GME Options History — June 2014

In June 2014, GME traded between $9.07 and $10.14. ATM implied volatility averaged 35.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 1.0% (HV 20d: 36.9%). Max pain ranged from $8.75 to $8.75. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.70.

Notable Days

  • 2014-06-10: Highest Volume — 238,560 contracts
  • 2014-06-11: Largest IV drop — 19.2% change
  • 2014-06-10: Highest IV Rank — 32.6%
  • 2014-06-09: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.64$9.07$10.14$9.14$10.12
Max Pain$8.75$8.75$8.75$8.75$8.75
ATM IV35.8%30.8%42.7%37.5%35.6%
Expected Move11.6%11.3%11.9%11.7%11.3%
HV 20d36.9%32.9%41.5%40.6%32.9%
HV 60d41.5%37.3%43.6%42.7%37.3%
IV Rank17.1%5.7%32.6%21.0%16.6%
IV Percentile27.7%2.4%76.2%43.7%29.0%
Term Structure2.6%0.7%5.3%1.7%0.8%
VWIV40.9%36.4%44.8%38.3%42.2%
Skew 25d2.2%-0.3%5.0%2.6%0.8%
Skew 10d4.4%-0.2%9.1%4.3%2.5%
Call IV 25d34.8%33.7%37.5%35.2%35.4%
Put IV 25d36.9%34.4%39.7%37.8%36.2%
Bid-Ask Spread %10.628.0313.689.2511.91
Gamma HHI0.140.090.220.160.14
Net GEX-3.2M-7.3M639.2K-4.9M-2.7M
Net DEX60.7M-11.5M148.0M120.7M11.8M
Net VEX-905.6K-978.6K-840.9K-848.1K-885.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.700.135.070.810.84
Total Volume36,263.4295,724238,56017,1525,724
Total OI733,166.667648,664841,564648,664688,112

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-06-02$9.14$8.7537.5%11.7%40.6%21.0%38.3%2.6%1.7%-4.9M120.7M-848.1K0.819.25N/AN/A9,4967,656202,152446,512
2014-06-03$9.14$8.7536.6%11.7%37.6%18.7%38.6%3.7%1.8%-5.1M120.3M-853.7K4.798.04N/AN/A7,52035,996208,716449,452
2014-06-04$9.31$8.7537.1%11.7%38.1%19.9%42.5%3.0%1.2%-4.9M101.7M-885.4K1.508.03N/AN/A4,9407,412211,740478,804
2014-06-05$9.17$8.7535.2%11.8%34.0%15.6%43.3%2.6%2.1%-5.3M118.9M-851.8K5.079.84N/AN/A4,39222,268213,180479,984
2014-06-06$9.32$8.7536.1%11.7%34.4%17.6%39.7%5.0%2.5%-5.7M105.4M-872.4K0.4711.95N/AN/A37,32817,472215,304499,852
2014-06-09$9.13$8.7539.8%11.9%34.9%26.0%39.2%3.9%2.3%-6.2M123.6M-840.9K0.409.32N/AN/A19,0007,584223,776495,416
2014-06-10$9.32$8.7542.7%11.7%35.6%32.6%36.4%2.4%4.2%-4.8M96.0M-848.9K4.7710.05N/AN/A41,332197,228237,616500,984
2014-06-11$9.44$8.7534.5%11.5%34.4%14.0%42.7%0.8%4.3%-3.3M84.0M-978.6K0.5112.08N/AN/A22,81611,564261,112555,912
2014-06-12$9.07$8.7535.0%11.8%34.6%15.2%37.0%1.1%4.9%-7.3M148.0M-945.1K0.6111.40N/AN/A16,2689,984265,608562,488
2014-06-13$9.25$8.7534.2%11.7%34.7%13.4%44.7%2.3%5.3%-3.6M121.8M-942.0K2.4411.65N/AN/A6,01614,680273,880567,684
2014-06-16$9.43$8.7534.5%11.4%35.2%14.1%43.1%2.0%4.6%-3.6M91.4M-919.3K1.118.14N/AN/A9,62410,652253,832535,588
2014-06-17$10.07$8.7535.8%11.5%41.5%17.0%40.7%1.6%2.8%-183.1K-11.5M-957.2K1.1911.18N/AN/A40,03247,724259,244540,616
2014-06-18$10.00$8.7535.4%11.4%41.1%16.1%43.1%2.8%3.6%639.2K-5.2M-949.8K1.0912.07N/AN/A11,26012,256258,968530,972
2014-06-19$9.99$8.7534.4%11.3%41.0%13.8%42.2%2.1%5.0%233.3K-1.8M-934.3K0.4413.68N/AN/A12,8925,636255,624531,092
2014-06-20$10.03$8.7537.4%11.4%40.9%20.7%42.2%1.4%2.4%145.5K-4.9M-940.3K0.1310.17N/AN/A39,5885,132256,188533,564
2014-06-23$10.10$8.7535.8%11.4%38.6%16.9%39.2%1.6%0.8%-2.4M10.3M-918.0K0.5410.49N/AN/A13,4447,236214,904450,372
2014-06-24$10.06$8.7535.2%11.5%36.7%15.6%39.0%2.0%0.7%-2.4M12.7M-917.6K0.8011.06N/AN/A5,2444,216221,832455,344
2014-06-25$10.05$8.7534.6%11.4%35.9%14.3%40.4%2.2%0.8%-2.4M15.1M-916.0K2.1411.28N/AN/A2,6485,656224,488456,888
2014-06-26$10.14$8.7534.4%11.4%35.9%14.0%40.1%2.3%1.0%-2.0M3.6M-902.7K3.7410.17N/AN/A3,20811,984225,344458,368
2014-06-27$10.09$8.7530.8%11.4%35.8%5.7%44.8%-0.3%1.5%-2.3M12.4M-908.8K2.4211.24N/AN/A1,8764,548226,204468,784
2014-06-30$10.12$8.7535.6%11.3%32.9%16.6%42.2%0.8%0.8%-2.7M11.8M-885.9K0.8411.91N/AN/A3,1122,612222,212465,900