GEN Options History — September 2024

In September 2024, GEN traded between $25.45 and $27.45. ATM implied volatility averaged 24.1%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.7% (HV 20d: 19.4%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.99.

Notable Days

  • 2024-09-24: Highest Volume — 1,537 contracts
  • 2024-09-06: Largest IV spike — 10.3% change
  • 2024-09-06: Highest IV Rank — 20.2%
  • 2024-09-06: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.45$25.45$27.45$26.06$27.34
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV24.1%21.0%28.7%26.6%21.8%
Expected Move6.8%6.0%7.7%7.6%6.2%
HV 20d19.4%18.3%20.7%19.0%20.7%
HV 60d20.2%19.3%20.9%20.9%20.7%
IV Rank11.0%4.9%20.2%15.9%6.4%
IV Percentile37.2%7.5%66.3%60.3%14.7%
Term Structure7.7%-1.9%11.4%-1.9%11.4%
VWIV24.3%20.0%32.1%20.0%23.4%
Skew 25d3.5%2.2%6.7%2.5%2.2%
Skew 10d7.6%0.2%21.8%9.1%0.5%
Call IV 25d22.4%17.5%25.4%24.8%21.8%
Put IV 25d26.0%22.4%28.8%27.3%24.0%
Bid-Ask Spread %74.1241.0789.5879.5677.41
Gamma HHI0.370.230.730.350.24
Net GEX954.2K543.6K2.3M925.1K713.1K
Net DEX-23.4M-29.9M-18.2M-24.3M-22.4M
Net VEX-69.9K-82.7K-57.6K-82.6K-57.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.034.403.510.87
Total Volume367.55801,537437166
Total OI29,947.423,23933,42732,00724,129

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$26.06$24.0026.6%7.6%19.0%15.9%20.0%2.5%-1.9%925.1K-24.3M-82.6K3.5179.56N/AN/A9734019,08212,925
2024-09-04$26.12$24.0026.3%7.5%18.9%15.4%28.2%5.0%-1.4%913.6K-23.9M-82.5K0.2779.70N/AN/A1032819,10813,203
2024-09-05$25.94$24.0026.1%7.2%18.8%14.9%27.4%2.9%7.2%879.3K-22.8M-81.3K0.1478.11N/AN/A741019,09713,206
2024-09-06$25.45$24.0028.7%7.7%19.9%20.2%26.1%3.4%7.9%664.0K-18.2M-82.7K0.4188.96N/AN/A803319,08113,207
2024-09-09$25.76$24.0026.7%7.4%20.1%16.2%27.7%2.6%7.6%775.1K-20.3M-77.3K0.0379.20N/AN/A202719,02913,203
2024-09-10$25.86$24.0026.1%7.1%18.7%14.9%26.4%3.1%8.1%836.1K-21.3M-77.1K0.5083.61N/AN/A623118,99213,208
2024-09-11$25.84$24.0025.3%7.2%18.6%13.4%32.1%4.0%7.6%791.7K-20.9M-74.2K1.5375.12N/AN/A28042918,99713,212
2024-09-12$26.23$24.0024.8%7.1%19.0%12.5%26.0%2.7%4.5%1.1M-24.5M-73.9K4.2781.82N/AN/A3715819,22313,574
2024-09-13$26.36$24.0024.8%7.1%18.9%12.5%25.6%3.5%8.2%1.2M-25.7M-72.9K0.2786.43N/AN/A631719,35213,530
2024-09-16$26.71$24.0024.2%6.9%18.9%11.2%26.2%4.2%8.3%1.5M-29.2M-70.1K0.8975.99N/AN/A1059319,36613,581
2024-09-17$26.51$24.0023.8%6.8%18.6%10.5%26.0%3.2%8.0%1.4M-27.1M-69.1K0.0579.44N/AN/A88419,39813,575
2024-09-18$26.52$24.0023.0%6.6%18.3%8.9%23.3%3.2%9.5%1.4M-27.4M-65.7K0.3584.56N/AN/A953319,38613,577
2024-09-19$26.82$24.0022.1%6.3%18.3%7.2%21.4%4.7%9.3%2.3M-29.9M-63.5K0.3083.27N/AN/A61918619,42313,566
2024-09-20$26.23$24.0022.8%6.5%19.4%8.4%20.8%6.7%8.9%679.7K-24.3M-65.3K0.4486.11N/AN/A1084819,76613,661
2024-09-23$26.86$24.0022.1%6.3%20.5%7.1%21.5%3.1%9.1%565.2K-21.2M-61.9K4.4046.59N/AN/A9140013,25510,121
2024-09-24$27.09$24.0021.0%6.0%19.4%4.9%21.8%3.2%10.4%587.6K-22.0M-62.7K0.0543.71N/AN/A1,4657213,30210,512
2024-09-25$26.73$24.0021.5%6.2%20.1%6.0%20.2%3.5%10.3%543.6K-18.9M-59.5K0.0841.07N/AN/A7415612,67110,568
2024-09-26$27.09$24.0021.9%6.3%20.5%6.8%22.2%3.0%10.6%668.9K-21.1M-59.9K1.1242.21N/AN/A27330513,27910,550
2024-09-27$27.45$24.0021.9%6.3%20.6%6.7%20.0%3.7%10.9%694.1K-22.8M-58.3K0.3189.58N/AN/A2698313,36210,671
2024-09-30$27.34$24.0021.8%6.2%20.7%6.4%23.4%2.2%11.4%713.1K-22.4M-57.6K0.8777.41N/AN/A897713,43010,699