GME Options History — May 2013 In May 2013, GME traded between $7.93 and $9.94. ATM implied volatility averaged 43.0%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 7.8% (HV 20d: 35.2%). Max pain ranged from $7.25 to $9.25. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.29.
Notable Days 2013-05-24 : Highest Volume — 466,764 contracts2013-05-16 : Largest IV spike — 51.0% change2013-05-24 : Highest IV Rank — 25.6%2013-05-31 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $9.08 $7.93 $9.94 $8.69 $8.29 Max Pain $8.51 $7.25 $9.25 $7.25 $8.50 ATM IV 43.0% 31.1% 57.9% 40.1% 52.3% Expected Move 13.4% 9.6% 16.9% 11.5% 16.9% HV 20d 35.2% 23.0% 58.6% 28.2% 56.1% HV 60d 34.6% 31.0% 42.7% 35.1% 42.3% IV Rank 13.2% 3.3% 25.6% 10.8% 21.0% IV Percentile 49.5% 3.6% 94.0% 36.5% 86.5% Term Structure -3.2% -9.0% 8.9% 3.9% -9.0% VWIV 47.7% 35.4% 58.7% 41.4% 58.7% Skew 25d 3.5% -0.3% 5.5% 2.0% 2.1% Skew 10d 8.1% 1.1% 12.6% 3.6% 7.2% Call IV 25d 45.7% 32.9% 58.2% 40.3% 58.2% Put IV 25d 49.1% 36.2% 60.7% 42.3% 60.3% Bid-Ask Spread % 12.49 5.70 30.12 8.61 10.07 Gamma HHI 0.09 0.06 0.12 0.09 0.06 Net GEX 3.2M -1.3M 6.1M 4.8M 2.6M Net DEX -215.6M -357.7M 48.0M -230.2M -80.7M Net VEX -945.7K -1.2M -826.9K -843.4K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.17 3.68 1.44 0.83 Total Volume 101,076.909 10,156 466,764 18,120 38,284 Total OI 909,090.182 738,300 1,158,512 738,300 1,158,512
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 2013-05-01 $8.69 $7.25 40.1% 11.5% 28.2% 10.8% 41.4% 2.0% 3.9% 4.8M -230.2M -843.4K 1.44 8.61 N/A N/A 7,428 10,692 503,312 234,988 2013-05-02 $9.08 $7.25 37.2% 10.5% 30.1% 8.4% 39.4% 3.9% 7.1% 5.4M -281.2M -826.9K 1.02 11.06 N/A N/A 34,464 35,116 504,784 239,752 2013-05-03 $9.29 $7.25 32.9% 9.6% 30.4% 4.8% 35.4% 3.4% 8.9% 6.0M -311.9M -857.1K 2.51 9.36 N/A N/A 6,076 15,280 524,296 253,408 2013-05-06 $9.30 $8.00 37.6% 12.3% 30.6% 8.7% 45.1% 5.5% -2.9% 5.9M -310.9M -849.8K 3.68 12.21 N/A N/A 3,364 12,372 523,964 260,168 2013-05-07 $9.32 $8.00 39.5% 12.4% 29.5% 10.3% 43.8% 4.9% -3.5% 5.7M -313.4M -835.9K 0.17 12.40 N/A N/A 52,932 8,856 524,248 267,740 2013-05-08 $9.29 $8.00 36.1% 12.5% 29.8% 7.5% 44.5% 3.5% -3.4% 6.0M -315.0M -855.0K 2.95 10.01 N/A N/A 8,724 25,740 546,416 272,036 2013-05-09 $9.27 $8.25 32.3% 12.2% 24.4% 4.3% 45.2% 3.8% -3.1% 6.1M -310.8M -865.3K 1.54 13.28 N/A N/A 22,068 33,888 546,316 285,824 2013-05-10 $9.60 $8.75 31.2% 12.6% 26.1% 3.4% 45.0% 3.9% -3.7% 5.0M -349.5M -860.3K 1.62 10.06 N/A N/A 11,024 17,836 542,000 308,236 2013-05-13 $9.57 $8.75 33.6% 12.4% 24.2% 5.4% 44.8% 3.7% -3.3% 5.0M -345.5M -843.7K 0.86 11.03 N/A N/A 5,456 4,700 541,856 316,460 2013-05-14 $9.66 $8.75 31.9% 12.7% 23.1% 4.0% 46.3% 4.4% -4.1% 4.5M -354.1M -840.8K 0.67 10.18 N/A N/A 24,028 16,036 540,636 318,980 2013-05-15 $9.75 $8.75 31.1% 12.7% 23.0% 3.3% 45.1% 3.9% -4.3% 4.2M -346.0M -876.7K 0.59 8.71 N/A N/A 9,248 5,464 534,488 325,496 2013-05-16 $9.51 $8.75 47.0% 13.5% 25.6% 16.5% 49.2% 4.9% -5.5% 4.9M -308.2M -910.4K 2.88 8.29 N/A N/A 35,904 103,292 533,872 325,116 2013-05-17 $9.94 $9.00 47.4% 13.6% 28.5% 16.9% 48.5% 5.0% -6.1% 1.9M -357.7M -957.9K 0.52 5.70 N/A N/A 172,528 89,372 562,496 402,564 2013-05-20 $9.69 $9.25 45.5% 13.0% 30.7% 15.3% 46.8% 2.8% -5.9% 986.7K -191.0M -979.0K 1.00 7.86 N/A N/A 24,208 24,264 477,180 393,524 2013-05-21 $9.20 $9.25 48.4% 13.9% 37.2% 17.7% 48.9% 3.4% -4.0% -504.5K -116.2M -1.0M 1.51 30.12 N/A N/A 58,596 88,384 491,888 402,816 2013-05-22 $9.06 $9.25 48.6% 13.9% 36.5% 17.8% 48.5% 1.6% -3.2% -502.1K -91.7M -1.1M 0.74 26.90 N/A N/A 84,484 62,544 522,824 426,176 2013-05-23 $9.00 $9.25 47.1% 13.5% 36.7% 16.6% 48.2% -0.3% -2.1% -1.3M -75.5M -1.1M 0.74 14.14 N/A N/A 185,064 136,092 564,572 451,224 2013-05-24 $8.03 $9.25 57.9% 16.6% 55.2% 25.6% 57.1% 4.3% -5.3% 66.1K 48.0M -1.0M 1.22 18.54 N/A N/A 210,720 256,044 651,184 454,180 2013-05-28 $7.93 $8.75 55.2% 15.8% 55.3% 23.3% 54.6% 2.8% -6.1% 361.3K -2.4M -1.0M 0.51 13.34 N/A N/A 94,732 48,180 636,592 426,784 2013-05-29 $7.96 $8.50 56.4% 16.2% 55.1% 24.4% 56.8% 2.3% -6.4% 864.9K -12.7M -1.1M 0.83 10.54 N/A N/A 21,016 17,340 661,696 433,100 2013-05-30 $8.38 $8.50 57.4% 16.5% 58.6% 25.2% 57.0% 4.4% -7.4% 3.3M -86.2M -1.1M 0.52 12.28 N/A N/A 66,856 34,996 674,216 434,064 2013-05-31 $8.29 $8.50 52.3% 16.9% 56.1% 21.0% 58.7% 2.1% -9.0% 2.6M -80.7M -1.2M 0.83 10.07 N/A N/A 20,920 17,364 703,860 454,652
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