GME Options History — July 2008 In July 2008, GME traded between $9.70 and $11.31. ATM implied volatility averaged 51.8%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 0.8% (HV 20d: 51.0%). Max pain ranged from $10.00 to $11.25. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2008-07-11 : Highest Volume — 42,864 contracts2008-07-07 : Largest IV spike — 12.1% change2008-07-15 : Highest IV Rank — 59.8%2008-07-15 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $10.33 $9.70 $11.31 $10.19 $10.13 Max Pain $10.23 $10.00 $11.25 $11.25 $10.00 ATM IV 51.8% 46.9% 59.3% 49.8% 48.8% Expected Move 14.7% 13.4% 17.0% 14.3% 14.0% HV 20d 51.0% 44.7% 56.9% 56.1% 45.0% HV 60d 44.1% 41.6% 46.7% 41.7% 45.7% IV Rank 42.2% 29.9% 59.8% 42.5% 34.4% IV Percentile 78.8% 59.5% 96.0% 76.2% 65.5% Term Structure 2.0% -3.2% 7.5% -0.6% 7.5% VWIV 52.0% 47.9% 62.8% 49.5% 48.8% Skew 25d 5.1% -0.1% 7.5% 2.9% 2.1% Skew 10d 10.0% -9.6% 19.9% 4.4% 11.5% Call IV 25d 49.9% 45.3% 55.3% 49.3% 49.3% Put IV 25d 55.0% 50.7% 62.1% 52.2% 51.4% Bid-Ask Spread % 9.16 4.05 18.52 4.05 9.99 Gamma HHI 0.22 0.17 0.65 0.19 0.21 Net GEX -217.0K -2.6M 325.5K -179.8K 18.8K Net DEX 19.2M -28.3M 46.8M 36.2M 14.3M Net VEX -416.4K -473.0K -363.1K -410.8K -399.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.34 3.95 0.51 1.01 Total Volume 13,352.909 3,244 42,864 14,100 5,632 Total OI 288,800 210,552 367,612 316,472 233,400
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 2008-07-01 $10.19 $11.25 49.8% 14.3% 56.1% 42.5% 49.5% 2.9% -0.6% -179.8K 36.2M -410.8K 0.51 4.05 N/A N/A 9,368 4,732 195,556 120,916 2008-07-02 $10.10 $11.25 49.9% 14.3% 55.9% 40.9% 50.3% 3.1% 0.4% -267.2K 37.4M -410.4K 0.34 6.17 N/A N/A 9,052 3,080 194,580 122,180 2008-07-03 $9.70 $11.25 49.9% 14.3% 56.9% 37.1% 52.7% -0.1% 0.0% -313.9K 46.8M -373.4K 1.29 5.12 N/A N/A 3,012 3,892 194,364 121,832 2008-07-07 $9.84 $11.25 55.9% 14.8% 54.9% 51.6% 50.8% 3.8% 0.7% -351.6K 44.2M -372.2K 0.71 9.03 N/A N/A 5,216 3,716 195,796 123,244 2008-07-08 $10.18 $10.00 53.1% 14.5% 56.1% 44.8% 48.5% 6.3% 0.2% -337.0K 36.4M -402.4K 0.46 8.91 N/A N/A 6,852 3,156 196,872 124,292 2008-07-09 $9.85 $10.00 55.0% 15.3% 56.5% 49.5% 53.7% 5.8% -0.7% -337.5K 43.0M -372.9K 0.79 9.11 N/A N/A 5,796 4,576 197,684 123,000 2008-07-10 $9.73 $10.00 53.5% 15.3% 54.3% 45.8% 53.5% 5.5% -0.6% -373.8K 46.2M -363.1K 1.71 10.01 N/A N/A 4,608 7,876 197,920 123,360 2008-07-11 $9.82 $10.00 56.2% 16.1% 54.3% 52.3% 57.3% 4.7% -2.2% -404.8K 44.2M -385.7K 0.87 8.01 N/A N/A 22,924 19,940 197,764 127,052 2008-07-14 $10.07 $10.00 57.8% 16.6% 53.3% 56.1% 59.0% 6.0% -2.8% -136.1K 30.3M -418.8K 3.08 9.34 N/A N/A 2,192 6,748 215,552 139,200 2008-07-15 $10.30 $10.00 59.3% 17.0% 45.8% 59.8% 62.8% 6.7% -3.2% -170.5K 24.4M -440.9K 3.95 18.52 N/A N/A 6,084 24,052 215,612 144,308 2008-07-16 $10.69 $10.00 53.6% 15.4% 48.0% 45.9% 54.7% 7.2% -0.3% -312.0K 12.3M -461.7K 0.56 14.47 N/A N/A 4,960 2,788 214,908 152,704 2008-07-17 $10.83 $10.00 50.7% 14.5% 48.4% 39.1% 53.9% 6.8% 1.3% -93.4K 5.7M -452.7K 0.44 14.88 N/A N/A 26,448 11,616 215,992 136,264 2008-07-18 $11.31 $10.00 49.9% 14.3% 50.1% 37.1% 49.3% 6.0% 0.4% -2.6M -28.3M -473.0K 0.48 11.55 N/A N/A 11,356 5,508 220,440 135,780 2008-07-21 $10.76 $10.00 49.0% 14.0% 49.5% 34.9% 50.0% 5.6% 4.2% 182.6K -1.1M -430.9K 0.63 6.31 N/A N/A 7,232 4,564 113,792 96,760 2008-07-22 $10.86 $10.00 48.5% 13.9% 49.6% 33.8% 50.5% 7.5% 4.5% 246.6K -3.9M -442.1K 0.49 7.22 N/A N/A 3,884 1,892 117,784 97,744 2008-07-23 $11.06 $10.00 46.9% 13.4% 50.1% 29.9% 47.9% 5.4% 5.9% 325.5K -8.8M -456.0K 1.12 10.80 N/A N/A 5,500 6,184 118,568 98,392 2008-07-24 $10.64 $10.00 48.3% 13.8% 51.4% 33.3% 49.7% 5.1% 5.8% 160.1K 1.1M -446.6K 0.44 7.51 N/A N/A 2,248 996 120,444 102,508 2008-07-25 $10.38 $10.00 50.3% 14.4% 48.3% 38.0% 48.9% 5.7% 5.9% 81.7K 7.9M -422.8K 1.00 9.21 N/A N/A 5,260 5,256 120,980 102,232 2008-07-28 $10.14 $10.00 52.5% 15.0% 48.7% 43.3% 51.9% 5.4% 5.8% -22.5K 14.1M -401.0K 0.40 6.97 N/A N/A 8,568 3,408 121,668 103,988 2008-07-29 $10.38 $10.00 50.8% 14.6% 44.7% 39.4% 49.5% 6.0% 6.3% 79.6K 9.1M -418.8K 0.80 7.27 N/A N/A 2,100 1,680 123,624 105,112 2008-07-30 $10.26 $10.00 50.4% 14.5% 44.8% 38.4% 50.4% 4.4% 6.3% 45.7K 11.5M -404.0K 0.40 7.08 N/A N/A 7,008 2,804 124,032 105,400 2008-07-31 $10.13 $10.00 48.8% 14.0% 45.0% 34.4% 48.8% 2.1% 7.5% 18.8K 14.3M -399.8K 1.01 9.99 N/A N/A 2,800 2,832 126,920 106,480
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