GEN Options History — January 2024

In January 2024, GEN traded between $22.34 and $24.14. ATM implied volatility averaged 33.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 18.1% (HV 20d: 15.0%). Max pain ranged from $18.00 to $23.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-01-19: Highest Volume — 3,474 contracts
  • 2024-01-10: Largest IV spike — 43.1% change
  • 2024-01-31: Highest IV Rank — 45.1%
  • 2024-01-31: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.15$22.34$24.14$22.73$23.52
Max Pain$22.52$18.00$23.00$18.00$23.00
ATM IV33.1%21.0%45.9%22.3%45.9%
Expected Move10.0%6.4%13.1%6.4%13.1%
HV 20d15.0%13.5%17.2%13.5%17.2%
HV 60d27.5%26.2%29.0%29.0%26.3%
IV Rank23.9%3.9%45.1%6.1%45.1%
IV Percentile60.8%1.2%97.2%5.2%97.2%
Term Structure-5.2%-13.7%8.6%8.1%-13.7%
VWIV34.5%22.2%46.4%22.2%46.4%
Skew 25d1.8%-2.7%4.8%1.7%2.4%
Skew 10d3.7%-11.0%9.6%-1.1%3.4%
Call IV 25d34.2%22.8%46.2%22.8%46.2%
Put IV 25d36.0%21.0%48.5%24.5%48.5%
Bid-Ask Spread %44.9613.4465.5455.1864.38
Gamma HHI0.280.210.360.300.23
Net GEX808.1K435.9K1.3M1.1M493.6K
Net DEX-17.3M-26.2M-12.4M-19.6M-12.5M
Net VEX-74.5K-88.8K-62.5K-68.8K-88.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.056.752.941.43
Total Volume854.524863,474689686
Total OI32,076.95226,02238,55933,11229,171

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$22.73$18.0022.3%6.4%13.5%6.1%22.2%1.7%8.1%1.1M-19.6M-68.8K2.9455.18N/AN/A17551422,72210,390
2024-01-03$22.49$18.0022.4%6.4%14.0%6.2%22.2%-2.7%8.6%942.0K-17.4M-67.6K0.4957.13N/AN/A1939522,75410,902
2024-01-04$22.38$23.0022.3%8.9%13.8%6.0%30.1%2.5%-2.9%844.5K-16.4M-66.0K0.1916.91N/AN/A2264322,77010,950
2024-01-05$22.34$23.0022.1%8.9%13.7%5.6%30.2%1.3%-3.1%803.6K-15.9M-64.6K0.1514.90N/AN/A2093122,82710,976
2024-01-08$22.76$23.0021.3%8.9%15.2%4.4%28.3%3.0%-3.4%1.1M-18.9M-65.2K0.5639.44N/AN/A553122,96010,976
2024-01-09$22.61$23.0021.0%8.7%15.4%3.9%30.5%0.7%-3.5%916.6K-17.7M-62.5K0.9713.63N/AN/A10910622,97710,993
2024-01-10$22.77$23.0030.1%8.6%15.6%19.0%29.7%1.5%-3.7%1.0M-18.6M-64.1K0.4547.16N/AN/A763422,95411,095
2024-01-11$22.95$23.0030.5%8.7%15.7%19.6%29.3%2.0%-3.3%1.2M-19.8M-63.4K0.0831.59N/AN/A2392023,01211,106
2024-01-12$23.09$23.0030.7%8.8%15.4%20.0%30.1%1.8%-2.5%1.3M-20.7M-63.5K0.0515.93N/AN/A1,4687023,04211,125
2024-01-16$23.02$23.0032.3%9.3%14.5%22.7%32.3%3.3%-3.7%1.1M-20.8M-69.9K0.4013.44N/AN/A1576324,17911,166
2024-01-17$22.79$23.0034.9%10.0%14.7%26.9%34.5%3.0%-5.4%828.4K-19.1M-69.8K0.0546.33N/AN/A3,24216524,24211,213
2024-01-18$22.93$23.0035.9%10.3%14.7%28.6%36.0%1.6%-5.0%1.2M-22.3M-76.8K0.0718.68N/AN/A1971327,22711,332
2024-01-19$23.41$23.0036.6%10.5%16.6%29.7%39.2%2.2%-6.6%593.3K-26.2M-77.1K6.7560.89N/AN/A4483,02627,18111,343
2024-01-22$23.59$23.0037.4%10.7%15.2%31.1%37.8%1.6%-7.0%435.9K-12.6M-81.6K0.3063.28N/AN/A1,37841614,21511,807
2024-01-23$23.66$23.0038.8%11.1%14.2%33.3%38.6%2.1%-8.6%493.8K-13.4M-85.5K0.3563.23N/AN/A29310215,05011,926
2024-01-24$23.49$23.0039.5%11.3%14.4%34.5%37.2%0.9%-9.4%463.8K-12.4M-85.0K1.3063.80N/AN/A19024715,17412,008
2024-01-25$23.77$23.0041.2%11.8%14.8%37.3%40.8%1.6%-10.4%490.2K-13.7M-85.9K0.2865.13N/AN/A2336615,17812,218
2024-01-26$23.68$23.0041.4%11.9%14.4%37.7%40.9%0.3%-10.5%482.1K-13.1M-85.5K0.5463.36N/AN/A33317915,25812,261
2024-01-29$24.14$23.0043.4%12.5%15.7%41.1%43.4%4.8%-10.7%562.7K-16.2M-85.2K0.1765.54N/AN/A1,08318015,52212,417
2024-01-30$23.95$23.0044.3%12.7%15.7%42.5%44.2%1.2%-12.0%593.5K-15.6M-88.8K0.1864.28N/AN/A1,31324116,41712,580
2024-01-31$23.52$23.0045.9%13.1%17.2%45.1%46.4%2.4%-13.7%493.6K-12.5M-88.8K1.4364.38N/AN/A28240416,40312,768