GEN Options History — July 2024 In July 2024, GEN traded between $24.09 and $26.13. ATM implied volatility averaged 35.6%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 16.1% (HV 20d: 19.4%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2024-07-31 : Highest Volume — 1,466 contracts2024-07-10 : Largest IV spike — 49.6% change2024-07-31 : Highest IV Rank — 63.3%2024-07-31 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.30 $24.09 $26.13 $24.95 $26.13 Max Pain $24.45 $24.00 $25.00 $24.00 $25.00 ATM IV 35.6% 21.1% 50.6% 22.5% 50.6% Expected Move 10.6% 6.1% 14.5% 6.5% 14.5% HV 20d 19.4% 17.4% 21.4% 20.6% 19.7% HV 60d 36.7% 35.8% 38.2% 38.1% 35.8% IV Rank 33.6% 5.2% 63.3% 7.9% 63.3% IV Percentile 68.2% 8.7% 98.4% 19.4% 98.4% Term Structure -5.6% -16.9% 11.6% 9.9% -16.9% VWIV 37.2% 22.0% 51.2% 22.0% 51.2% Skew 25d 1.5% -13.7% 14.2% -0.4% -13.7% Skew 10d 2.6% -15.9% 13.6% 1.1% -0.6% Call IV 25d 36.3% 21.8% 50.5% 23.3% 50.5% Put IV 25d 37.8% 22.8% 51.8% 22.8% 36.7% Bid-Ask Spread % 75.59 63.61 108.64 108.64 78.11 Gamma HHI 0.24 0.21 0.26 0.26 0.23 Net GEX 712.0K 445.9K 1.1M 838.9K 579.0K Net DEX -21.7M -28.2M -13.3M -21.6M -23.9M Net VEX -114.1K -123.3K -108.7K -123.3K -112.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.01 3.23 0.08 0.90 Total Volume 494.364 91 1,466 91 1,466 Total OI 33,955 29,262 36,743 35,345 32,066
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 2024-07-01 $24.95 $24.00 22.5% 6.5% 20.6% 7.9% 22.0% -0.4% 9.9% 838.9K -21.6M -123.3K 0.08 108.64 N/A N/A 84 7 21,042 14,303 2024-07-02 $24.96 $24.00 22.5% 6.5% 20.5% 7.9% 22.2% 1.8% 10.4% 851.2K -21.5M -122.7K 0.29 86.23 N/A N/A 106 31 21,079 14,315 2024-07-03 $24.76 $24.00 21.1% 6.1% 20.7% 5.2% 22.1% 1.1% 11.6% 806.4K -19.8M -122.9K 0.36 94.38 N/A N/A 75 27 21,088 14,328 2024-07-05 $24.64 $24.00 21.4% 9.4% 19.5% 5.8% 32.9% 1.8% -4.1% 797.3K -18.3M -120.5K 1.98 64.37 N/A N/A 41 81 21,099 14,346 2024-07-08 $24.64 $24.00 21.9% 9.7% 19.5% 6.8% 33.9% 1.6% -5.2% 799.8K -18.3M -118.4K 0.94 64.90 N/A N/A 235 220 21,121 14,417 2024-07-09 $24.09 $24.00 23.2% 9.9% 19.2% 9.2% 33.8% 1.5% -5.8% 619.1K -13.3M -114.8K 0.83 63.61 N/A N/A 77 64 21,153 14,622 2024-07-10 $24.45 $24.00 34.7% 9.9% 19.7% 31.9% 33.5% 3.9% -5.4% 722.8K -16.2M -115.4K 0.01 71.68 N/A N/A 176 1 21,196 14,572 2024-07-11 $25.01 $24.00 34.4% 9.9% 21.1% 31.3% 34.5% 2.2% -5.0% 895.1K -21.5M -117.3K 0.06 75.27 N/A N/A 1,078 62 21,317 14,581 2024-07-12 $25.52 $24.00 33.5% 9.6% 21.4% 29.6% 34.0% 2.4% -4.2% 972.0K -25.6M -113.8K 0.04 71.44 N/A N/A 849 30 21,050 14,607 2024-07-15 $25.37 $24.00 35.4% 10.2% 21.2% 33.4% 35.3% 1.6% -4.4% 977.8K -25.1M -113.3K 0.14 76.50 N/A N/A 206 29 21,495 14,606 2024-07-16 $25.68 $24.00 34.9% 10.0% 21.2% 32.3% 35.6% 1.8% -5.3% 1.1M -27.6M -110.8K 0.31 71.89 N/A N/A 341 105 21,546 14,649 2024-07-17 $25.77 $24.00 38.0% 10.9% 18.9% 38.5% 38.8% 2.1% -7.2% 1.1M -28.2M -110.5K 1.57 86.16 N/A N/A 140 220 21,634 14,707 2024-07-18 $25.54 $25.00 38.5% 11.0% 18.1% 39.5% 39.7% 2.3% -8.0% 691.7K -26.1M -110.5K 3.23 78.49 N/A N/A 184 595 21,664 14,847 2024-07-19 $25.48 $25.00 40.5% 11.6% 18.0% 43.4% 38.7% 14.2% -7.9% 445.9K -25.6M -109.8K 1.96 81.56 N/A N/A 143 280 21,621 15,122 2024-07-22 $25.51 $25.00 40.1% 11.5% 17.9% 42.5% 41.1% 3.4% -7.9% 454.6K -19.2M -109.8K 0.71 69.29 N/A N/A 103 73 17,200 12,062 2024-07-23 $25.38 $25.00 41.3% 11.8% 17.4% 44.9% 41.1% 0.7% -9.0% 453.3K -18.6M -108.7K 0.33 70.20 N/A N/A 293 97 17,248 12,131 2024-07-24 $25.34 $25.00 43.3% 12.4% 17.5% 48.9% 41.6% -4.7% -10.3% 448.5K -18.4M -110.5K 0.09 80.68 N/A N/A 774 67 17,503 12,227 2024-07-25 $25.34 $25.00 44.2% 12.7% 17.5% 50.6% 44.2% 0.9% -10.9% 495.4K -19.0M -111.2K 0.11 69.39 N/A N/A 344 38 18,199 12,256 2024-07-26 $26.06 $25.00 43.7% 12.5% 19.1% 49.8% 43.9% 1.7% -10.2% 561.4K -23.4M -109.2K 0.16 65.16 N/A N/A 889 143 18,413 12,268 2024-07-29 $26.12 $25.00 47.6% 13.7% 19.0% 57.5% 47.7% 2.6% -13.5% 579.5K -23.9M -110.5K 0.83 63.87 N/A N/A 538 448 18,874 12,396 2024-07-30 $25.88 $25.00 48.8% 14.0% 19.5% 59.7% 50.0% 4.0% -13.5% 560.6K -22.5M -113.3K 0.43 71.09 N/A N/A 81 35 19,235 12,805 2024-07-31 $26.13 $25.00 50.6% 14.5% 19.7% 63.3% 51.2% -13.7% -16.9% 579.0K -23.9M -112.2K 0.90 78.11 N/A N/A 773 693 19,252 12,814
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