GEN Options History — February 2024

In February 2024, GEN traded between $20.55 and $23.98. ATM implied volatility averaged 26.4%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 27.2% (HV 20d: 53.6%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.99.

Notable Days

  • 2024-02-02: Highest Volume — 14,905 contracts
  • 2024-02-02: Largest IV drop — 33.3% change
  • 2024-02-01: Highest IV Rank — 48.4%
  • 2024-02-01: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.53$20.55$23.98$23.98$21.41
Max Pain$21.20$21.00$22.00$22.00$21.00
ATM IV26.4%22.6%47.9%47.9%23.9%
Expected Move7.2%6.5%9.7%9.7%6.9%
HV 20d53.6%17.6%56.8%17.6%56.0%
HV 60d34.7%26.1%39.0%26.1%34.4%
IV Rank12.9%6.5%48.4%48.4%8.8%
IV Percentile36.8%9.1%98.0%98.0%24.2%
Term Structure-0.6%-3.6%0.5%-3.6%-0.0%
VWIV25.0%22.8%33.6%33.6%23.6%
Skew 25d1.3%-3.4%3.9%2.4%-3.4%
Skew 10d3.9%-11.7%15.2%9.8%-11.7%
Call IV 25d24.6%21.7%32.2%32.2%24.9%
Put IV 25d26.0%21.0%34.6%34.6%21.5%
Bid-Ask Spread %66.297.5187.5964.6984.71
Gamma HHI0.290.230.520.230.24
Net GEX-251.5K-1.3M517.4K517.4K117.4K
Net DEX-2.3M-14.5M9.6M-14.5M-5.9M
Net VEX-105.3K-117.0K-74.4K-90.4K-103.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.0310.861.480.25
Total Volume2,041.511614,9055,417119
Total OI36,168.4529,01044,30829,01030,701

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$23.98$22.0047.9%9.7%17.6%48.4%33.6%2.4%-3.6%517.4K-14.5M-90.4K1.4864.69N/AN/A2,1843,23316,00213,008
2024-02-02$20.91$22.0031.9%7.6%52.9%22.0%26.7%3.9%0.2%-587.3K9.6M-74.4K0.2878.79N/AN/A11,6613,24417,13015,884
2024-02-05$21.30$21.0029.0%7.4%53.4%17.1%25.8%1.2%-0.3%-389.4K-759.3K-117.0K0.2185.69N/AN/A6,4231,35024,76716,315
2024-02-06$20.55$21.0028.1%6.8%54.1%15.7%24.0%1.6%0.5%-335.6K7.9M-97.2K0.2980.42N/AN/A99229122,30617,506
2024-02-07$20.91$21.0024.0%6.9%54.7%8.8%24.6%2.1%0.5%-477.4K5.6M-98.7K0.0682.67N/AN/A9105522,17117,715
2024-02-08$20.89$21.0024.3%7.0%54.5%9.4%24.8%2.3%-0.4%-530.0K5.6M-99.2K0.247.51N/AN/A2415722,55717,737
2024-02-09$21.31$21.0024.1%6.9%55.0%8.9%24.0%1.6%-0.5%-696.8K1.4M-101.4K10.8618.36N/AN/A1701,84722,74917,773
2024-02-12$21.91$21.0025.1%7.2%56.1%10.7%25.6%1.0%-1.1%-774.4K-3.4M-109.4K0.1480.38N/AN/A2,41932822,79419,530
2024-02-13$21.48$21.0027.0%7.7%56.4%13.8%26.5%3.0%-1.2%-932.3K-179.9K-116.8K0.2287.59N/AN/A2595724,71519,522
2024-02-14$21.36$21.0025.3%7.2%56.4%10.9%25.0%2.1%-0.8%-1.3M640.6K-114.6K0.0383.58N/AN/A312924,77119,537
2024-02-15$21.39$22.0025.4%7.3%56.3%11.1%23.0%0.2%-0.9%-877.7K1.3M-115.5K0.1786.53N/AN/A2594523,86219,541
2024-02-16$21.51$22.0023.9%6.8%55.7%8.6%24.9%2.9%-0.7%184.4K-2.7M-114.7K0.0570.75N/AN/A1,7688724,02418,371
2024-02-20$21.71$21.0025.3%7.3%55.7%11.0%25.9%1.7%-1.2%173.9K-7.6M-106.9K2.2620.26N/AN/A24555417,16912,311
2024-02-21$21.55$21.0024.7%7.1%55.7%10.0%25.4%3.0%-1.4%126.4K-6.5M-108.6K1.4076.04N/AN/A18726217,29312,813
2024-02-22$21.84$21.0024.3%7.0%56.0%9.3%23.8%1.0%-0.7%177.1K-8.2M-108.9K0.6981.85N/AN/A18612917,42412,852
2024-02-23$22.19$21.0022.6%6.5%56.2%6.5%22.9%2.9%0.0%211.1K-9.9M-110.4K0.2583.25N/AN/A42610817,54712,935
2024-02-26$21.59$21.0023.4%6.7%56.8%7.8%23.2%-1.5%-0.3%137.9K-7.0M-107.2K0.2253.39N/AN/A1282817,65212,961
2024-02-27$21.44$21.0024.5%7.0%56.1%9.6%24.5%1.3%-0.3%114.3K-6.0M-105.2K0.5315.39N/AN/A764017,72712,961
2024-02-28$21.43$21.0023.8%6.8%56.2%8.6%22.8%-3.1%-0.1%119.9K-6.0M-105.7K0.2583.98N/AN/A1132817,76612,970
2024-02-29$21.41$21.0023.9%6.9%56.0%8.8%23.6%-3.4%-0.0%117.4K-5.9M-103.0K0.2584.71N/AN/A952417,75912,942