GEN Options History — October 2023

In October 2023, GEN traded between $16.45 and $17.71. ATM implied volatility averaged 35.1%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.7% (HV 20d: 21.4%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 3.60.

Notable Days

  • 2023-10-03: Highest Volume — 10,095 contracts
  • 2023-10-11: Largest IV spike — 27.3% change
  • 2023-10-27: Highest IV Rank — 8.0%
  • 2023-10-27: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.16$16.45$17.71$17.55$16.63
Max Pain$18.95$17.00$20.00$17.00$18.00
ATM IV35.1%26.2%45.5%26.2%42.6%
Expected Move10.4%7.5%13.0%7.5%12.2%
HV 20d21.4%17.1%25.2%18.9%25.0%
HV 60d29.6%23.7%31.0%29.7%23.7%
IV Rank4.9%2.3%8.0%2.3%7.2%
IV Percentile63.7%26.6%84.1%26.6%84.1%
Term Structure-3.6%-7.9%7.3%7.3%-7.8%
VWIV35.7%26.7%43.3%26.7%43.3%
Skew 25d5.2%-0.6%8.0%-0.6%3.0%
Skew 10d9.2%-8.9%23.4%-8.9%-4.9%
Call IV 25d34.1%27.4%43.3%27.8%43.3%
Put IV 25d39.3%27.2%47.6%27.2%46.4%
Bid-Ask Spread %55.1211.2586.5774.4278.42
Gamma HHI0.340.170.780.210.17
Net GEX488.4K-44.4K1.2M876.4K14.1K
Net DEX-897.5K-7.6M5.2M-7.6M4.8M
Net VEX-51.0K-83.2K-39.5K-83.2K-51.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.600.0431.2931.290.49
Total Volume856.2273210,095452161
Total OI29,863.59120,24641,30240,90324,601

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$17.55$17.0026.2%7.5%18.9%2.3%26.7%-0.6%7.3%876.4K-7.6M-83.2K31.2974.42N/AN/A1443830,75810,145
2023-10-03$17.34$17.0030.7%8.8%17.6%3.6%30.1%5.5%5.1%784.2K-5.7M-82.5K0.4311.25N/AN/A7,0603,03530,82410,478
2023-10-04$17.14$17.0028.2%8.1%17.1%2.8%28.1%4.0%5.6%607.0K-2.0M-54.3K13.5975.45N/AN/A1723123,8638,012
2023-10-05$16.98$20.0027.2%10.1%17.1%2.6%35.8%4.1%-3.8%587.6K-816.0K-52.3K0.2042.60N/AN/A1142323,8607,927
2023-10-06$17.41$20.0027.8%9.8%20.8%2.7%33.8%5.6%-2.6%653.9K-3.4M-52.7K4.9275.01N/AN/A4019723,8957,838
2023-10-09$17.27$20.0028.1%10.2%18.1%2.8%34.2%5.5%-4.3%676.0K-2.7M-51.3K0.7382.07N/AN/A1279323,9107,981
2023-10-10$17.66$20.0026.3%9.3%20.2%2.3%33.5%4.8%-2.5%742.0K-5.5M-53.0K0.5136.34N/AN/A653323,9628,072
2023-10-11$17.71$20.0033.5%9.6%19.3%4.4%30.7%7.2%-3.9%770.3K-5.8M-52.5K1.4626.31N/AN/A131924,0058,092
2023-10-12$17.30$20.0035.6%10.2%20.1%5.1%33.6%4.8%-5.1%711.2K-2.4M-48.1K1.2315.35N/AN/A263224,0138,097
2023-10-13$17.09$20.0035.7%10.2%20.2%5.1%35.2%5.7%-3.7%653.3K-637.1K-46.0K1.1858.07N/AN/A172024,0328,120
2023-10-16$17.46$20.0036.8%10.6%22.2%5.4%35.2%6.0%-6.3%776.1K-3.4M-45.2K3.2139.66N/AN/A19562524,0318,131
2023-10-17$17.66$20.0034.1%9.8%22.9%4.6%34.1%5.9%-4.1%799.8K-4.9M-47.8K0.6725.86N/AN/A362424,0518,595
2023-10-18$17.55$20.0036.0%10.3%22.6%5.2%35.2%5.7%-5.1%774.6K-3.8M-47.0K2.9630.30N/AN/A8124024,0768,620
2023-10-19$17.38$19.0038.1%10.9%22.7%5.8%35.6%6.3%-5.5%251.3K-2.6M-44.3K1.8624.01N/AN/A13424924,1278,854
2023-10-20$17.16$19.0037.8%10.8%22.8%5.7%36.4%5.8%-4.5%1.2M-1.2M-42.7K0.4533.91N/AN/A1406324,2229,003
2023-10-23$16.88$19.0037.5%10.8%23.1%5.7%36.8%3.8%-4.0%-34.9K4.2M-39.5K6.2371.52N/AN/A8452312,6057,641
2023-10-24$17.09$19.0040.3%11.5%22.3%6.5%39.9%6.6%-7.1%-44.4K4.1M-43.2K0.0480.97N/AN/A5372112,7058,132
2023-10-25$16.54$18.0041.2%11.8%24.3%6.7%41.5%8.0%-6.3%-25.0K4.8M-42.0K1.2486.57N/AN/A40750413,1598,144
2023-10-26$16.62$18.0040.7%11.7%24.5%6.6%42.2%4.3%-5.2%-19.0K4.6M-43.1K4.5386.32N/AN/A3101,40413,4668,231
2023-10-27$16.45$18.0045.5%13.0%24.6%8.0%42.3%7.3%-7.9%-19.7K5.2M-49.8K1.9179.17N/AN/A112113,7529,585
2023-10-30$16.66$18.0042.6%12.2%25.2%7.2%41.7%4.3%-7.2%-18.3K4.8M-50.1K0.1479.09N/AN/A1,27617713,7989,586
2023-10-31$16.63$18.0042.6%12.2%25.0%7.2%43.3%3.0%-7.8%14.1K4.8M-51.4K0.4978.42N/AN/A1085314,8759,726