A1,7442629,63514,963
2023-06-02$18.02$17.0029.1%8.3%42.9%1.7%29.3%1.3%-0.8%914.9K-22.2M-143.2K0.3417.04N/AN/A44715431,28614,954
2023-06-05$18.02$17.0028.8%8.1%41.4%1.6%27.0%2.7%1.3%953.0K-22.4M-143.3K0.8876.37N/AN/A41436431,34115,083
2023-06-06$18.11$17.0028.8%7.3%41.4%1.6%25.0%3.9%4.5%1.0M-22.7M-140.6K0.1324.26N/AN/A5447031,50315,425
2023-06-07$17.84$17.0029.6%7.2%41.7%1.9%27.1%4.1%3.6%967.9K-19.6M-138.5K1.2138.22N/AN/A19924031,35415,492
2023-06-08$17.77$17.0027.2%7.4%41.4%1.1%25.4%1.4%3.9%953.2K-19.0M-138.5K0.0927.42N/AN/A2041931,37715,604
2023-06-09$17.80$17.0029.2%7.0%41.4%1.7%23.7%4.9%4.8%969.3K-18.9M-136.8K0.0121.42N/AN/A9,1899031,50815,606
2023-06-12$18.30$17.0034.4%7.3%35.5%3.3%24.4%3.8%4.0%1.2M-26.5M-153.8K0.7620.02N/AN/A30123034,70315,672
2023-06-13$18.54$17.0027.0%6.9%35.5%1.1%24.4%3.2%3.1%1.2M-29.8M-153.5K0.0324.92N/AN/A283834,66315,900
2023-06-14$18.39$17.0026.6%7.6%26.5%0.9%25.0%3.6%3.2%1.2M-28.2M-153.0K0.1387.66N/AN/A2333034,81815,902
2023-06-15$18.86$17.0023.6%6.8%25.6%0.0%24.9%2.8%26.2%1.2M-33.0M-153.1K0.0964.41N/AN/A2222034,85515,902
2023-06-16$18.69$17.0022.6%6.5%26.3%0.0%23.1%1.9%4.8%1.0M-31.5M-150.2K0.4147.82N/AN/A1706934,82515,914
2023-06-20$18.63$17.0024.4%7.0%26.5%0.5%25.0%2.5%3.2%1.1M-27.4M-148.3K1.8252.34N/AN/A15327832,76415,121
2023-06-21$18.30$17.0024.2%6.9%20.8%0.5%24.1%0.8%5.1%1.1M-24.1M-146.1K0.2566.79N/AN/A3789632,87515,290
2023-06-22$18.09$17.0023.1%6.6%21.4%0.1%23.6%3.1%6.6%1.1M-21.8M-147.9K0.2482.54N/AN/A1984733,15115,334
2023-06-23$17.66$17.0023.3%6.7%23.2%0.2%23.4%1.6%6.1%1.0M-17.0M-141.2K0.0772.15N/AN/A2191533,22915,356
2023-06-26$18.09$17.0024.1%6.9%24.4%0.5%23.8%3.5%5.7%1.2M-21.8M-143.3K1.6229.83N/AN/A6510533,30315,363
2023-06-27$18.48$17.0024.5%7.0%24.9%0.6%23.0%6.1%4.9%1.2M-26.5M-141.7K0.0381.65N/AN/A1,0363433,32215,462
2023-06-28$18.30$17.0024.9%7.1%25.3%0.7%21.8%6.2%5.3%1.2M-24.2M-142.7K0.1427.47N/AN/A2503533,58515,482
2023-06-29$18.34$17.0024.4%7.0%25.0%0.5%21.6%6.1%6.3%1.2M-24.6M-142.4K0.1517.02N/AN/A2433733,61715,509
2023-06-30$18.56$17.0021.1%6.0%25.2%0.0%21.2%5.5%6.5%1.3M-27.7M-140.4K0.8017.90N/AN/A877033,76215,544