GEN Options History — July 2023

In July 2023, GEN traded between $17.94 and $19.73. ATM implied volatility averaged 29.8%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 6.3% (HV 20d: 23.6%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2023-07-21: Highest Volume — 1,379 contracts
  • 2023-07-12: Largest IV spike — 22.4% change
  • 2023-07-31: Highest IV Rank — 5.1%
  • 2023-07-31: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.97$17.94$19.73$18.51$19.39
Max Pain$18.40$17.00$19.00$17.00$19.00
ATM IV29.8%20.4%37.3%20.4%37.3%
Expected Move8.9%5.8%10.7%5.8%10.7%
HV 20d23.6%19.8%26.4%23.8%20.2%
HV 60d31.7%30.5%32.1%31.6%30.5%
IV Rank2.8%0.0%5.1%0.0%5.1%
IV Percentile29.3%0.0%56.3%0.0%56.3%
Term Structure-3.2%-8.9%7.1%7.1%-8.9%
VWIV30.5%21.7%35.7%21.7%35.7%
Skew 25d4.4%1.2%8.1%1.2%2.0%
Skew 10d5.5%-9.2%20.2%-5.2%-1.4%
Call IV 25d29.0%23.0%36.3%23.2%36.3%
Put IV 25d33.4%24.5%38.3%24.5%38.3%
Bid-Ask Spread %49.5611.4582.6177.9182.61
Gamma HHI0.350.220.650.340.22
Net GEX1.2M657.7K1.9M1.3M735.7K
Net DEX-29.4M-40.7M-18.9M-26.9M-25.5M
Net VEX-128.2K-138.4K-120.6K-138.3K-122.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.021.661.660.02
Total Volume437.6711,37933383
Total OI47,286.738,23052,25249,38239,819

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$18.51$17.0020.4%5.8%23.8%0.0%21.7%1.2%7.1%1.3M-26.9M-138.3K1.6677.91N/AN/A12520833,80115,581
2023-07-05$18.04$17.0023.0%6.6%25.7%0.8%23.0%2.8%4.9%1.3M-20.6M-135.8K0.0966.25N/AN/A2722433,91215,784
2023-07-06$17.94$19.0024.0%8.6%25.7%1.1%29.9%5.0%-2.5%1.2M-18.9M-134.9K0.2537.99N/AN/A2185434,15615,821
2023-07-07$18.13$19.0022.5%8.5%25.4%0.6%29.0%4.3%-1.4%1.3M-22.1M-134.3K0.5835.31N/AN/A38222134,20015,869
2023-07-10$18.37$19.0026.1%8.9%25.7%1.7%28.7%4.9%-3.8%1.4M-25.1M-138.4K0.1122.23N/AN/A64734,46316,070
2023-07-11$18.73$19.0023.4%8.3%26.4%0.9%29.6%6.4%-2.0%1.4M-29.6M-132.3K0.1412.70N/AN/A5928234,46316,069
2023-07-12$18.84$18.0028.7%8.2%24.8%2.5%28.8%4.5%-1.6%1.5M-32.2M-133.5K0.5611.45N/AN/A824634,80216,057
2023-07-13$19.21$18.0030.2%8.7%25.3%2.9%30.1%4.1%-3.2%1.3M-36.8M-128.1K0.0216.84N/AN/A458834,80216,095
2023-07-14$18.96$18.0031.1%8.9%25.6%3.2%31.1%3.4%-4.1%1.5M-33.8M-128.4K0.1219.20N/AN/A2192734,84816,102
2023-07-17$18.94$18.0031.4%9.0%24.0%3.3%31.3%4.6%-3.8%1.6M-33.5M-125.6K0.1635.64N/AN/A4547434,94216,117
2023-07-18$19.21$18.0032.0%9.2%24.2%3.5%31.7%5.8%-3.9%1.5M-37.5M-127.8K0.4728.25N/AN/A1617635,34116,189
2023-07-19$19.32$18.0032.6%9.4%24.2%3.7%31.5%5.5%-4.6%1.3M-38.9M-124.8K0.3133.21N/AN/A2858735,39316,222
2023-07-20$19.06$18.0032.3%9.2%23.8%3.6%29.2%5.4%-4.3%1.9M-35.8M-123.6K0.0843.81N/AN/A6054935,49016,251
2023-07-21$19.34$18.0033.2%9.5%23.6%3.9%31.1%8.1%-4.4%657.7K-40.7M-124.0K0.0376.81N/AN/A1,3403935,97516,277
2023-07-24$19.26$19.0033.6%9.6%21.5%4.0%31.7%3.5%-3.6%680.5K-24.0M-122.5K0.5575.14N/AN/A1116127,08311,147
2023-07-25$19.59$19.0033.1%9.5%20.8%3.8%35.1%4.3%-5.0%665.2K-26.6M-121.2K0.9376.31N/AN/A31128927,17511,190
2023-07-26$19.73$19.0033.0%9.4%19.8%3.8%32.7%7.3%-5.7%662.9K-27.8M-120.6K0.0779.11N/AN/A1,1308327,32011,349
2023-07-27$19.44$19.0034.8%10.0%20.3%4.3%33.9%2.2%-6.7%719.4K-25.8M-124.1K0.2280.11N/AN/A2365328,32611,427
2023-07-28$19.48$19.0033.9%9.7%20.3%4.1%33.5%2.3%-6.6%722.2K-26.2M-123.4K0.2380.36N/AN/A1112528,33611,470
2023-07-31$19.39$19.0037.3%10.7%20.2%5.1%35.7%2.0%-8.9%735.7K-25.5M-122.1K0.0282.61N/AN/A81228,34411,475