GEN Options History — December 2023

In December 2023, GEN traded between $22.20 and $23.23. ATM implied volatility averaged 23.5%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 2.8% (HV 20d: 20.7%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-12-15: Highest Volume — 7,163 contracts
  • 2023-12-13: Largest IV drop — 20.2% change
  • 2023-12-26: Highest IV Rank — 9.0%
  • 2023-12-01: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.72$22.20$23.23$22.36$22.80
Max Pain$18.10$18.00$20.00$20.00$18.00
ATM IV23.5%21.3%26.7%24.1%21.4%
Expected Move6.6%6.1%6.9%6.9%6.1%
HV 20d20.7%13.0%37.8%37.8%13.4%
HV 60d30.0%29.1%31.5%31.5%29.1%
IV Rank4.4%1.1%9.0%2.0%4.6%
IV Percentile15.0%2.4%38.5%19.4%2.8%
Term Structure5.3%-0.3%8.1%-0.3%7.8%
VWIV23.1%21.5%25.1%25.0%21.6%
Skew 25d0.9%-1.7%4.0%4.0%-0.8%
Skew 10d0.9%-10.0%13.7%13.7%-10.0%
Call IV 25d22.9%21.1%24.5%22.8%23.4%
Put IV 25d23.8%22.5%26.7%26.7%22.7%
Bid-Ask Spread %46.909.7079.3722.1054.11
Gamma HHI0.260.160.500.190.31
Net GEX974.3K643.1K1.3M643.1K1.1M
Net DEX-26.8M-34.5M-20.7M-27.3M-20.7M
Net VEX-70.7K-80.7K-58.2K-58.2K-71.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.011.020.120.64
Total Volume1,048.8987,1631,079383
Total OI33,856.931,42436,42531,70632,946

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$22.36$20.0024.1%6.9%37.8%2.0%25.0%4.0%-0.3%643.1K-27.3M-58.2K0.1222.10N/AN/A96411520,29611,410
2023-12-04$22.45$18.0024.6%6.8%37.6%2.2%23.7%0.9%4.0%655.0K-28.3M-60.7K0.1667.20N/AN/A1,87429420,82911,487
2023-12-05$22.27$18.0024.9%6.9%37.2%2.3%23.3%0.9%4.8%708.0K-27.8M-68.6K0.0769.91N/AN/A1,3449222,42911,757
2023-12-06$22.20$18.0024.0%6.7%27.0%1.9%23.3%1.1%4.7%745.3K-28.0M-70.9K0.6773.93N/AN/A38425623,42911,778
2023-12-07$22.24$18.0026.4%6.9%26.2%2.8%24.2%1.5%4.1%747.2K-28.1M-72.8K0.2073.42N/AN/A1533123,64312,002
2023-12-08$22.20$18.0023.1%6.8%23.8%1.7%22.7%1.2%4.2%787.0K-29.0M-71.7K0.8873.65N/AN/A524624,14612,017
2023-12-11$22.20$18.0025.5%6.4%23.6%2.9%22.3%1.0%4.8%788.0K-29.0M-69.6K0.4615.21N/AN/A39518024,15212,062
2023-12-12$22.31$18.0026.7%6.5%20.2%3.4%22.1%1.8%5.0%775.5K-29.7M-69.9K0.0131.28N/AN/A2,8603224,20112,224
2023-12-13$22.55$18.0021.3%6.1%16.1%1.1%21.5%1.5%5.6%720.6K-30.8M-62.0K0.1876.42N/AN/A2294222,71712,236
2023-12-14$22.91$18.0022.5%6.4%16.4%1.6%22.2%0.7%3.8%728.1K-33.2M-59.9K0.0815.44N/AN/A3402822,72712,260
2023-12-15$23.05$18.0022.8%6.5%13.2%6.9%23.6%-1.7%5.7%1.2M-34.5M-60.4K0.0679.37N/AN/A6,74541822,47512,266
2023-12-18$23.19$18.0022.7%6.5%13.2%6.7%22.7%0.0%5.7%1.2M-24.9M-76.2K1.0277.30N/AN/A76077622,0259,399
2023-12-19$23.23$18.0021.9%6.3%13.0%5.4%22.3%0.5%6.6%1.2M-25.2M-80.7K0.399.70N/AN/A1355222,49610,119
2023-12-20$22.81$18.0023.6%6.8%15.4%8.3%24.1%0.3%5.4%1.1M-22.0M-78.3K0.2928.76N/AN/A2035922,61110,149
2023-12-21$23.19$18.0023.5%6.7%15.9%8.0%23.7%1.6%5.7%1.2M-24.4M-79.9K0.0912.61N/AN/A4754322,58410,201
2023-12-22$23.11$18.0022.8%6.5%16.1%6.9%23.1%1.3%6.6%1.2M-23.6M-79.0K0.5112.93N/AN/A1316722,83210,225
2023-12-26$23.23$18.0024.1%6.9%16.1%9.0%23.4%2.1%6.4%1.3M-24.4M-76.9K0.0546.61N/AN/A152722,77310,249
2023-12-27$23.01$18.0022.1%6.3%16.5%5.7%21.8%0.2%7.7%1.3M-22.7M-73.8K0.0750.38N/AN/A5213922,83210,255
2023-12-28$22.99$18.0021.6%6.2%15.4%4.9%25.1%0.2%8.1%1.2M-22.0M-72.8K0.3847.62N/AN/A2178222,63810,261
2023-12-29$22.80$18.0021.4%6.1%13.4%4.6%21.6%-0.8%7.8%1.1M-20.7M-71.9K0.6454.11N/AN/A23414922,68310,263