Gencor Industries, Inc. (GENC) Options History
Historical options analytics archive for GENC with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
GENC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GENC. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 45.0% | 13.2% | $15.00 | $410 | -$133.8K | 0.93 |
| 2026-05 | 19 | 62.8% | 20.8% | $15.00 | -$1.0K | -$46.6K | 0.41 |
| 2026-04 | 21 | 75.3% | 25.8% | $15.00 | -$1.5K | -$10.0K | 2.73 |
| 2026-03 | 22 | 62.8% | 15.5% | $12.50 | $3.2K | -$274.9K | 1.08 |
| 2026-02 | 19 | 72.5% | 19.1% | $12.50 | $12.6K | -$541.3K | 1.12 |
| 2026-01 | 20 | 80.0% | 22.8% | $12.50 | $9.4K | -$345.1K | 1.98 |
This archive aggregates GENC's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how GENC option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 45.0%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.93.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked GENC history questions
- How much options history is available for GENC?
- This archive holds 57 months of GENC options analytics, spanning 2021-10 through 2026-06. Each entry is a monthly rollup of GENC's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the GENC archive.
- What data does each monthly GENC aggregate contain?
- Every monthly row summarizes that month of GENC option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 45.0%, an average IV rank of 13.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.93.
- How is the GENC options-history archive built and how often does it update?
- The archive is derived from GENC's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how GENC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.