GEN Options History — March 2024

In March 2024, GEN traded between $21.19 and $22.38. ATM implied volatility averaged 24.4%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 0.6% (HV 20d: 25.0%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.52.

Notable Days

  • 2024-03-18: Highest Volume — 1,017 contracts
  • 2024-03-11: Largest IV spike — 16.5% change
  • 2024-03-06: Highest IV Rank — 16.5%
  • 2024-03-06: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.79$21.19$22.38$21.81$22.38
Max Pain$20.05$20.00$21.00$21.00$20.00
ATM IV24.4%21.7%28.6%24.5%21.7%
Expected Move6.8%6.2%7.4%7.0%6.2%
HV 20d25.0%20.2%55.9%55.9%23.3%
HV 60d35.4%34.6%36.1%34.6%36.1%
IV Rank10.9%6.7%16.5%9.7%6.7%
IV Percentile28.4%4.8%54.0%34.5%4.8%
Term Structure8.2%-0.1%13.1%-0.1%13.1%
VWIV23.8%20.6%25.9%25.0%21.7%
Skew 25d1.1%-0.9%2.4%-0.4%0.9%
Skew 10d-0.5%-6.1%4.9%-1.8%2.8%
Call IV 25d23.5%20.7%25.8%25.5%22.3%
Put IV 25d24.6%22.7%26.5%25.1%23.3%
Bid-Ask Spread %75.6155.3485.5983.6085.59
Gamma HHI0.260.220.310.240.31
Net GEX145.9K65.9K220.3K176.5K190.3K
Net DEX-7.9M-10.8M-4.9M-8.2M-10.8M
Net VEX-101.2K-107.0K-94.4K-107.0K-100.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.041.710.831.71
Total Volume352.05971,017286880
Total OI30,086.527,57931,24230,73429,909

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$21.81$21.0024.5%7.0%55.9%9.7%25.0%-0.4%-0.1%176.5K-8.2M-107.0K0.8383.60N/AN/A15613017,80012,934
2024-03-04$21.66$20.0025.1%6.9%26.4%10.7%24.2%1.0%5.8%152.7K-7.5M-104.2K1.0270.30N/AN/A14514817,78212,878
2024-03-05$21.19$20.0028.0%7.3%26.9%15.5%25.9%1.8%5.4%101.7K-4.9M-101.1K0.0476.22N/AN/A93417,83912,938
2024-03-06$21.45$20.0028.6%7.4%23.7%16.5%25.4%0.8%5.4%131.9K-6.4M-104.0K0.1084.19N/AN/A3213117,81012,884
2024-03-07$21.88$20.0025.8%7.0%23.9%11.8%25.2%2.4%5.7%181.5K-8.5M-103.2K1.2281.33N/AN/A16620217,93412,945
2024-03-08$22.09$20.0024.4%7.2%24.0%9.5%24.5%1.2%5.5%202.8K-9.9M-106.0K0.5378.13N/AN/A1568217,99613,096
2024-03-11$21.95$20.0028.4%7.1%23.3%16.2%25.9%0.7%6.2%190.2K-9.2M-103.6K0.2673.33N/AN/A1604217,99613,111
2024-03-12$22.18$20.0024.9%6.9%21.5%10.4%24.2%0.5%6.2%206.8K-10.5M-101.4K0.1673.66N/AN/A2063218,02313,129
2024-03-13$22.09$20.0023.8%6.8%20.2%8.4%24.7%-0.9%6.7%220.3K-10.2M-101.4K0.2578.70N/AN/A1403518,07813,130
2024-03-14$21.49$20.0024.5%7.0%22.5%11.6%24.4%1.1%8.2%122.1K-6.5M-98.6K0.2278.19N/AN/A3397518,12113,121
2024-03-15$21.37$20.0023.5%6.7%22.6%10.7%22.9%1.2%9.3%74.8K-6.1M-98.6K0.3377.64N/AN/A2548518,08313,151
2024-03-18$21.23$20.0024.3%7.0%22.7%12.5%22.8%2.1%9.1%65.9K-4.9M-94.4K0.8560.86N/AN/A55146615,79711,782
2024-03-19$21.31$20.0022.7%6.5%22.4%9.0%23.1%2.3%10.4%73.6K-4.9M-97.3K0.3756.35N/AN/A1776616,16612,226
2024-03-20$21.48$20.0022.4%6.4%22.5%8.2%20.6%1.4%10.1%85.3K-5.8M-98.2K0.5878.72N/AN/A17710216,27312,236
2024-03-21$22.21$20.0023.5%6.7%25.1%10.8%23.1%0.9%10.6%144.2K-9.4M-102.4K0.1782.87N/AN/A5168616,35512,320
2024-03-22$22.09$20.0022.8%6.5%24.5%9.1%23.0%1.0%11.2%157.7K-9.2M-102.6K0.5477.87N/AN/A1005416,78212,375
2024-03-25$21.82$20.0023.8%6.8%22.8%11.5%22.9%1.4%11.3%127.3K-7.8M-98.8K0.1355.34N/AN/A4195616,84012,417
2024-03-26$22.01$20.0023.2%6.7%22.8%10.1%22.9%0.2%12.0%155.1K-8.9M-102.0K0.1477.90N/AN/A1942717,22212,469
2024-03-27$22.05$20.0022.5%6.5%22.8%8.6%23.0%2.0%11.7%157.3K-9.0M-99.6K0.9181.49N/AN/A888017,31212,470
2024-03-28$22.38$20.0021.7%6.2%23.3%6.7%21.7%0.9%13.1%190.3K-10.8M-100.3K1.7185.59N/AN/A32555517,37112,538