GEN Options History — October 2024 In October 2024, GEN traded between $26.80 and $29.02. ATM implied volatility averaged 35.6%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 16.3% (HV 20d: 19.3%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2024-10-31 : Highest Volume — 1,821 contracts2024-10-09 : Largest IV spike — 52.3% change2024-10-30 : Highest IV Rank — 61.7%2024-10-30 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.43 $26.80 $29.02 $27.26 $29.02 Max Pain $25.57 $24.00 $26.00 $24.00 $26.00 ATM IV 35.6% 21.5% 49.8% 22.9% 28.0% Expected Move 10.8% 6.2% 14.3% 6.6% 8.0% HV 20d 19.3% 17.9% 31.2% 19.2% 31.2% HV 60d 19.9% 18.6% 23.5% 20.7% 23.5% IV Rank 33.7% 6.0% 61.7% 8.8% 18.7% IV Percentile 68.7% 11.9% 97.2% 29.4% 63.9% Term Structure -8.1% -22.0% 12.2% 10.5% -3.0% VWIV 37.8% 21.8% 49.9% 23.3% 28.1% Skew 25d 4.2% 1.3% 5.8% 1.3% 3.4% Skew 10d 10.7% -1.1% 26.6% -1.1% 6.1% Call IV 25d 35.9% 20.7% 48.4% 23.2% 26.7% Put IV 25d 40.1% 22.9% 52.5% 24.5% 30.1% Bid-Ask Spread % 66.26 56.04 80.06 79.26 78.91 Gamma HHI 0.25 0.18 0.50 0.24 0.20 Net GEX 616.7K 288.9K 1.1M 707.8K 312.0K Net DEX -19.6M -26.9M -12.2M -22.0M -21.1M Net VEX -50.9K -60.6K -34.9K -57.3K -34.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.07 2.77 1.22 0.38 Total Volume 269.391 22 1,821 113 1,821 Total OI 21,619.739 16,927 24,935 24,143 17,616
Daily Data (23 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 2024-10-01 $27.26 $24.00 22.9% 6.6% 19.2% 8.8% 23.3% 1.3% 10.5% 707.8K -22.0M -57.3K 1.22 79.26 N/A N/A 51 62 13,463 10,680 2024-10-02 $27.04 $24.00 21.5% 6.2% 19.5% 6.0% 21.8% 2.2% 12.2% 725.8K -20.2M -60.6K 0.60 80.06 N/A N/A 60 36 13,466 10,709 2024-10-03 $26.84 $25.00 22.8% 9.7% 19.6% 8.4% 34.7% 4.4% -5.7% 691.0K -19.4M -57.7K 1.27 66.23 N/A N/A 41 52 13,466 10,720 2024-10-04 $27.41 $25.00 21.9% 9.8% 19.1% 6.6% 32.2% 3.2% -6.0% 803.2K -22.8M -56.1K 0.14 61.17 N/A N/A 139 19 13,484 10,731 2024-10-07 $27.23 $25.00 23.9% 10.1% 19.1% 10.6% 37.2% 4.4% -7.1% 796.5K -21.7M -54.4K 0.12 58.31 N/A N/A 562 69 13,483 10,720 2024-10-08 $27.36 $25.00 22.4% 10.0% 19.1% 7.6% 35.1% 4.9% -7.0% 807.2K -22.4M -55.4K 0.43 59.02 N/A N/A 49 21 13,484 10,783 2024-10-09 $27.61 $25.00 34.1% 9.8% 19.2% 30.7% 33.3% 5.5% -7.1% 828.3K -23.9M -53.6K 0.36 60.34 N/A N/A 92 33 13,490 10,781 2024-10-10 $27.61 $25.00 34.9% 10.0% 18.7% 32.4% 35.4% 4.0% -6.8% 861.0K -23.7M -53.1K 2.77 56.04 N/A N/A 102 283 13,559 10,806 2024-10-11 $27.76 $26.00 35.1% 10.1% 18.8% 32.8% 35.9% 3.6% -7.7% 856.7K -24.4M -52.0K 0.74 63.22 N/A N/A 167 123 13,589 11,043 2024-10-14 $27.99 $26.00 36.2% 10.4% 18.5% 34.9% 37.6% 4.5% -7.7% 871.9K -25.9M -49.0K 2.52 68.15 N/A N/A 128 322 13,639 11,159 2024-10-15 $28.06 $26.00 37.8% 10.8% 18.1% 38.1% 38.9% 4.2% -9.3% 854.4K -26.2M -49.0K 0.33 65.69 N/A N/A 86 28 13,642 11,212 2024-10-16 $28.18 $26.00 39.0% 11.2% 18.1% 40.5% 40.7% 5.5% -10.2% 786.1K -26.9M -48.3K 0.48 67.35 N/A N/A 113 54 13,638 11,219 2024-10-17 $28.05 $26.00 38.7% 11.1% 18.0% 39.9% 38.8% 3.5% -22.0% 1.1M -26.3M -48.1K 0.23 68.89 N/A N/A 134 31 13,656 11,279 2024-10-18 $27.20 $26.00 39.4% 11.3% 19.7% 41.3% 39.8% 3.9% -9.0% 886.0K -21.9M -49.1K 0.77 77.18 N/A N/A 167 129 13,603 11,278 2024-10-21 $26.80 $26.00 41.7% 12.0% 18.7% 45.8% 40.3% 4.7% -9.9% 293.7K -12.2M -49.8K 0.40 66.07 N/A N/A 45 18 9,627 7,300 2024-10-22 $27.23 $26.00 42.5% 12.2% 19.4% 47.4% 41.5% 5.5% -10.9% 293.3K -13.3M -50.4K 0.54 61.10 N/A N/A 68 37 9,627 7,311 2024-10-23 $26.91 $26.00 43.5% 12.5% 19.2% 49.2% 43.1% 4.5% -11.2% 291.4K -12.5M -49.6K 1.59 58.84 N/A N/A 34 54 9,666 7,341 2024-10-24 $27.06 $26.00 44.3% 12.7% 18.7% 50.9% 43.9% 4.8% -11.4% 289.0K -12.9M -48.9K 0.75 61.49 N/A N/A 79 59 9,655 7,377 2024-10-25 $27.02 $26.00 44.4% 12.7% 18.1% 51.0% 43.8% 5.3% -12.0% 291.3K -12.8M -49.1K 1.00 62.67 N/A N/A 88 88 9,714 7,432 2024-10-28 $27.05 $26.00 46.3% 13.3% 18.0% 54.8% 45.7% 5.8% -12.8% 288.9K -12.8M -48.9K 0.07 63.62 N/A N/A 30 2 9,754 7,493 2024-10-29 $27.14 $26.00 47.4% 13.6% 18.1% 57.1% 47.5% 3.4% -15.2% 294.5K -13.2M -48.1K 0.29 65.80 N/A N/A 17 5 9,778 7,494 2024-10-30 $26.99 $26.00 49.8% 14.3% 17.9% 61.7% 49.9% 4.0% -16.4% 296.9K -12.9M -46.8K 1.44 74.58 N/A N/A 245 353 9,791 7,496 2024-10-31 $29.02 $26.00 28.0% 8.0% 31.2% 18.7% 28.1% 3.4% -3.0% 312.0K -21.1M -34.9K 0.38 78.91 N/A N/A 1,317 504 9,917 7,699
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