GEN Options History — August 2024

In August 2024, GEN traded between $24.36 and $26.59. ATM implied volatility averaged 26.9%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 4.9% (HV 20d: 22.0%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.96.

Notable Days

  • 2024-08-05: Highest Volume — 1,449 contracts
  • 2024-08-02: Largest IV drop — 39.6% change
  • 2024-08-01: Highest IV Rank — 72.0%
  • 2024-08-01: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.31$24.36$26.59$25.32$26.59
Max Pain$24.09$23.00$26.00$26.00$24.00
ATM IV26.9%20.2%55.0%55.0%20.2%
Expected Move7.5%5.8%15.8%15.8%5.8%
HV 20d22.0%19.5%24.3%22.8%19.5%
HV 60d23.5%19.8%36.9%36.4%20.5%
IV Rank16.6%3.3%72.0%72.0%3.3%
IV Percentile41.3%4.8%98.8%98.8%4.8%
Term Structure-1.1%-18.1%1.8%-18.1%1.8%
VWIV27.0%20.3%54.0%54.0%23.1%
Skew 25d2.9%-8.1%16.8%3.2%6.3%
Skew 10d6.9%-11.9%12.8%8.5%8.9%
Call IV 25d24.8%18.9%51.8%51.8%19.0%
Put IV 25d27.7%20.5%54.9%54.9%25.4%
Bid-Ask Spread %84.8161.2798.4061.2782.18
Gamma HHI0.280.210.400.220.40
Net GEX607.8K319.3K1.1M510.7K1.1M
Net DEX-18.3M-28.7M-11.1M-18.7M-28.7M
Net VEX-94.5K-115.4K-83.7K-115.4K-83.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.960.0429.830.390.14
Total Volume482.227581,4491,155107
Total OI32,815.63630,32334,26232,83431,981

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$25.32$26.0055.0%15.8%22.8%72.0%54.0%3.2%-18.1%510.7K-18.7M-115.4K0.3961.27N/AN/A83232319,71313,121
2024-08-02$25.20$26.0033.2%9.5%22.8%29.0%36.4%3.2%-3.6%489.1K-16.7M-110.0K1.5576.03N/AN/A44569019,85113,879
2024-08-05$24.63$23.0042.9%9.9%24.3%48.1%33.7%16.8%-2.7%322.1K-12.7M-114.1K29.8397.88N/AN/A471,40219,91614,337
2024-08-06$24.57$23.0032.1%8.4%22.9%26.7%45.1%-6.6%0.1%336.7K-12.5M-106.8K0.2387.28N/AN/A1964619,93613,912
2024-08-07$24.36$24.0032.7%8.5%22.5%28.0%28.8%-8.1%-0.9%319.3K-11.1M-100.7K0.9188.06N/AN/A958619,94313,932
2024-08-08$24.70$24.0027.0%7.8%21.5%16.7%27.3%5.0%-10.4%336.3K-12.9M-100.2K0.8198.40N/AN/A15412519,95213,838
2024-08-09$24.93$24.0026.1%7.3%20.4%15.0%25.9%2.8%0.4%416.1K-14.8M-98.9K0.1187.11N/AN/A1081220,07913,946
2024-08-12$24.48$24.0030.0%7.5%21.3%22.8%26.2%3.5%-0.9%359.0K-11.5M-92.7K1.0590.89N/AN/A13113720,13013,948
2024-08-13$24.70$24.0026.1%6.8%21.0%14.9%24.5%3.2%-0.2%381.0K-12.7M-93.7K0.1090.38N/AN/A1141120,16414,034
2024-08-14$24.91$24.0023.7%6.8%21.3%10.3%25.2%1.6%0.3%401.4K-14.3M-94.1K0.5790.33N/AN/A372120,19014,044
2024-08-15$24.81$24.0022.4%6.4%21.1%7.7%22.2%2.6%1.0%371.1K-13.6M-90.7K0.2694.60N/AN/A3669420,20214,060
2024-08-16$25.13$24.0021.4%6.1%21.7%5.7%21.7%1.7%1.3%376.7K-17.1M-90.5K0.7292.67N/AN/A22616320,36113,815
2024-08-19$25.54$24.0021.9%6.3%22.5%6.8%23.9%-0.1%-0.3%702.4K-20.7M-87.8K1.0477.48N/AN/A50051818,08012,243
2024-08-20$25.36$24.0021.6%6.2%22.6%6.0%21.5%3.0%1.7%655.8K-18.7M-89.2K0.2479.02N/AN/A1764218,31212,563
2024-08-21$25.63$24.0021.1%6.1%22.9%5.2%20.3%4.0%1.0%745.1K-21.2M-88.7K0.0492.31N/AN/A9223518,33712,578
2024-08-22$25.26$24.0022.1%6.3%23.5%7.1%21.1%3.0%1.8%681.3K-18.2M-92.0K0.0983.24N/AN/A1381318,90212,577
2024-08-23$25.61$24.0020.5%5.9%21.7%3.9%23.5%4.6%1.4%797.5K-20.8M-86.5K1.5581.95N/AN/A16625818,88212,564
2024-08-26$26.16$24.0022.6%6.5%23.1%8.0%22.6%2.2%0.8%976.3K-25.7M-86.0K1.3180.79N/AN/A27736319,01512,617
2024-08-27$26.30$24.0023.5%6.7%22.9%9.8%22.5%4.3%-0.2%1.0M-26.4M-86.8K1.6084.60N/AN/A27243419,13812,829
2024-08-28$26.20$24.0024.3%7.0%22.7%11.5%22.6%3.2%-0.0%985.0K-25.8M-86.9K0.1577.80N/AN/A1712619,19312,869
2024-08-29$26.51$24.0022.3%6.4%19.7%7.5%23.0%3.4%0.8%1.0M-28.0M-83.9K0.3571.45N/AN/A2448619,07312,888
2024-08-30$26.59$24.0020.2%5.8%19.5%3.3%23.1%6.3%1.8%1.1M-28.7M-83.7K0.1482.18N/AN/A941319,06012,921