GEN Options History — April 2024 In April 2024, GEN traded between $20.27 and $22.69. ATM implied volatility averaged 35.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 11.0% (HV 20d: 24.6%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.51.
Notable Days 2024-04-04 : Highest Volume — 5,009 contracts2024-04-10 : Largest IV spike — 30.2% change2024-04-30 : Highest IV Rank — 61.7%2024-04-30 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.20 $20.27 $22.69 $22.31 $20.27 Max Pain $22.41 $20.00 $23.00 $20.00 $22.00 ATM IV 35.6% 22.6% 46.5% 24.1% 46.5% Expected Move 10.8% 6.6% 13.3% 6.9% 13.3% HV 20d 24.6% 19.5% 29.7% 22.5% 24.9% HV 60d 36.5% 24.7% 38.2% 36.1% 24.7% IV Rank 37.5% 8.8% 61.7% 12.1% 61.7% IV Percentile 72.5% 11.1% 98.4% 32.9% 98.4% Term Structure -4.5% -12.2% 13.3% 10.9% -12.2% VWIV 37.2% 22.5% 46.0% 23.7% 46.0% Skew 25d 2.9% 0.5% 6.7% 5.0% 2.7% Skew 10d 4.5% -0.5% 11.2% 11.2% 0.1% Call IV 25d 36.4% 20.3% 44.8% 20.3% 44.8% Put IV 25d 39.3% 23.8% 47.6% 25.3% 47.6% Bid-Ask Spread % 68.98 58.82 85.58 85.58 71.49 Gamma HHI 0.29 0.21 0.33 0.28 0.32 Net GEX -152.6K -307.6K 163.0K 163.0K -218.0K Net DEX -734.7K -10.2M 6.0M -10.2M 6.0M Net VEX -98.9K -109.0K -91.0K -101.7K -91.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 0.02 7.46 0.95 0.42 Total Volume 810.136 87 5,009 168 234 Total OI 33,625.091 29,035 38,517 30,646 30,680
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $22.31 $20.00 24.1% 6.9% 22.5% 12.1% 23.7% 5.0% 10.9% 163.0K -10.2M -101.7K 0.95 85.58 N/A N/A 86 82 17,583 13,063 2024-04-02 $22.04 $20.00 23.5% 6.7% 22.8% 10.8% 22.5% 1.3% 11.9% 139.1K -8.6M -100.3K 0.16 82.27 N/A N/A 288 45 17,651 13,119 2024-04-03 $22.02 $20.00 23.0% 6.6% 21.2% 9.6% 23.0% 0.5% 13.3% 124.1K -8.5M -98.1K 0.33 83.31 N/A N/A 112 37 17,493 13,161 2024-04-04 $22.06 $23.00 25.1% 10.2% 20.9% 14.3% 35.7% 2.0% -4.2% 127.2K -8.8M -98.3K 7.46 66.48 N/A N/A 592 4,417 17,543 13,164 2024-04-05 $22.16 $23.00 22.6% 10.2% 19.7% 8.8% 34.8% 4.7% -4.0% -239.7K -6.1M -109.0K 0.29 60.69 N/A N/A 601 176 17,657 17,447 2024-04-08 $22.23 $23.00 23.4% 10.4% 19.5% 10.6% 36.1% 1.6% -5.1% -251.5K -6.6M -106.3K 0.09 61.79 N/A N/A 163 14 17,791 17,493 2024-04-09 $22.69 $23.00 28.7% 10.4% 20.6% 22.2% 36.2% 2.9% -5.3% -141.0K -9.7M -107.0K 0.02 66.08 N/A N/A 3,131 65 17,739 17,492 2024-04-10 $22.30 $23.00 37.4% 10.7% 21.3% 41.4% 37.0% 2.4% -5.5% 61.4K -8.0M -107.2K 2.37 63.39 N/A N/A 183 433 19,409 17,439 2024-04-11 $21.05 $23.00 38.0% 10.9% 29.7% 42.9% 37.5% 2.5% -6.0% -294.7K 2.5M -99.6K 4.74 71.15 N/A N/A 274 1,300 19,542 17,806 2024-04-12 $20.87 $23.00 38.7% 11.1% 28.3% 44.4% 39.6% 2.6% -5.8% -294.0K 2.7M -101.8K 0.38 64.88 N/A N/A 207 78 19,882 18,172 2024-04-15 $20.52 $23.00 39.7% 11.4% 28.8% 46.6% 41.1% 2.5% -7.2% -307.6K 4.8M -96.9K 0.65 65.63 N/A N/A 256 166 19,975 18,176 2024-04-16 $20.52 $23.00 39.8% 11.4% 28.7% 46.8% 38.4% 1.8% -6.8% -300.1K 2.8M -97.5K 1.21 66.69 N/A N/A 68 82 20,131 17,427 2024-04-17 $20.41 $23.00 41.1% 11.8% 28.7% 49.6% 40.2% 0.9% -6.7% -285.0K 3.5M -93.9K 5.09 67.43 N/A N/A 121 616 20,145 17,449 2024-04-18 $20.36 $23.00 42.0% 12.0% 28.4% 51.6% 41.2% 3.5% -7.3% -278.3K 3.5M -93.7K 0.02 74.78 N/A N/A 1,111 27 20,184 17,415 2024-04-19 $20.46 $23.00 41.0% 11.7% 25.2% 49.4% 40.7% 3.2% -6.8% -164.7K 2.0M -97.3K 2.99 67.15 N/A N/A 146 436 21,107 17,410 2024-04-22 $20.59 $23.00 40.9% 11.7% 25.5% 49.3% 40.9% 4.6% -8.4% -205.5K 4.3M -96.3K 0.21 65.90 N/A N/A 406 87 14,499 14,536 2024-04-23 $20.66 $23.00 41.3% 11.8% 25.4% 50.1% 40.7% 4.1% -8.1% -206.9K 3.9M -96.5K 0.28 60.82 N/A N/A 119 33 14,662 14,596 2024-04-24 $20.82 $23.00 39.9% 11.4% 25.3% 47.1% 38.2% 6.7% -6.9% -220.8K 3.3M -96.1K 0.13 71.13 N/A N/A 920 115 14,722 14,615 2024-04-25 $20.63 $22.00 39.9% 11.4% 25.4% 47.1% 41.6% 5.5% -7.7% -190.5K 3.9M -96.4K 2.27 69.58 N/A N/A 108 245 15,567 14,705 2024-04-26 $20.70 $22.00 41.6% 11.9% 24.6% 50.8% 42.0% 0.7% -8.2% -183.7K 3.3M -97.3K 0.89 58.82 N/A N/A 46 41 15,654 14,885 2024-04-29 $20.63 $22.00 44.8% 12.8% 24.6% 57.9% 42.4% 2.5% -12.2% -189.4K 4.0M -94.3K 2.39 72.52 N/A N/A 46 110 15,667 14,899 2024-04-30 $20.27 $22.00 46.5% 13.3% 24.9% 61.7% 46.0% 2.7% -12.2% -218.0K 6.0M -91.0K 0.42 71.49 N/A N/A 165 69 15,691 14,989
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