GEN Options History — August 2023

In August 2023, GEN traded between $18.63 and $21.13. ATM implied volatility averaged 25.6%, placing in the 1.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 13.0% (HV 20d: 38.6%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.89.

Notable Days

  • 2023-08-07: Highest Volume — 7,337 contracts
  • 2023-08-04: Largest IV drop — 27.8% change
  • 2023-08-03: Highest IV Rank — 5.9%
  • 2023-08-01: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.33$18.63$21.13$19.34$20.23
Max Pain$18.87$18.00$19.00$19.00$19.00
ATM IV25.6%21.1%39.9%38.0%21.1%
Expected Move7.1%6.1%10.9%10.9%6.1%
HV 20d38.6%20.2%42.9%20.2%41.4%
HV 60d31.4%29.8%36.2%30.2%30.4%
IV Rank1.6%0.2%5.9%5.3%0.2%
IV Percentile13.1%0.8%59.1%56.7%0.8%
Term Structure0.6%-7.8%2.6%-7.8%2.6%
VWIV25.5%20.9%44.3%44.3%20.9%
Skew 25d3.4%-1.7%6.7%1.7%-1.7%
Skew 10d5.8%-21.0%18.7%-21.0%-1.3%
Call IV 25d23.8%17.5%39.4%36.8%20.6%
Put IV 25d27.2%18.9%41.8%38.5%18.9%
Bid-Ask Spread %39.907.6188.7478.8320.29
Gamma HHI0.180.150.240.220.17
Net GEX823.2K644.7K1.2M729.0K815.6K
Net DEX-35.5M-43.1M-18.3M-24.8M-34.9M
Net VEX-122.0K-129.8K-100.8K-121.5K-114.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.016.890.374.36
Total Volume910.826567,33756150
Total OI44,498.95739,96348,27539,96345,239

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$19.34$19.0038.0%10.9%20.2%5.3%44.3%1.7%-7.8%729.0K-24.8M-121.5K0.3778.83N/AN/A411528,40411,559
2023-08-02$18.73$19.0037.5%10.8%21.5%5.2%38.6%2.3%-7.1%715.9K-19.8M-122.0K6.8981.19N/AN/A8457928,41711,563
2023-08-03$18.63$18.0039.9%8.8%21.4%5.9%33.5%4.7%-3.3%689.4K-18.3M-121.6K0.6388.74N/AN/A19912628,43812,055
2023-08-04$20.04$18.0028.8%7.2%33.1%2.5%25.3%1.6%0.3%757.8K-32.1M-114.4K0.2532.20N/AN/A1,37033928,56612,134
2023-08-07$21.13$18.0026.2%6.8%37.1%1.7%25.2%2.1%1.3%644.7K-41.3M-100.8K0.0380.29N/AN/A7,10822929,22512,394
2023-08-08$20.27$19.0027.3%7.4%40.6%2.1%26.7%2.6%-0.0%897.4K-35.6M-129.8K0.6322.53N/AN/A24915732,39212,525
2023-08-09$20.91$19.0023.9%6.9%41.7%1.1%24.0%3.5%1.4%790.1K-41.5M-127.2K0.0882.73N/AN/A1,70413132,37212,604
2023-08-10$20.73$19.0022.6%6.5%41.6%0.7%23.4%1.9%2.0%881.4K-41.2M-124.0K1.5711.62N/AN/A16025233,58812,720
2023-08-11$20.91$19.0022.7%6.5%41.2%0.7%22.3%4.2%1.7%914.2K-41.5M-128.8K0.6729.61N/AN/A24616433,53512,852
2023-08-14$21.04$19.0022.7%6.5%41.1%0.7%24.5%4.3%2.4%838.3K-43.1M-126.2K0.3514.84N/AN/A2669433,69812,830
2023-08-15$20.77$19.0022.8%6.5%41.5%0.7%22.6%3.3%1.8%928.6K-41.3M-124.1K0.0112.07N/AN/A776933,58012,920
2023-08-16$20.52$19.0023.2%6.7%41.8%0.8%23.0%2.9%1.9%791.5K-38.7M-127.6K0.0414.88N/AN/A9293633,94512,925
2023-08-17$20.20$19.0024.2%6.9%42.0%1.1%23.9%2.4%1.0%1.2M-36.0M-128.9K0.8425.28N/AN/A1,8051,52334,06712,944
2023-08-18$20.41$19.0024.8%7.1%41.8%1.3%24.4%4.3%1.1%800.7K-32.5M-128.5K0.0583.20N/AN/A3972133,89314,382
2023-08-21$20.82$19.0022.7%6.5%42.2%0.7%23.6%5.1%2.0%800.6K-38.7M-125.8K0.4814.15N/AN/A24211532,13312,127
2023-08-22$20.54$19.0022.8%6.5%42.3%0.7%23.7%6.3%1.5%807.3K-37.1M-123.6K0.4310.80N/AN/A1396032,31312,229
2023-08-23$20.70$19.0023.4%6.7%42.3%0.9%23.8%4.1%1.2%817.8K-38.6M-121.2K0.2474.45N/AN/A1463532,37312,282
2023-08-24$20.21$19.0023.6%6.8%42.9%1.0%23.4%0.4%2.3%804.5K-34.8M-121.4K0.7716.99N/AN/A967432,38312,284
2023-08-25$20.30$19.0023.3%6.7%42.9%0.9%23.1%5.6%2.5%808.9K-34.9M-121.9K1.0814.88N/AN/A10611432,37112,331
2023-08-28$20.46$19.0024.5%7.0%42.9%1.2%21.7%6.7%-0.1%809.1K-36.3M-119.6K0.2986.44N/AN/A2196432,41812,407
2023-08-29$20.57$19.0021.2%6.1%42.9%0.2%22.2%5.7%1.8%821.7K-37.7M-117.2K0.167.61N/AN/A1041732,53512,453
2023-08-30$20.23$19.0022.3%6.4%41.5%0.6%22.6%3.8%2.6%824.1K-34.9M-115.1K0.1813.97N/AN/A2203932,61212,459
2023-08-31$20.23$19.0021.1%6.1%41.4%0.2%20.9%-1.7%2.6%815.6K-34.9M-114.6K4.3620.29N/AN/A2812232,75212,487