GME Options History — October 2009 In October 2009, GME traded between $6.02 and $7.04. ATM implied volatility averaged 45.9%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 10.1% (HV 20d: 35.8%). Max pain ranged from $6.25 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2009-10-15 : Highest Volume — 156,820 contracts2009-10-14 : Largest IV spike — 51.1% change2009-10-14 : Highest IV Rank — 31.3%2009-10-30 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $6.52 $6.02 $7.04 $6.50 $6.07 Max Pain $6.69 $6.25 $7.00 $6.25 $6.50 ATM IV 45.9% 39.9% 67.2% 42.6% 50.5% Expected Move 13.2% 11.9% 14.5% 12.2% 14.5% HV 20d 35.8% 27.9% 45.2% 29.1% 45.1% HV 60d 41.3% 39.8% 44.6% 40.2% 40.8% IV Rank 6.7% 0.0% 31.3% 2.2% 12.2% IV Percentile 16.8% 0.0% 56.7% 4.8% 33.7% Term Structure -1.3% -5.3% 5.1% 4.6% -2.5% VWIV 46.3% 42.4% 50.1% 42.8% 50.1% Skew 25d 2.0% -1.2% 5.6% 2.7% -0.5% Skew 10d 3.1% -3.1% 8.2% 4.1% 2.2% Call IV 25d 45.6% 41.3% 50.6% 41.3% 50.2% Put IV 25d 47.6% 43.2% 50.9% 44.0% 49.7% Bid-Ask Spread % 12.84 7.89 20.08 9.21 20.08 Gamma HHI 0.23 0.12 0.74 0.26 0.13 Net GEX 2.8M 704.9K 9.0M 2.5M 972.0K Net DEX -56.5M -132.8M -6.1M -57.4M -13.7M Net VEX -314.3K -339.1K -274.1K -339.1K -331.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.12 1.28 1.26 0.33 Total Volume 33,309.091 5,676 156,820 9,400 11,116 Total OI 484,844.182 320,456 701,620 518,736 433,416
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 2009-10-01 $6.50 $6.25 42.6% 12.2% 29.1% 2.2% 42.8% 2.7% 4.6% 2.5M -57.4M -339.1K 1.26 9.21 N/A N/A 4,156 5,244 321,444 197,292 2009-10-02 $6.42 $6.25 43.7% 12.5% 29.2% 3.6% 45.2% -0.6% 5.1% 2.2M -48.6M -330.7K 0.19 13.25 N/A N/A 16,160 3,020 321,944 196,544 2009-10-05 $6.51 $6.75 45.1% 13.9% 29.4% 5.2% 49.5% 4.3% -2.1% 2.7M -57.4M -319.2K 0.54 9.13 N/A N/A 8,164 4,416 330,392 192,992 2009-10-06 $6.66 $6.50 43.5% 13.6% 27.9% 3.4% 48.9% 5.1% -1.9% 3.4M -74.2M -319.9K 0.45 7.89 N/A N/A 5,668 2,536 331,708 192,980 2009-10-07 $6.56 $6.50 48.2% 13.9% 28.6% 8.8% 48.3% 4.0% -2.8% 3.0M -63.7M -316.9K 0.52 9.36 N/A N/A 23,836 12,500 332,176 192,620 2009-10-08 $6.84 $6.50 40.2% 13.1% 31.8% 0.0% 45.8% 2.7% -2.3% 4.3M -100.1M -307.7K 0.89 10.38 N/A N/A 19,836 17,600 341,108 199,368 2009-10-09 $6.74 $6.75 39.9% 13.1% 32.0% 0.0% 45.7% 3.5% -1.7% 4.1M -83.2M -308.0K 1.28 8.65 N/A N/A 3,916 5,008 338,932 207,716 2009-10-12 $6.71 $6.75 42.5% 13.0% 29.9% 2.9% 45.2% 5.6% -2.5% 4.3M -78.8M -290.7K 0.64 10.17 N/A N/A 6,048 3,900 338,980 209,092 2009-10-13 $6.83 $6.75 44.5% 12.9% 30.0% 5.2% 45.4% 3.4% -2.1% 5.0M -98.2M -279.1K 0.23 10.06 N/A N/A 17,544 4,076 339,868 209,480 2009-10-14 $7.04 $6.75 67.2% 14.0% 30.9% 31.3% 48.7% 0.8% -4.0% 4.3M -128.6M -274.1K 0.28 11.22 N/A N/A 113,640 31,956 346,328 211,088 2009-10-15 $6.96 $7.00 50.0% 14.3% 31.4% 11.6% 49.9% -1.2% -5.3% 7.2M -132.8M -315.5K 0.44 12.29 N/A N/A 108,904 47,916 413,488 233,280 2009-10-16 $6.93 $7.00 46.4% 13.3% 28.8% 7.5% 46.8% 1.4% -2.1% 9.0M -119.1M -306.6K 0.77 10.96 N/A N/A 19,752 15,256 442,728 258,892 2009-10-19 $7.04 $7.00 43.7% 12.5% 28.1% 4.4% 43.3% 2.2% -1.7% 918.6K -55.1M -299.3K 0.28 14.70 N/A N/A 25,588 7,112 201,676 118,780 2009-10-20 $6.41 $7.00 41.6% 11.9% 44.4% 1.9% 42.4% 1.2% 0.0% 781.2K -24.2M -286.4K 0.48 12.82 N/A N/A 61,452 29,512 217,044 120,740 2009-10-21 $6.33 $7.00 42.9% 12.3% 44.1% 3.4% 43.1% 2.8% -0.8% 871.3K -21.8M -327.7K 0.95 15.89 N/A N/A 6,176 5,868 256,808 139,188 2009-10-22 $6.31 $6.75 42.0% 12.1% 43.8% 2.4% 42.9% 2.0% 0.4% 789.9K -20.0M -326.2K 0.27 15.67 N/A N/A 10,492 2,844 249,516 142,108 2009-10-23 $6.19 $6.75 43.2% 12.4% 44.2% 3.7% 42.9% 2.3% -0.9% 770.7K -14.3M -323.3K 0.66 14.35 N/A N/A 7,552 4,992 256,572 143,348 2009-10-26 $6.02 $6.75 46.3% 13.3% 45.0% 7.4% 46.4% 1.2% -1.2% 704.9K -6.1M -308.5K 0.46 17.11 N/A N/A 18,544 8,600 260,404 145,312 2009-10-27 $6.15 $6.75 47.9% 13.7% 44.9% 9.1% 47.6% 0.7% -1.6% 926.1K -16.8M -334.9K 0.12 17.20 N/A N/A 15,360 1,812 273,408 149,128 2009-10-28 $6.06 $6.50 49.5% 14.2% 45.0% 10.9% 50.0% 0.3% -1.6% 939.4K -13.2M -331.8K 0.54 18.06 N/A N/A 5,888 3,164 278,304 149,736 2009-10-29 $6.14 $6.50 48.2% 13.8% 45.2% 9.5% 48.5% 0.9% -0.9% 1.0M -16.9M -337.2K 0.18 13.93 N/A N/A 4,800 876 280,188 150,456 2009-10-30 $6.07 $6.50 50.5% 14.5% 45.1% 12.2% 50.1% -0.5% -2.5% 972.0K -13.7M -331.8K 0.33 20.08 N/A N/A 8,388 2,728 282,512 150,904
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