GME Options History — October 2008 In October 2008, GME traded between $6.30 and $9.01. ATM implied volatility averaged 91.5%, placing in the 80.1% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 5.2% (HV 20d: 86.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.81.
Notable Days 2008-10-06 : Highest Volume — 21,664 contracts2008-10-06 : Largest IV spike — 27.0% change2008-10-06 : Highest IV Rank — 100.0%2008-10-31 : Largest Expected Move — 30.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.61 $6.30 $9.01 $9.01 $6.85 Max Pain $8.26 $7.50 $10.00 $10.00 $7.50 ATM IV 91.5% 66.8% 114.2% 66.8% 105.2% Expected Move 24.6% 19.2% 30.2% 19.2% 30.2% HV 20d 86.3% 51.0% 117.7% 51.4% 117.7% HV 60d 62.7% 47.3% 77.9% 47.8% 76.8% IV Rank 80.1% 49.7% 100.0% 69.8% 88.8% IV Percentile 98.3% 95.2% 100.0% 98.4% 99.2% Term Structure -8.4% -13.4% -0.6% -0.6% -9.5% VWIV 85.0% 66.4% 101.6% 66.4% 101.6% Skew 25d 14.6% 6.1% 20.8% 6.1% 19.6% Skew 10d 23.5% 8.0% 39.3% 8.0% 27.0% Call IV 25d 78.7% 64.3% 96.6% 64.3% 89.7% Put IV 25d 93.3% 70.5% 109.7% 70.5% 109.3% Bid-Ask Spread % 16.18 6.88 32.89 11.14 13.63 Gamma HHI 0.18 0.13 0.26 0.25 0.15 Net GEX 40.7K -100.3K 193.0K 187.1K -4.6K Net DEX 35.9M 16.6M 53.2M 34.2M 30.9M Net VEX -254.1K -355.9K -178.9K -345.0K -195.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.18 1.46 1.12 0.70 Total Volume 12,751.652 2,344 21,664 12,492 19,784 Total OI 293,621.565 241,436 340,620 314,884 262,180
Daily Data (23 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 2008-10-01 $9.01 $10.00 66.8% 19.2% 51.4% 69.8% 66.4% 6.1% -0.6% 187.1K 34.2M -345.0K 1.12 11.14 N/A N/A 5,888 6,604 189,172 125,712 2008-10-02 $8.95 $10.00 70.9% 20.3% 51.3% 78.7% 70.4% 8.1% -1.3% 193.0K 32.9M -355.9K 1.05 13.42 N/A N/A 2,012 2,108 190,836 126,868 2008-10-03 $8.82 $10.00 70.6% 20.2% 51.3% 78.0% 69.7% 6.6% -1.5% 155.1K 37.1M -337.9K 0.98 19.21 N/A N/A 10,424 10,200 191,584 127,476 2008-10-06 $8.53 $8.75 89.7% 22.2% 51.0% 100.0% 80.1% 10.3% -10.6% 51.4K 41.7M -328.8K 0.56 11.10 N/A N/A 13,876 7,788 193,232 133,456 2008-10-07 $7.69 $8.75 88.5% 23.3% 60.3% 97.9% 81.2% 13.1% -12.8% -74.4K 53.2M -269.5K 1.43 13.71 N/A N/A 8,732 12,444 193,256 133,092 2008-10-08 $7.55 $8.75 96.8% 24.2% 60.3% 100.0% 83.4% 12.8% -13.4% -85.1K 49.3M -253.0K 0.55 24.39 N/A N/A 9,912 5,420 195,996 128,632 2008-10-09 $7.27 $8.75 99.3% 24.8% 60.4% 100.0% 87.3% 15.3% -10.6% -29.2K 45.8M -248.2K 0.74 32.89 N/A N/A 6,740 5,000 194,020 123,920 2008-10-10 $7.28 $7.50 114.2% 25.3% 60.5% 100.0% 91.9% 15.2% -8.1% 12.6K 42.8M -252.4K 1.38 28.17 N/A N/A 4,880 6,756 197,776 125,068 2008-10-13 $8.38 $7.50 88.2% 21.4% 80.8% 67.4% 79.7% 15.8% -7.1% -2.3K 36.8M -293.0K 0.73 26.16 N/A N/A 6,792 4,976 196,984 124,600 2008-10-14 $7.59 $7.50 101.5% 22.8% 85.7% 84.1% 74.7% 13.5% -11.7% -100.3K 49.8M -235.1K 0.49 14.74 N/A N/A 9,852 4,832 200,328 127,396 2008-10-15 $6.93 $7.50 105.7% 23.8% 88.3% 89.4% 85.0% 16.1% -8.8% -29.4K 51.1M -197.5K 0.71 25.62 N/A N/A 11,620 8,200 206,324 124,048 2008-10-16 $7.70 $7.50 89.2% 25.6% 97.3% 68.6% 85.5% 20.8% -13.0% 39.0K 42.2M -248.2K 0.64 15.96 N/A N/A 10,456 6,660 213,328 124,792 2008-10-17 $7.96 $7.50 89.5% 25.7% 98.5% 69.0% 84.6% 18.4% -12.5% 141.6K 36.6M -274.5K 1.23 18.04 N/A N/A 7,224 8,852 213,156 127,464 2008-10-20 $8.30 $8.75 74.1% 21.2% 99.3% 49.7% 72.5% 14.8% -3.3% 150.8K 16.6M -288.9K 0.18 13.94 N/A N/A 8,056 1,460 142,124 99,312 2008-10-21 $7.62 $8.75 81.5% 23.4% 102.9% 59.0% 78.6% 12.2% -5.3% 75.5K 24.5M -245.5K 0.87 15.27 N/A N/A 2,608 2,272 142,996 99,820 2008-10-22 $7.06 $8.75 86.2% 24.7% 105.8% 64.9% 85.3% 17.9% -6.9% 34.8K 28.6M -217.1K 0.39 12.61 N/A N/A 6,904 2,712 143,800 98,788 2008-10-23 $6.77 $8.75 98.2% 28.2% 104.6% 79.9% 93.2% 14.9% -9.2% 23.2K 30.8M -199.3K 1.46 10.67 N/A N/A 6,080 8,888 147,060 99,992 2008-10-24 $6.43 $7.50 100.1% 28.7% 105.1% 82.4% 95.0% 14.8% -8.7% -7.0K 32.7M -189.5K 0.45 14.42 N/A N/A 5,672 2,572 149,976 103,568 2008-10-27 $6.30 $7.50 105.0% 30.1% 104.1% 88.4% 101.0% 13.1% -9.4% -6.7K 33.2M -178.9K 1.28 6.88 N/A N/A 1,744 2,228 153,924 104,928 2008-10-28 $7.23 $7.50 93.4% 26.8% 117.3% 73.9% 98.0% 19.8% -7.9% 44.7K 27.9M -214.7K 0.68 11.28 N/A N/A 4,112 2,780 151,860 103,332 2008-10-29 $7.36 $7.50 97.1% 27.8% 115.6% 78.6% 94.1% 17.4% -12.6% 92.6K 22.4M -240.1K 0.51 10.86 N/A N/A 9,828 4,996 154,176 104,648 2008-10-30 $7.36 $7.50 93.9% 26.9% 115.6% 74.6% 95.9% 19.2% -8.2% 74.6K 24.3M -236.0K 0.41 8.12 N/A N/A 1,664 680 155,420 106,876 2008-10-31 $6.85 $7.50 105.2% 30.2% 117.7% 88.8% 101.6% 19.6% -9.5% -4.6K 30.9M -195.7K 0.70 13.63 N/A N/A 11,652 8,132 155,544 106,636
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