GME Options History — July 2014 In July 2014, GME traded between $10.13 and $11.53. ATM implied volatility averaged 37.4%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.9% (HV 20d: 26.5%). Max pain ranged from $8.75 to $10.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 2.03.
Notable Days 2014-07-29 : Highest Volume — 244,212 contracts2014-07-29 : Largest IV spike — 33.5% change2014-07-29 : Highest IV Rank — 62.2%2014-07-14 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.66 $10.13 $11.53 $10.13 $10.49 Max Pain $8.81 $8.75 $10.00 $8.75 $10.00 ATM IV 37.4% 25.3% 54.7% 32.5% 44.3% Expected Move 11.2% 10.9% 11.4% 11.3% 11.3% HV 20d 26.5% 14.6% 34.9% 32.9% 34.9% HV 60d 34.9% 33.3% 36.8% 36.7% 34.8% IV Rank 25.3% 0.0% 62.2% 9.7% 40.1% IV Percentile 40.6% 0.0% 98.4% 7.5% 81.7% Term Structure 3.7% 1.0% 6.8% 1.4% 5.6% VWIV 39.5% 37.6% 42.4% 42.4% 38.5% Skew 25d 1.9% -0.2% 5.9% 0.7% 1.6% Skew 10d 4.2% 1.5% 11.2% 2.0% 3.2% Call IV 25d 36.4% 33.8% 40.8% 35.1% 40.8% Put IV 25d 38.3% 35.3% 46.6% 35.8% 42.4% Bid-Ask Spread % 12.62 9.31 22.79 10.77 11.53 Gamma HHI 0.17 0.08 0.32 0.15 0.13 Net GEX -2.4M -4.9M 1.7M -2.6M -4.9M Net DEX -15.5M -87.1M 78.8M 8.7M 78.8M Net VEX -874.2K -1.1M -749.5K -872.2K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.03 0.18 12.77 7.19 0.73 Total Volume 33,094.182 6,260 244,212 26,840 14,524 Total OI 667,687.818 480,904 750,004 691,452 676,616
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 2014-07-01 $10.13 $8.75 32.5% 11.3% 32.9% 9.7% 0.0% 0.7% 1.4% -2.6M 8.7M -872.2K 7.19 10.77 N/A N/A 3,276 23,564 223,204 468,248 2014-07-02 $10.22 $8.75 25.3% 11.3% 32.6% 0.0% 42.4% 0.7% 1.0% -2.6M 4.6M -905.6K 1.19 10.51 N/A N/A 7,596 9,060 224,252 489,168 2014-07-03 $10.44 $8.75 32.1% 11.4% 32.2% 14.5% 38.5% 1.8% 1.7% -2.3M -25.0M -880.3K 1.90 9.31 N/A N/A 3,508 6,652 226,428 491,256 2014-07-07 $10.40 $8.75 36.3% 11.3% 32.2% 23.3% 38.6% 2.4% 3.0% -2.5M -20.3M -845.7K 1.10 12.72 N/A N/A 3,872 4,248 225,864 491,744 2014-07-08 $10.41 $8.75 37.4% 11.4% 30.8% 25.5% 42.4% 2.6% 2.7% -2.6M -21.0M -839.7K 2.18 10.83 N/A N/A 4,112 8,964 227,440 493,504 2014-07-09 $10.45 $8.75 37.2% 11.4% 30.3% 25.2% 39.1% -0.2% 2.9% -2.7M -26.8M -839.4K 0.18 22.79 N/A N/A 33,012 5,860 228,156 499,844 2014-07-10 $10.45 $8.75 36.5% 11.4% 30.3% 23.6% 39.6% 1.9% 3.2% -2.2M -26.7M -833.4K 0.88 11.16 N/A N/A 6,348 5,612 237,004 502,588 2014-07-11 $10.31 $8.75 36.8% 11.4% 26.4% 24.4% 38.4% 1.8% 3.6% -2.9M -7.2M -844.5K 1.64 9.92 N/A N/A 2,776 4,548 239,504 503,456 2014-07-14 $10.45 $8.75 35.5% 11.4% 26.1% 21.6% 39.2% 1.7% 4.0% -2.8M -29.1M -806.6K 1.22 10.01 N/A N/A 6,020 7,372 233,816 504,024 2014-07-15 $10.26 $8.75 36.0% 11.3% 27.0% 22.6% 40.8% 1.5% 3.7% -4.0M 78.9K -812.1K 1.69 11.57 N/A N/A 3,420 5,764 236,600 508,032 2014-07-16 $10.38 $8.75 35.5% 11.1% 14.7% 21.6% 41.7% 1.9% 3.5% -4.0M -20.4M -796.4K 0.55 11.34 N/A N/A 4,048 2,212 236,820 510,668 2014-07-17 $10.31 $8.75 36.1% 11.2% 14.6% 22.9% 37.8% 1.6% 3.5% -4.9M -6.4M -785.4K 0.89 12.76 N/A N/A 8,732 7,788 233,904 507,324 2014-07-18 $10.71 $8.75 34.5% 10.9% 19.4% 19.5% 39.2% 1.3% 5.5% 713.9K -87.1M -749.5K 1.17 14.31 N/A N/A 40,020 46,736 238,652 511,352 2014-07-21 $10.71 $8.75 35.3% 11.1% 19.4% 21.2% 40.7% 2.4% 4.8% -2.1M -4.4M -823.4K 1.83 13.00 N/A N/A 22,412 40,936 140,932 339,972 2014-07-22 $11.02 $8.75 36.6% 11.0% 21.4% 23.9% 40.0% 2.3% 3.3% -1.9M -19.2M -904.7K 1.02 10.90 N/A N/A 9,936 10,096 157,504 372,668 2014-07-23 $11.18 $8.75 36.7% 11.0% 21.4% 24.1% 40.5% 1.4% 4.3% -1.4M -33.6M -887.2K 1.02 13.91 N/A N/A 21,912 22,444 164,668 375,272 2014-07-24 $11.53 $8.75 36.7% 11.0% 23.0% 24.1% 38.5% 2.6% 5.1% -517.6K -57.2M -876.4K 2.25 10.76 N/A N/A 7,360 16,564 177,836 389,876 2014-07-25 $11.42 $8.75 34.9% 10.9% 23.7% 20.3% 37.6% 1.2% 6.8% 1.7M -53.3M -880.6K 0.46 10.80 N/A N/A 12,244 5,652 180,732 400,348 2014-07-28 $11.52 $8.75 41.0% 10.9% 23.3% 33.2% 39.1% 1.6% 5.2% -1.3M -50.5M -870.2K 1.77 10.65 N/A N/A 6,552 11,616 174,960 393,340 2014-07-29 $10.86 $8.75 54.7% 11.2% 33.0% 62.2% 38.0% 5.9% 1.5% -2.6M 5.8M -952.6K 12.77 21.61 N/A N/A 17,736 226,476 178,664 400,024 2014-07-30 $10.79 $8.75 50.3% 11.0% 33.2% 52.9% 38.2% 2.9% 4.5% -4.6M 49.0M -1.1M 1.07 16.47 N/A N/A 7,980 8,512 188,968 483,900 2014-07-31 $10.49 $10.00 44.3% 11.3% 34.9% 40.1% 38.5% 1.6% 5.6% -4.9M 78.8M -1.1M 0.73 11.53 N/A N/A 8,380 6,144 190,904 485,712
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