GEN Options History — November 2024

In November 2024, GEN traded between $28.14 and $30.98. ATM implied volatility averaged 22.0%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 11.6% (HV 20d: 33.5%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2024-11-04: Highest Volume — 628 contracts
  • 2024-11-06: Largest IV drop — 27.6% change
  • 2024-11-04: Highest IV Rank — 21.2%
  • 2024-11-01: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.76$28.14$30.98$28.14$30.98
Max Pain$28.45$26.00$29.00$26.00$29.00
ATM IV22.0%18.3%29.3%27.0%21.9%
Expected Move6.1%5.6%7.8%7.8%6.3%
HV 20d33.5%23.1%36.0%32.8%23.1%
HV 60d24.8%24.0%25.3%24.4%24.7%
IV Rank7.1%0.0%21.2%16.8%7.0%
IV Percentile20.0%0.0%67.5%63.9%21.8%
Term Structure0.3%-2.9%2.4%-2.9%1.0%
VWIV21.4%18.4%26.3%26.3%18.4%
Skew 25d1.3%-5.5%3.1%3.1%-5.5%
Skew 10d3.2%-3.3%10.7%6.0%5.9%
Call IV 25d20.6%18.7%25.3%25.3%18.7%
Put IV 25d21.8%13.2%28.4%28.4%13.2%
Bid-Ask Spread %79.7259.37103.2585.37103.25
Gamma HHI0.180.150.270.180.17
Net GEX322.6K242.9K483.5K347.5K244.1K
Net DEX-21.9M-27.4M-17.7M-17.8M-22.7M
Net VEX-32.0K-41.0K-26.7K-40.3K-27.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.011.650.470.95
Total Volume266.455662821286
Total OI17,691.8515,66419,70618,39816,185

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$28.14$26.0027.0%7.8%32.8%16.8%26.3%3.1%-2.9%347.5K-17.8M-40.3K0.4785.37N/AN/A1446810,5787,820
2024-11-04$28.24$28.0029.3%6.9%32.7%21.2%23.8%1.0%-1.0%354.1K-18.5M-37.9K1.6569.69N/AN/A23739110,6207,828
2024-11-05$28.45$28.0029.3%6.8%32.7%21.2%24.6%1.9%-0.4%335.7K-18.8M-41.0K0.0969.37N/AN/A1101010,6938,209
2024-11-06$28.97$28.0021.2%5.8%33.1%5.3%20.4%2.2%0.2%331.6K-21.4M-34.6K0.5072.60N/AN/A32816510,6958,208
2024-11-07$29.51$28.0018.3%5.7%33.6%0.0%20.4%1.5%0.6%335.8K-23.3M-32.2K0.3986.54N/AN/A1927510,8038,350
2024-11-08$29.49$28.0019.7%5.8%33.6%2.7%20.2%1.5%-0.0%323.6K-23.4M-31.7K0.0591.98N/AN/A2321210,8148,376
2024-11-11$30.52$28.0023.8%5.8%35.4%10.8%21.1%2.2%0.1%453.9K-26.5M-29.4K0.0885.12N/AN/A4933710,8938,378
2024-11-12$30.45$28.0024.2%6.0%35.4%11.6%21.0%2.1%0.2%456.9K-26.9M-28.4K0.2087.09N/AN/A1112211,0618,374
2024-11-13$30.54$28.0020.4%5.8%35.4%4.1%20.7%1.3%-0.1%483.5K-27.4M-26.7K0.2090.46N/AN/A3356711,0758,366
2024-11-14$30.07$29.0019.9%5.7%36.0%3.2%20.3%1.5%0.9%387.8K-25.7M-30.5K0.2389.50N/AN/A1323111,2648,432
2024-11-15$29.52$29.0020.8%6.0%34.7%5.0%22.4%1.2%1.6%242.9K-23.6M-33.6K0.1188.66N/AN/A4935211,2668,440
2024-11-18$29.16$29.0020.8%6.0%34.5%5.0%20.5%1.2%0.2%275.5K-17.7M-34.5K0.1768.47N/AN/A4888,8166,848
2024-11-19$29.27$29.0021.2%6.1%34.2%5.8%20.4%2.5%0.1%282.8K-17.8M-35.6K0.7976.87N/AN/A33268,8266,852
2024-11-20$29.52$29.0021.1%6.0%33.8%5.4%21.4%0.7%0.2%248.7K-18.9M-32.0K0.0159.37N/AN/A13518,8326,873
2024-11-21$29.85$29.0019.4%5.6%33.9%2.2%20.5%0.4%2.4%249.9K-20.1M-29.5K0.0373.85N/AN/A341118,9126,874
2024-11-22$30.30$29.0020.4%5.8%33.9%4.1%22.2%2.9%1.0%281.9K-21.1M-30.7K0.3664.42N/AN/A94349,1076,877
2024-11-25$30.58$29.0020.9%6.0%33.9%5.1%20.7%1.6%0.1%290.6K-21.9M-29.1K1.1469.29N/AN/A1301489,1376,882
2024-11-26$30.86$29.0020.1%5.8%33.9%3.5%20.4%1.3%0.6%270.0K-22.6M-27.5K0.5481.71N/AN/A166909,1486,958
2024-11-27$30.84$29.0019.7%5.6%33.7%2.7%18.4%1.2%0.9%254.8K-22.4M-27.7K0.1480.87N/AN/A211309,1297,038
2024-11-29$30.98$29.0021.9%6.3%23.1%7.0%0.0%-5.5%1.0%244.1K-22.7M-27.3K0.95103.25N/AN/A44429,1387,047