GEN Options History — May 2024

In May 2024, GEN traded between $19.59 and $25.44. ATM implied volatility averaged 32.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 13.8% (HV 20d: 46.1%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.89.

Notable Days

  • 2024-05-16: Highest Volume — 12,124 contracts
  • 2024-05-10: Largest IV drop — 66.9% change
  • 2024-05-08: Highest IV Rank — 100.0%
  • 2024-05-02: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.15$19.59$25.44$20.09$24.70
Max Pain$21.50$20.00$23.00$22.00$23.00
ATM IV32.3%18.9%69.2%47.0%20.0%
Expected Move7.7%5.4%14.0%13.5%5.7%
HV 20d46.1%17.5%57.3%24.9%54.9%
HV 60d33.7%22.8%38.8%24.4%38.2%
IV Rank29.1%0.4%100.0%62.9%2.6%
IV Percentile39.8%0.4%100.0%98.4%3.2%
Term Structure-2.1%-15.6%2.1%-13.4%1.1%
VWIV27.0%18.6%51.8%47.8%21.3%
Skew 25d1.2%-0.9%3.1%2.2%1.4%
Skew 10d1.0%-8.6%10.5%-8.0%-0.4%
Call IV 25d26.7%19.4%48.0%47.0%21.2%
Put IV 25d27.9%20.0%50.8%49.2%22.6%
Bid-Ask Spread %75.7469.5686.9273.5979.44
Gamma HHI0.260.220.320.310.26
Net GEX313.5K-447.8K760.9K-223.6K628.5K
Net DEX-14.7M-40.8M11.3M6.9M-20.7M
Net VEX-104.9K-127.8K-82.1K-87.9K-127.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.033.940.553.94
Total Volume1,897.72710412,124104163
Total OI37,946.45530,77648,20830,77637,306

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$20.09$22.0047.0%13.5%24.9%62.9%47.8%2.2%-13.4%-223.6K6.9M-87.9K0.5573.59N/AN/A673715,73815,038
2024-05-02$19.59$22.0049.0%14.0%25.8%67.2%51.8%2.7%-15.6%-356.3K11.3M-84.6K0.4075.98N/AN/A1275115,72816,802
2024-05-03$19.94$22.0048.9%14.0%26.9%66.9%48.4%3.0%-14.7%-388.5K9.7M-86.0K0.7078.63N/AN/A20514415,75216,787
2024-05-06$19.70$20.0050.2%9.5%26.9%69.9%32.9%2.3%-2.3%-400.1K11.0M-82.1K1.3269.56N/AN/A7991,05615,87116,807
2024-05-07$19.91$20.0053.9%9.5%25.8%78.1%33.4%3.1%-3.3%-426.6K10.3M-87.6K0.7273.20N/AN/A14510416,55117,597
2024-05-08$19.96$20.0064.9%9.9%25.6%100.0%33.1%2.9%-3.1%-393.0K9.6M-89.1K0.8376.88N/AN/A1,6351,36416,65817,664
2024-05-09$20.21$20.0069.2%10.0%17.5%100.0%35.0%1.0%-3.0%-447.8K8.8M-97.3K0.6673.91N/AN/A1,6741,10817,28319,973
2024-05-10$23.38$20.0022.9%6.3%55.1%8.4%22.4%1.3%0.3%695.2K-27.8M-93.1K1.5474.27N/AN/A2,4943,84622,07520,930
2024-05-13$24.06$21.0030.8%6.4%55.0%24.1%23.5%0.4%-0.4%760.9K-32.1M-92.4K0.6978.18N/AN/A67446722,67323,912
2024-05-14$24.52$21.0034.2%6.3%55.1%30.8%22.2%0.5%-0.0%698.0K-36.0M-90.5K1.5475.69N/AN/A1,0491,61122,86424,129
2024-05-15$25.02$21.0020.9%6.0%54.9%4.5%21.4%1.1%0.3%548.3K-38.3M-95.9K0.4872.76N/AN/A93144423,11524,878
2024-05-16$25.44$21.0021.1%6.1%54.8%4.9%21.2%-0.0%0.4%586.2K-40.8M-92.6K0.0377.41N/AN/A11,77035423,20025,008
2024-05-17$25.01$22.0019.7%5.6%55.6%2.0%19.8%1.2%1.2%596.6K-26.2M-103.1K0.7876.63N/AN/A2,1911,70919,08025,322
2024-05-20$24.51$22.0020.5%5.9%56.7%3.7%20.5%-0.9%-0.2%553.8K-18.7M-119.8K0.8872.17N/AN/A20317918,57315,476
2024-05-21$25.02$22.0019.5%5.6%56.8%1.6%19.8%0.4%0.8%597.3K-22.2M-119.7K0.1475.76N/AN/A97113618,71415,572
2024-05-22$24.99$22.0020.4%5.8%56.9%3.4%20.6%0.3%0.8%618.7K-23.2M-125.8K0.1172.35N/AN/A1,23314119,46115,521
2024-05-23$24.63$22.0019.6%5.6%57.2%1.8%20.0%0.8%0.4%645.0K-20.7M-127.1K0.2486.92N/AN/A83520120,34315,580
2024-05-24$24.84$22.0018.9%5.4%57.1%0.4%18.6%1.0%1.1%695.4K-22.7M-127.2K0.7570.84N/AN/A1259420,65315,676
2024-05-28$24.66$22.0020.1%5.8%57.3%2.9%20.2%0.8%0.4%671.2K-21.1M-126.0K0.9673.94N/AN/A26825620,71115,738
2024-05-29$24.52$23.0020.0%5.7%56.7%2.6%20.3%0.0%1.3%632.4K-19.9M-125.3K1.9576.88N/AN/A25048820,83815,967
2024-05-30$24.52$23.0019.3%5.5%56.4%1.2%19.7%0.8%2.1%605.2K-19.6M-126.4K0.4081.19N/AN/A1084320,90216,356
2024-05-31$24.70$23.0020.0%5.7%54.9%2.6%21.3%1.4%1.1%628.5K-20.7M-127.8K3.9479.44N/AN/A3313020,93916,367