GEN Options History — December 2024

In December 2024, GEN traded between $27.32 and $31.60. ATM implied volatility averaged 23.2%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 0.5% (HV 20d: 23.7%). Max pain ranged from $24.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2024-12-04: Highest Volume — 971 contracts
  • 2024-12-20: Largest IV drop — 13.8% change
  • 2024-12-18: Highest IV Rank — 19.2%
  • 2024-12-18: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.23$27.32$31.60$30.87$27.32
Max Pain$25.10$24.00$29.00$29.00$24.00
ATM IV23.2%18.5%28.1%18.5%22.5%
Expected Move6.6%5.3%8.1%5.3%6.4%
HV 20d23.7%19.5%28.5%19.5%26.6%
HV 60d26.3%24.2%27.9%24.3%27.4%
IV Rank9.6%0.4%19.2%0.4%8.2%
IV Percentile37.0%0.4%65.5%0.4%31.3%
Term Structure4.3%-4.2%9.3%1.5%9.3%
VWIV22.9%20.3%28.1%20.3%22.7%
Skew 25d1.8%-1.9%3.6%0.3%2.0%
Skew 10d2.2%-10.2%10.5%6.8%-3.2%
Call IV 25d22.3%20.1%27.0%20.1%22.6%
Put IV 25d24.1%19.9%29.2%20.4%24.6%
Bid-Ask Spread %65.7448.9991.7989.6973.63
Gamma HHI0.170.140.190.180.18
Net GEX272.7K179.4K363.2K255.1K263.6K
Net DEX-18.0M-24.1M-12.1M-22.8M-12.8M
Net VEX-30.6K-34.7K-24.3K-25.8K-29.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.024.850.350.46
Total Volume244.762309715882
Total OI17,249.38116,19817,80016,19817,650

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$30.87$29.0018.5%5.3%19.5%0.4%20.3%0.3%1.5%255.1K-22.8M-25.8K0.3589.69N/AN/A43159,1487,050
2024-12-03$30.87$29.0021.0%6.0%19.6%5.3%20.9%0.4%-0.3%268.5K-22.5M-27.0K0.0891.79N/AN/A10189,1537,052
2024-12-04$31.60$29.0021.4%6.1%20.7%6.1%21.4%-1.9%0.1%226.8K-24.1M-24.3K0.0287.01N/AN/A951209,1547,054
2024-12-05$31.27$24.0022.8%6.3%20.8%8.9%21.5%1.3%4.6%270.5K-23.7M-28.9K0.0759.02N/AN/A147119,7987,069
2024-12-06$31.13$24.0021.9%6.4%20.3%7.0%21.0%2.9%4.8%282.8K-23.5M-30.0K2.1860.90N/AN/A11249,8997,074
2024-12-09$30.48$24.0024.4%6.5%21.9%12.0%22.1%1.1%4.0%286.4K-22.0M-29.3K0.1572.50N/AN/A2649,9077,085
2024-12-10$29.61$24.0024.9%6.7%20.9%12.9%23.2%1.4%4.5%288.8K-19.4M-31.9K0.0748.99N/AN/A627429,9077,089
2024-12-11$30.02$24.0022.8%6.5%21.6%8.8%23.3%3.5%5.0%355.8K-21.1M-32.0K0.3055.11N/AN/A962910,2807,085
2024-12-12$30.20$24.0023.5%6.7%21.7%10.3%24.5%1.8%5.1%363.2K-21.6M-31.8K2.8152.76N/AN/A329010,3187,106
2024-12-13$29.71$24.0023.5%6.7%21.8%10.3%23.5%1.3%3.8%355.5K-20.3M-32.5K4.8557.37N/AN/A3316010,3467,201
2024-12-16$29.73$24.0023.9%6.8%20.7%11.0%24.5%1.9%3.7%348.5K-20.2M-32.5K0.4357.25N/AN/A44519210,3507,247
2024-12-17$29.32$24.0025.1%7.2%20.9%13.5%25.2%1.3%2.7%295.3K-18.6M-32.5K1.8250.30N/AN/A5710410,1797,373
2024-12-18$27.76$25.0028.1%8.1%28.5%19.2%28.1%1.5%-3.8%244.3K-13.0M-34.7K0.2581.69N/AN/A2195410,1867,452
2024-12-19$27.55$25.0027.1%7.8%28.2%17.4%27.3%3.3%-4.2%238.3K-12.1M-34.1K3.2977.61N/AN/A5518110,2737,475
2024-12-20$27.88$25.0023.4%6.7%28.3%10.0%21.0%3.6%7.7%179.4K-13.2M-33.5K0.2281.16N/AN/A3337210,2777,523
2024-12-23$27.71$25.0023.3%6.7%27.4%9.9%22.6%2.5%7.3%260.5K-13.4M-32.7K0.5653.67N/AN/A643610,0557,320
2024-12-24$27.80$25.0020.8%6.0%27.1%4.9%20.7%0.8%9.2%216.3K-14.0M-30.2K0.5862.42N/AN/A553210,0837,344
2024-12-26$27.91$25.0022.2%6.4%26.8%7.7%21.6%3.2%7.9%230.1K-14.3M-30.1K0.3057.92N/AN/A641910,1467,355
2024-12-27$27.58$25.0022.3%6.4%26.9%7.8%22.5%2.6%8.9%253.2K-13.1M-30.6K0.1750.66N/AN/A46810,2067,371
2024-12-30$27.44$25.0023.4%6.7%26.6%10.0%22.7%3.3%8.7%243.5K-12.7M-29.1K0.5459.09N/AN/A35919310,2227,375
2024-12-31$27.32$24.0022.5%6.4%26.6%8.2%0.0%2.0%9.3%263.6K-12.8M-29.2K0.4673.63N/AN/A562610,3687,282