GME Options History — October 2013

In October 2013, GME traded between $12.33 and $13.86. ATM implied volatility averaged 37.4%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 6.7% (HV 20d: 30.7%). Max pain ranged from $11.25 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.55.

Notable Days

2013-10-01: Highest Volume — 124,152 contracts
2013-10-31: Largest IV drop — 21.6% change
2013-10-08: Highest IV Rank — 18.3%
2013-10-08: Largest Expected Move — 13.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.14	$12.33	$13.86	$12.80	$13.71
Max Pain	$12.17	$11.25	$12.50	$11.25	$12.50
ATM IV	37.4%	29.4%	46.2%	36.3%	29.4%
Expected Move	12.6%	12.3%	13.0%	12.4%	12.4%
HV 20d	30.7%	22.4%	38.4%	37.8%	22.4%
HV 60d	36.6%	34.6%	37.7%	36.2%	34.6%
IV Rank	9.8%	2.1%	18.3%	8.8%	2.1%
IV Percentile	34.7%	2.0%	76.6%	26.2%	2.0%
Term Structure	5.2%	2.8%	9.0%	2.8%	9.0%
VWIV	46.2%	41.7%	53.7%	52.6%	41.8%
Skew 25d	2.7%	1.6%	3.6%	2.5%	1.6%
Skew 10d	6.8%	2.7%	9.9%	7.2%	2.9%
Call IV 25d	36.5%	32.9%	40.6%	33.2%	32.9%
Put IV 25d	39.3%	34.5%	43.7%	35.7%	34.5%
Bid-Ask Spread %	6.15	3.40	9.63	5.52	4.58
Gamma HHI	0.14	0.09	0.21	0.20	0.15
Net GEX	3.3M	1.7M	4.5M	3.6M	4.5M
Net DEX	-232.9M	-318.8M	-133.5M	-193.2M	-288.5M
Net VEX	-1.2M	-1.3M	-1.1M	-1.1M	-1.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.07	1.60	0.79	0.37
Total Volume	25,193.391	6,132	124,152	124,152	13,376
Total OI	773,729.217	666,168	895,752	709,064	705,336

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
2013-10-01	$12.80	$11.25	36.3%	12.4%	37.8%	8.8%	52.6%	2.5%	2.8%	3.6M	-193.2M	-1.1M	0.79	5.52	N/A	N/A	69,176	54,976	394,420	314,644
2013-10-02	$12.58	$11.25	39.9%	12.6%	38.3%	12.3%	42.7%	2.3%	2.9%	2.7M	-159.7M	-1.2M	0.69	4.13	N/A	N/A	9,188	6,356	443,072	359,352
2013-10-03	$12.46	$11.25	36.8%	12.7%	36.8%	9.3%	43.5%	3.5%	3.1%	2.6M	-146.3M	-1.2M	0.52	6.09	N/A	N/A	11,464	5,932	447,932	363,040
2013-10-04	$12.68	$11.25	35.0%	12.5%	35.5%	7.5%	48.5%	3.2%	4.0%	2.5M	-177.3M	-1.2M	0.75	5.13	N/A	N/A	12,596	9,416	452,920	364,604
2013-10-07	$12.39	$11.25	40.7%	12.8%	36.3%	13.0%	0.0%	3.0%	3.9%	2.0M	-142.7M	-1.2M	0.45	7.22	N/A	N/A	7,752	3,464	449,716	365,448
2013-10-08	$12.33	$11.25	46.2%	13.0%	36.3%	18.3%	45.3%	2.6%	3.5%	1.9M	-133.5M	-1.2M	0.23	8.44	N/A	N/A	16,632	3,908	452,560	367,504
2013-10-09	$12.51	$12.50	39.1%	12.8%	36.2%	11.5%	42.0%	3.5%	3.4%	2.0M	-156.1M	-1.2M	0.35	9.63	N/A	N/A	16,116	5,688	457,144	369,224
2013-10-10	$12.97	$12.50	40.6%	12.7%	38.4%	13.0%	44.2%	3.2%	4.1%	4.5M	-235.7M	-1.3M	0.83	6.99	N/A	N/A	22,556	18,816	464,988	370,988
2013-10-11	$12.89	$12.50	39.9%	12.6%	32.2%	12.2%	43.6%	3.3%	4.2%	4.2M	-214.1M	-1.2M	0.72	6.17	N/A	N/A	5,964	4,272	468,028	379,340
2013-10-14	$12.95	$12.50	39.2%	12.7%	32.1%	11.5%	0.0%	3.2%	5.0%	3.2M	-220.5M	-1.2M	1.60	7.12	N/A	N/A	3,356	5,356	462,856	378,436
2013-10-15	$12.82	$12.50	39.9%	12.9%	32.1%	12.2%	53.7%	3.2%	4.8%	2.0M	-203.6M	-1.2M	0.37	6.44	N/A	N/A	21,492	8,024	463,808	381,112
2013-10-16	$12.91	$12.50	38.8%	12.9%	31.0%	11.2%	43.8%	3.0%	6.4%	1.7M	-217.3M	-1.2M	0.38	6.16	N/A	N/A	23,068	8,756	480,588	385,096
2013-10-17	$13.17	$12.50	37.3%	12.6%	31.6%	9.7%	50.1%	3.4%	5.9%	3.5M	-265.0M	-1.2M	0.26	6.11	N/A	N/A	35,960	9,308	486,692	384,460
2013-10-18	$13.47	$12.50	37.4%	12.5%	26.9%	9.8%	52.6%	2.8%	5.6%	3.7M	-318.8M	-1.2M	0.43	6.03	N/A	N/A	21,672	9,320	505,280	390,472
2013-10-21	$13.66	$12.50	36.6%	12.5%	27.1%	9.1%	0.0%	3.6%	3.9%	3.0M	-272.2M	-1.2M	0.57	5.28	N/A	N/A	14,164	8,076	399,768	266,400
2013-10-22	$13.69	$12.50	36.7%	12.5%	26.0%	9.1%	48.9%	2.5%	4.0%	3.6M	-280.7M	-1.2M	0.21	5.42	N/A	N/A	25,876	5,384	406,660	268,928
2013-10-23	$13.62	$12.50	34.8%	12.4%	26.0%	7.4%	41.7%	2.1%	5.7%	3.7M	-274.0M	-1.2M	0.30	5.09	N/A	N/A	13,504	4,056	420,096	271,696
2013-10-24	$13.70	$12.50	33.1%	12.5%	25.7%	5.7%	42.5%	2.1%	7.6%	3.7M	-281.1M	-1.2M	0.77	5.64	N/A	N/A	6,980	5,396	411,464	273,960
2013-10-25	$13.72	$12.50	32.2%	12.5%	24.7%	4.8%	49.0%	1.6%	7.7%	4.5M	-288.1M	-1.1M	0.07	7.96	N/A	N/A	19,356	1,300	412,220	276,368
2013-10-28	$13.60	$12.50	36.3%	12.6%	25.1%	8.8%	0.0%	2.4%	7.5%	3.8M	-274.7M	-1.1M	0.68	7.38	N/A	N/A	8,384	5,736	417,400	270,104
2013-10-29	$13.86	$12.50	36.1%	12.3%	23.8%	8.6%	48.5%	1.6%	7.9%	4.5M	-309.4M	-1.1M	0.49	5.45	N/A	N/A	7,464	3,680	420,868	274,252
2013-10-30	$13.80	$12.50	37.5%	12.4%	22.6%	9.9%	43.4%	1.9%	7.8%	4.5M	-303.7M	-1.1M	0.71	3.40	N/A	N/A	3,596	2,536	420,800	275,728
2013-10-31	$13.71	$12.50	29.4%	12.4%	22.4%	2.1%	41.8%	1.6%	9.0%	4.5M	-288.5M	-1.1M	0.37	4.58	N/A	N/A	9,784	3,592	427,508	277,828