GEN Options History — January 2025

In January 2025, GEN traded between $26.84 and $28.05. ATM implied volatility averaged 31.1%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 11.3% (HV 20d: 19.8%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.59.

Notable Days

  • 2025-01-30: Highest Volume — 4,274 contracts
  • 2025-01-31: Largest IV drop — 44.4% change
  • 2025-01-30: Highest IV Rank — 49.3%
  • 2025-01-30: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.34$26.84$28.05$27.42$26.95
Max Pain$27.30$24.00$28.00$24.00$27.00
ATM IV31.1%21.9%43.4%22.7%24.1%
Expected Move9.7%6.3%12.4%6.5%6.9%
HV 20d19.8%13.0%26.8%26.8%21.4%
HV 60d26.7%22.8%27.8%27.3%23.4%
IV Rank25.2%7.1%49.3%8.7%11.5%
IV Percentile64.0%23.4%90.1%34.1%49.2%
Term Structure-4.2%-9.4%10.6%10.3%-0.6%
VWIV33.5%22.1%43.1%22.1%24.4%
Skew 25d3.3%0.9%4.4%2.8%0.9%
Skew 10d5.6%-6.1%14.4%1.2%1.7%
Call IV 25d32.2%21.5%42.1%22.1%23.9%
Put IV 25d35.5%23.4%45.7%24.9%24.8%
Bid-Ask Spread %55.6344.5880.7360.0567.61
Gamma HHI0.170.140.210.180.17
Net GEX81.5K-38.5K272.1K272.1K-24.8K
Net DEX-6.8M-14.2M1.6M-13.1M1.6M
Net VEX-26.3K-29.2K-23.3K-29.2K-27.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.013.041.000.91
Total Volume509.75314,2741142,023
Total OI13,006.455,85218,81017,68410,258

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$27.42$24.0022.7%6.5%26.8%8.7%22.1%2.8%10.3%272.1K-13.1M-29.2K1.0060.05N/AN/A575710,3977,287
2025-01-03$27.38$24.0021.9%6.3%24.5%7.1%24.1%1.9%10.6%227.3K-13.2M-27.6K0.3080.73N/AN/A792410,4117,267
2025-01-06$27.44$28.0023.2%9.4%24.7%9.7%30.7%3.4%-4.3%192.4K-13.5M-26.3K0.0152.95N/AN/A193110,4157,291
2025-01-07$26.95$28.0025.1%9.5%25.0%13.5%35.1%3.4%-4.6%247.7K-11.7M-26.1K0.8154.81N/AN/A756110,5067,300
2025-01-08$27.02$28.0022.7%9.5%24.7%8.6%33.5%3.5%-4.9%199.9K-12.1M-25.3K0.3549.47N/AN/A23810,5027,309
2025-01-10$26.84$28.0024.9%9.9%23.1%12.9%33.0%3.7%-5.1%240.5K-11.4M-24.6K0.0451.92N/AN/A2271010,4967,301
2025-01-13$26.84$28.0027.3%9.8%22.2%17.6%33.4%3.5%-5.4%165.2K-11.6M-23.5K0.2944.95N/AN/A1143310,5567,306
2025-01-14$27.04$28.0028.0%9.9%22.3%19.0%34.2%3.4%-5.8%86.6K-12.4M-23.3K0.4252.34N/AN/A1184910,5717,328
2025-01-15$27.61$28.0032.8%9.4%23.7%28.4%33.7%3.9%-5.2%68.9K-14.2M-23.8K2.0352.82N/AN/A22144910,6497,374
2025-01-16$27.36$28.0033.6%9.6%23.8%30.0%33.9%3.2%-7.4%-38.5K-13.5M-24.3K1.0653.86N/AN/A21022310,7837,805
2025-01-17$27.51$28.0032.5%9.3%23.7%27.9%32.9%3.7%-4.2%6.5K-14.1M-24.8K0.1661.95N/AN/A1752810,9077,903
2025-01-21$27.41$28.0035.3%10.1%13.9%33.3%34.3%4.2%-6.1%5.0K216.2K-24.2K3.0450.83N/AN/A1454413,4922,360
2025-01-22$27.49$28.0036.0%10.3%13.7%34.9%34.8%3.5%-6.9%-15.6K551.5K-27.6K0.2755.56N/AN/A168463,6252,798
2025-01-23$27.34$28.0035.9%10.3%13.0%34.5%34.7%2.4%-6.0%-22.5K754.9K-27.6K0.0461.50N/AN/A9543,6652,842
2025-01-24$27.52$27.0035.4%10.1%13.2%33.5%36.1%3.3%-6.1%-9.7K470.6K-28.1K0.1358.43N/AN/A7293,7082,845
2025-01-27$27.34$27.0038.6%11.1%13.3%39.9%38.5%4.4%-6.5%-15.9K718.7K-27.3K0.3458.61N/AN/A44153,7522,850
2025-01-28$27.77$27.0038.1%10.9%14.4%38.9%38.2%3.7%-7.1%5.4K72.8K-28.1K0.2353.21N/AN/A184433,7682,855
2025-01-29$27.51$27.0040.9%11.7%14.2%44.4%40.4%3.3%-9.0%3.8K266.8K-28.0K0.1146.37N/AN/A178193,8772,863
2025-01-30$28.05$27.0043.4%12.4%15.6%49.3%43.1%3.6%-9.4%35.8K-661.6K-29.1K0.1744.58N/AN/A3,6426324,0252,882
2025-01-31$26.95$27.0024.1%6.9%21.4%11.5%24.4%0.9%-0.6%-24.8K1.6M-27.3K0.9167.61N/AN/A1,0599646,8193,439