GEN Options History — June 2024

In June 2024, GEN traded between $23.46 and $25.41. ATM implied volatility averaged 21.8%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 7.9% (HV 20d: 29.7%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.80.

Notable Days

  • 2024-06-07: Highest Volume — 3,590 contracts
  • 2024-06-04: Largest IV drop — 10.8% change
  • 2024-06-24: Highest IV Rank — 10.9%
  • 2024-06-24: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.47$23.46$25.41$24.84$24.84
Max Pain$23.74$23.00$24.00$23.00$24.00
ATM IV21.8%18.5%24.0%20.7%21.8%
Expected Move6.2%5.3%6.9%5.9%6.3%
HV 20d29.7%19.4%55.8%54.8%20.7%
HV 60d38.1%38.0%38.4%38.0%38.1%
IV Rank6.4%0.0%10.9%4.1%6.5%
IV Percentile15.9%0.0%41.3%5.2%13.9%
Term Structure6.5%-0.5%10.8%0.4%9.2%
VWIV21.6%18.9%23.7%20.9%22.3%
Skew 25d1.6%0.3%3.6%1.8%2.1%
Skew 10d3.3%-6.5%11.4%-6.5%11.4%
Call IV 25d21.2%17.7%23.0%21.4%21.1%
Put IV 25d22.9%20.2%25.4%23.1%23.2%
Bid-Ask Spread %86.4267.92111.7579.60111.75
Gamma HHI0.270.170.360.270.25
Net GEX722.4K511.4K954.9K616.9K814.2K
Net DEX-19.0M-27.2M-11.5M-21.9M-20.8M
Net VEX-124.5K-126.0K-122.7K-125.5K-124.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.055.980.171.43
Total Volume711.5261223,590795197
Total OI38,699.31633,63142,99237,43535,199

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$24.84$23.0020.7%5.9%54.8%4.1%20.9%1.8%0.4%616.9K-21.9M-125.5K0.1779.60N/AN/A67711820,95316,482
2024-06-04$24.93$23.0018.5%5.3%54.2%0.0%18.9%1.8%1.8%629.9K-22.9M-122.7K1.0677.04N/AN/A13914721,21916,562
2024-06-05$25.39$23.0019.9%5.7%54.3%2.8%20.3%3.6%-0.5%675.9K-26.9M-124.2K0.1285.00N/AN/A3624221,26316,725
2024-06-06$25.41$23.0020.6%5.5%54.3%4.2%19.4%0.3%7.3%702.7K-27.2M-122.7K0.9885.62N/AN/A30129621,34916,751
2024-06-07$24.80$23.0021.5%5.9%55.8%5.9%20.9%1.5%6.2%607.5K-21.0M-125.4K0.1885.39N/AN/A3,05153921,40517,006
2024-06-10$24.52$24.0023.2%6.1%24.1%9.2%22.5%1.9%5.3%879.3K-20.3M-126.0K0.3967.92N/AN/A883423,14617,348
2024-06-11$24.36$24.0021.7%6.4%22.2%6.3%21.7%1.6%5.2%845.4K-18.9M-123.7K0.6380.30N/AN/A28217923,16017,355
2024-06-12$24.80$24.0020.8%6.0%22.1%4.5%20.6%1.4%6.2%954.9K-23.2M-124.0K1.1479.24N/AN/A15017123,25817,484
2024-06-13$24.59$24.0020.8%6.0%21.1%4.5%21.9%2.4%6.0%923.0K-20.8M-125.7K0.4778.33N/AN/A29914223,28717,607
2024-06-14$24.38$24.0021.6%6.2%20.2%6.1%21.9%1.4%5.8%872.8K-18.7M-124.4K0.2979.19N/AN/A1203523,53117,562
2024-06-17$23.82$24.0023.7%6.8%20.9%10.3%23.7%2.0%5.5%675.1K-13.4M-123.7K0.4289.92N/AN/A1,69070423,58317,533
2024-06-18$23.46$24.0023.4%6.7%20.4%9.7%22.1%2.4%5.9%618.7K-11.5M-124.4K5.9892.09N/AN/A5734124,92418,068
2024-06-20$23.76$24.0023.5%6.7%19.4%9.8%21.6%1.6%10.8%793.5K-15.4M-125.6K0.4087.65N/AN/A1204824,97017,778
2024-06-21$23.73$24.0022.0%6.3%19.4%6.8%22.5%0.8%10.4%511.4K-13.9M-123.1K0.0588.87N/AN/A1,1285525,00017,794
2024-06-24$24.14$24.0024.0%6.9%20.0%10.9%23.4%2.5%8.9%566.4K-14.6M-124.3K0.1594.17N/AN/A4466819,89713,734
2024-06-25$24.18$24.0022.3%6.4%19.8%7.4%21.5%1.3%9.6%620.2K-15.2M-124.5K0.2491.68N/AN/A1824420,30213,729
2024-06-26$24.26$24.0021.9%6.3%19.7%6.8%21.8%0.5%9.9%648.6K-15.8M-124.2K0.7797.58N/AN/A64249520,42813,770
2024-06-27$24.68$24.0021.6%6.2%20.6%6.0%22.1%0.5%10.3%769.3K-18.9M-125.8K0.4190.69N/AN/A923820,96214,163
2024-06-28$24.84$24.0021.8%6.3%20.7%6.5%22.3%2.1%9.2%814.2K-20.8M-124.6K1.43111.75N/AN/A8111621,01414,185