GME Options History — April 2008 In April 2008, GME traded between $13.42 and $14.26. ATM implied volatility averaged 43.4%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 4.7% (HV 20d: 48.0%). Max pain ranged from $11.25 to $13.75. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.74.
Notable Days 2008-04-02 : Highest Volume — 32,648 contracts2008-04-10 : Largest IV spike — 13.7% change2008-04-14 : Highest IV Rank — 48.5%2008-04-07 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.89 $13.42 $14.26 $13.92 $13.76 Max Pain $13.35 $11.25 $13.75 $12.50 $13.75 ATM IV 43.4% 39.4% 47.0% 43.4% 40.1% Expected Move 12.7% 11.5% 13.6% 12.5% 11.5% HV 20d 48.0% 23.2% 63.3% 63.2% 23.4% HV 60d 50.7% 47.8% 54.2% 54.2% 47.8% IV Rank 42.1% 34.9% 48.5% 42.7% 36.2% IV Percentile 45.9% 25.4% 69.4% 46.8% 25.4% Term Structure 3.2% 0.7% 6.4% 4.9% 5.9% VWIV 44.3% 38.7% 48.6% 46.3% 38.7% Skew 25d 6.5% 3.5% 8.5% 7.4% 3.5% Skew 10d 11.9% 6.2% 16.4% 10.8% 6.2% Call IV 25d 41.3% 38.1% 44.4% 40.6% 39.3% Put IV 25d 47.8% 42.8% 51.7% 48.1% 42.8% Bid-Ask Spread % 15.03 6.90 20.15 17.84 6.90 Gamma HHI 0.29 0.19 0.53 0.26 0.24 Net GEX -146.8K -2.4M 1.3M 1.3M 872.0K Net DEX -60.3M -92.7M -32.8M -74.9M -47.3M Net VEX -612.3K -655.6K -570.2K -641.6K -596.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.74 0.14 9.64 1.90 1.35 Total Volume 15,562 4,788 32,648 31,840 9,052 Total OI 309,802.182 207,348 391,800 310,224 236,428
Daily Data (22 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 2008-04-01 $13.92 $12.50 43.4% 12.5% 63.2% 42.7% 46.3% 7.4% 4.9% 1.3M -74.9M -641.6K 1.90 17.84 N/A N/A 10,984 20,856 165,300 144,924 2008-04-02 $13.92 $12.50 43.0% 12.3% 63.3% 41.8% 42.3% 4.2% 4.0% 1.1M -75.2M -643.3K 0.31 16.92 N/A N/A 24,956 7,692 167,056 155,044 2008-04-03 $14.10 $12.50 44.4% 12.7% 62.6% 44.3% 47.0% 7.5% 2.5% 1.2M -83.3M -652.0K 9.64 16.16 N/A N/A 2,824 27,232 171,316 159,940 2008-04-04 $14.11 $11.25 44.3% 13.5% 59.6% 44.2% 46.2% 8.5% 2.4% 737.9K -81.4M -651.6K 0.76 15.66 N/A N/A 2,724 2,064 171,740 174,536 2008-04-07 $14.02 $11.25 41.9% 13.6% 59.1% 39.4% 47.2% 8.0% 0.7% 475.3K -73.8M -642.1K 5.00 10.70 N/A N/A 4,568 22,860 171,908 176,948 2008-04-08 $13.84 $13.75 39.4% 13.3% 59.8% 34.9% 48.6% 8.4% 1.2% -813.4K -54.8M -655.6K 0.62 11.38 N/A N/A 3,680 2,296 172,360 194,204 2008-04-09 $13.42 $13.75 40.3% 13.4% 56.2% 36.6% 46.2% 7.2% 1.4% -1.5M -32.8M -648.6K 0.55 13.34 N/A N/A 13,452 7,424 173,852 194,448 2008-04-10 $13.80 $13.75 45.9% 13.1% 56.1% 46.4% 47.7% 7.4% 1.1% -705.9K -60.5M -631.8K 5.60 14.59 N/A N/A 4,724 26,436 178,896 190,932 2008-04-11 $13.63 $13.75 45.8% 13.1% 56.4% 46.4% 47.5% 7.2% 1.5% -2.3M -41.6M -629.6K 1.02 14.92 N/A N/A 3,172 3,236 176,236 199,416 2008-04-14 $13.72 $13.75 47.0% 13.5% 55.2% 48.5% 46.8% 6.9% 1.2% -2.3M -48.5M -613.8K 0.97 16.13 N/A N/A 2,600 2,520 176,724 199,436 2008-04-15 $13.96 $13.75 46.2% 13.2% 52.2% 47.0% 44.5% 7.4% 1.3% -2.4M -68.0M -605.0K 0.61 15.14 N/A N/A 4,752 2,908 177,200 199,768 2008-04-16 $14.16 $13.75 45.6% 13.1% 51.5% 45.9% 43.0% 7.5% 2.1% -1.7M -84.7M -598.6K 1.97 17.18 N/A N/A 4,824 9,484 178,208 200,548 2008-04-17 $14.26 $13.75 44.9% 12.9% 49.3% 44.8% 43.3% 6.7% 1.8% -1.1M -91.4M -590.9K 1.26 20.01 N/A N/A 4,376 5,520 180,320 203,856 2008-04-18 $14.16 $13.75 44.4% 12.7% 44.8% 43.9% 43.0% 6.8% 1.4% -292.3K -92.7M -580.7K 0.66 20.15 N/A N/A 15,164 9,996 180,388 211,412 2008-04-21 $13.89 $13.75 44.4% 12.7% 37.9% 43.9% 43.7% 6.0% 3.8% 426.2K -42.3M -576.9K 0.43 13.84 N/A N/A 14,252 6,104 111,920 95,436 2008-04-22 $13.71 $13.75 44.6% 12.8% 38.3% 44.3% 44.8% 6.6% 3.6% 363.1K -38.2M -570.2K 0.29 11.18 N/A N/A 8,396 2,472 111,912 95,436 2008-04-23 $13.80 $13.75 42.9% 12.3% 37.7% 41.2% 42.9% 6.3% 5.7% 510.8K -43.4M -592.1K 1.73 11.20 N/A N/A 2,764 4,792 119,452 100,088 2008-04-24 $13.99 $13.75 41.7% 12.0% 37.5% 39.1% 41.3% 5.5% 6.3% 653.2K -49.9M -594.5K 0.60 13.02 N/A N/A 3,240 1,948 120,912 100,080 2008-04-25 $14.04 $13.75 40.9% 11.7% 34.1% 37.7% 41.0% 5.5% 6.4% 726.6K -52.5M -589.9K 2.57 16.04 N/A N/A 2,152 5,528 122,056 100,644 2008-04-28 $13.78 $13.75 42.1% 12.1% 35.0% 39.8% 41.7% 3.5% 4.9% 665.1K -44.9M -579.7K 0.14 19.04 N/A N/A 14,508 1,980 122,868 100,060 2008-04-29 $13.66 $13.75 40.5% 11.6% 23.2% 37.0% 40.3% 4.1% 5.4% 767.4K -43.7M -586.2K 0.39 19.36 N/A N/A 8,556 3,296 130,956 100,484 2008-04-30 $13.76 $13.75 40.1% 11.5% 23.4% 36.2% 38.7% 3.5% 5.9% 872.0K -47.3M -596.1K 1.35 6.90 N/A N/A 3,852 5,200 134,256 102,172
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