GME Options History — December 2008 In December 2008, GME traded between $4.71 and $6.42. ATM implied volatility averaged 83.5%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 33.7% (HV 20d: 117.1%). Max pain ranged from $5.63 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.93.
Notable Days 2008-12-03 : Highest Volume — 28,928 contracts2008-12-09 : Largest IV spike — 17.7% change2008-12-01 : Highest IV Rank — 72.0%2008-12-01 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.67 $4.71 $6.42 $4.84 $5.42 Max Pain $7.16 $5.63 $7.50 $5.63 $7.50 ATM IV 83.5% 72.7% 101.0% 101.0% 72.7% Expected Move 23.8% 20.9% 29.0% 29.0% 20.9% HV 20d 117.1% 97.8% 131.2% 115.9% 98.0% HV 60d 106.6% 98.1% 110.5% 98.3% 110.1% IV Rank 53.0% 41.4% 72.0% 72.0% 41.4% IV Percentile 82.8% 75.8% 92.9% 92.9% 75.8% Term Structure 1.2% -2.1% 6.0% -2.1% -0.7% VWIV 83.2% 73.1% 102.8% 102.8% 74.8% Skew 25d 14.2% 8.4% 21.4% 18.3% 10.5% Skew 10d 29.2% 14.2% 42.0% 42.0% 34.5% Call IV 25d 77.2% 69.8% 93.7% 93.7% 71.2% Put IV 25d 91.3% 80.2% 112.7% 112.0% 81.7% Bid-Ask Spread % 8.90 4.55 12.88 12.20 4.55 Gamma HHI 0.17 0.13 0.21 0.18 0.19 Net GEX -114.3K -206.5K -9.9K -181.3K -82.1K Net DEX 12.8M -1.1M 22.1M 20.7M 17.8M Net VEX -142.3K -170.7K -105.7K -117.9K -121.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.93 0.16 14.20 1.53 0.50 Total Volume 8,786.545 1,336 28,928 6,988 4,340 Total OI 293,346.727 248,636 331,488 277,360 262,912
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 2008-12-01 $4.84 $5.63 101.0% 29.0% 115.9% 72.0% 102.8% 18.3% -2.1% -181.3K 20.7M -117.9K 1.53 12.20 N/A N/A 2,760 4,228 160,944 116,416 2008-12-02 $4.75 $5.63 96.8% 27.7% 115.9% 67.3% 95.8% 20.0% 0.0% -202.2K 21.8M -113.3K 0.32 12.49 N/A N/A 3,276 1,064 162,524 118,416 2008-12-03 $4.71 $5.63 89.9% 25.8% 114.7% 59.9% 94.7% 21.4% 1.5% -202.3K 22.1M -105.7K 6.27 9.86 N/A N/A 3,980 24,948 165,328 117,064 2008-12-04 $5.04 $5.63 90.8% 26.0% 115.2% 60.9% 89.5% 16.8% 0.0% -206.5K 19.5M -129.7K 0.47 12.88 N/A N/A 5,188 2,440 167,572 130,548 2008-12-05 $5.32 $7.50 79.8% 24.1% 115.9% 49.1% 88.7% 18.1% 3.4% -170.6K 16.7M -137.3K 0.92 7.67 N/A N/A 1,920 1,768 169,212 130,980 2008-12-08 $6.25 $7.50 81.6% 22.6% 128.8% 51.0% 79.1% 17.8% 3.9% -9.9K 3.4M -163.1K 0.43 7.78 N/A N/A 9,456 4,088 170,484 131,248 2008-12-09 $5.81 $7.50 96.0% 24.9% 131.2% 66.6% 85.2% 17.6% 0.9% -46.4K 8.6M -152.9K 2.71 9.64 N/A N/A 4,088 11,068 172,712 132,220 2008-12-10 $6.02 $7.50 86.3% 23.6% 130.9% 56.1% 84.6% 15.8% 3.6% -182.3K 9.6M -164.0K 2.10 8.99 N/A N/A 3,640 7,640 173,248 146,608 2008-12-11 $5.71 $7.50 87.7% 25.2% 130.5% 57.6% 79.9% 14.7% 1.6% -178.1K 13.0M -154.5K 14.20 9.34 N/A N/A 1,388 19,716 174,404 144,540 2008-12-12 $6.03 $7.50 83.8% 24.0% 124.7% 53.3% 79.7% 14.7% 2.5% -191.0K 9.6M -168.9K 1.81 7.55 N/A N/A 3,108 5,628 174,724 151,912 2008-12-15 $5.78 $7.50 89.8% 25.7% 123.5% 59.8% 85.1% 14.3% -0.0% -195.8K 13.1M -158.2K 2.37 10.12 N/A N/A 2,212 5,240 175,720 150,988 2008-12-16 $6.42 $7.50 84.9% 24.3% 128.7% 54.5% 79.4% 13.4% 1.0% -38.7K 443.2K -170.7K 0.16 7.82 N/A N/A 10,756 1,704 176,436 149,096 2008-12-17 $6.42 $7.50 83.2% 23.9% 128.2% 52.7% 83.7% 12.8% 2.3% -23.5K -1.1M -168.8K 0.67 7.44 N/A N/A 4,184 2,788 178,900 149,136 2008-12-18 $6.10 $7.50 80.6% 23.1% 126.2% 49.9% 80.8% 12.4% 3.0% -111.0K 7.3M -157.2K 0.65 10.06 N/A N/A 4,460 2,892 180,096 150,424 2008-12-19 $6.15 $7.50 75.6% 21.7% 109.2% 44.5% 76.5% 10.6% 6.0% -143.6K 9.0M -152.7K 0.39 11.37 N/A N/A 4,168 1,620 180,096 151,392 2008-12-22 $5.79 $7.50 78.7% 22.6% 112.6% 47.8% 79.7% 10.9% -1.1% -60.7K 14.1M -137.4K 0.95 7.54 N/A N/A 1,988 1,892 153,416 95,220 2008-12-23 $5.54 $7.50 74.9% 21.5% 107.1% 43.7% 76.6% 10.8% 0.9% -83.1K 16.3M -128.6K 0.26 7.61 N/A N/A 6,900 1,824 154,224 96,608 2008-12-24 $5.83 $7.50 75.8% 21.7% 108.1% 44.7% 75.5% 10.7% 0.9% -29.7K 13.0M -138.7K 1.23 10.38 N/A N/A 1,276 1,568 160,252 97,464 2008-12-26 $5.79 $7.50 74.2% 21.3% 106.1% 42.9% 73.1% 8.4% 1.5% -33.5K 13.5M -136.3K 0.54 7.37 N/A N/A 868 468 160,752 97,932 2008-12-29 $5.49 $7.50 77.0% 22.1% 107.9% 46.0% 77.4% 9.8% -1.0% -64.7K 16.6M -127.2K 2.95 8.04 N/A N/A 1,492 4,408 160,988 98,240 2008-12-30 $5.54 $7.50 74.9% 21.5% 97.8% 43.7% 87.6% 12.1% -1.8% -76.7K 16.7M -126.3K 1.05 5.13 N/A N/A 2,376 2,488 161,156 101,076 2008-12-31 $5.42 $7.50 72.7% 20.9% 98.0% 41.4% 74.8% 10.5% -0.7% -82.1K 17.8M -121.6K 0.50 4.55 N/A N/A 2,884 1,456 162,336 100,576
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