GME Options History — October 2014 In October 2014, GME traded between $9.30 and $10.70. ATM implied volatility averaged 43.9%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 13.7% (HV 20d: 30.2%). Max pain ranged from $10.00 to $10.75. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 5.85.
Notable Days 2014-10-10 : Highest Volume — 328,188 contracts2014-10-13 : Largest IV spike — 11.5% change2014-10-31 : Highest IV Rank — 64.1%2014-10-16 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.04 $9.30 $10.70 $10.10 $10.70 Max Pain $10.26 $10.00 $10.75 $10.75 $10.00 ATM IV 43.9% 36.5% 55.6% 37.1% 55.6% Expected Move 12.0% 11.3% 12.6% 11.3% 12.1% HV 20d 30.2% 25.6% 33.9% 28.4% 31.8% HV 60d 33.7% 32.4% 35.0% 33.6% 32.7% IV Rank 39.5% 23.8% 64.1% 25.0% 64.1% IV Percentile 75.7% 42.1% 98.4% 49.6% 98.4% Term Structure 0.4% -3.8% 5.8% -0.3% -3.8% VWIV 42.7% 38.9% 45.2% 38.9% 44.3% Skew 25d 5.2% 2.2% 7.6% 3.3% 4.9% Skew 10d 10.8% 2.4% 18.8% 2.4% 9.8% Call IV 25d 42.0% 35.3% 54.2% 36.0% 54.2% Put IV 25d 47.3% 39.0% 59.1% 39.3% 59.1% Bid-Ask Spread % 17.61 11.19 26.74 15.74 20.97 Gamma HHI 0.14 0.07 0.59 0.17 0.08 Net GEX -7.8M -22.0M -2.3M -8.3M -2.4M Net DEX 130.2M 4.3M 273.2M 121.4M 4.3M Net VEX -959.2K -1.1M -767.3K -767.3K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.85 0.54 33.60 1.81 3.01 Total Volume 79,680.696 10,364 328,188 12,060 83,316 Total OI 783,210.087 624,568 935,860 725,504 771,208
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 2014-10-01 $10.10 $10.75 37.1% 11.3% 28.4% 25.0% 38.9% 3.3% -0.3% -8.3M 121.4M -767.3K 1.81 15.74 N/A N/A 4,292 7,768 194,152 531,352 2014-10-02 $10.22 $10.50 37.2% 11.6% 27.6% 25.2% 41.5% 3.8% 0.5% -8.0M 107.7M -775.2K 30.79 11.19 N/A N/A 9,216 283,792 194,900 533,992 2014-10-03 $10.12 $10.50 36.5% 11.5% 26.4% 23.8% 40.9% 3.7% 0.0% -10.0M 144.0M -973.9K 1.40 14.01 N/A N/A 5,420 7,612 197,732 616,208 2014-10-06 $9.89 $10.75 37.3% 11.6% 26.4% 25.5% 40.7% 3.4% 0.3% -9.2M 170.6M -950.1K 7.17 12.45 N/A N/A 4,572 32,780 196,152 614,736 2014-10-07 $9.75 $10.50 38.5% 11.9% 25.6% 27.9% 41.1% 4.0% -0.0% -9.8M 189.1M -936.5K 4.81 12.59 N/A N/A 1,784 8,580 198,696 618,816 2014-10-08 $9.91 $10.50 38.1% 11.8% 26.7% 27.1% 43.6% 4.3% 0.4% -9.9M 172.4M -947.2K 4.23 11.76 N/A N/A 11,800 49,920 200,276 624,200 2014-10-09 $9.59 $10.50 38.8% 12.1% 27.1% 28.5% 43.5% 4.2% 1.1% -10.6M 215.6M -922.2K 4.62 14.57 N/A N/A 10,852 50,184 203,688 628,220 2014-10-10 $9.72 $10.50 39.6% 12.1% 28.1% 30.2% 43.9% 2.2% 0.1% -10.4M 199.0M -936.3K 33.60 17.69 N/A N/A 9,484 318,704 206,464 631,880 2014-10-13 $9.30 $10.50 44.1% 12.6% 31.1% 39.7% 43.3% 3.0% 3.6% -10.9M 266.2M -969.8K 2.26 16.79 N/A N/A 11,352 25,636 203,756 691,032 2014-10-14 $9.33 $10.50 42.8% 12.6% 28.1% 37.1% 43.5% 3.9% 5.5% -11.7M 273.2M -960.3K 3.80 16.33 N/A N/A 14,944 56,800 207,112 699,688 2014-10-15 $9.62 $10.50 44.9% 12.6% 31.2% 41.4% 43.5% 7.2% 5.4% -11.9M 228.8M -973.2K 2.28 25.64 N/A N/A 24,612 56,052 209,168 702,580 2014-10-16 $9.81 $10.00 46.4% 12.6% 32.2% 44.7% 45.2% 7.5% 4.6% -12.0M 194.1M -969.4K 7.89 19.67 N/A N/A 6,568 51,796 214,656 705,596 2014-10-17 $9.96 $10.00 44.5% 12.5% 32.7% 40.7% 42.6% 4.5% 5.8% -22.0M 178.5M -964.6K 2.17 15.27 N/A N/A 13,096 28,360 217,452 718,408 2014-10-20 $10.17 $10.00 44.6% 11.8% 33.9% 40.8% 42.4% 7.6% -1.1% -4.5M 78.2M -940.9K 1.20 16.25 N/A N/A 24,756 29,760 149,620 474,948 2014-10-21 $10.21 $10.00 43.9% 11.8% 33.1% 39.4% 42.3% 7.4% -0.6% -4.4M 75.4M -956.3K 1.81 15.49 N/A N/A 15,996 29,032 162,572 484,152 2014-10-22 $10.14 $10.00 44.2% 11.9% 32.2% 39.9% 42.0% 6.7% -1.2% -4.6M 80.0M -963.7K 1.02 14.11 N/A N/A 17,204 17,572 167,340 491,760 2014-10-23 $10.30 $10.00 43.6% 11.6% 31.7% 38.7% 41.3% 6.6% -1.5% -4.3M 63.0M -950.1K 0.81 16.62 N/A N/A 21,232 17,116 170,728 494,476 2014-10-24 $10.50 $10.00 45.7% 11.7% 32.5% 43.2% 41.2% 6.0% -1.4% -2.3M 41.6M -952.7K 0.54 20.69 N/A N/A 46,176 24,788 178,600 495,412 2014-10-27 $10.43 $10.00 49.8% 11.8% 32.6% 51.9% 42.3% 5.9% -0.9% -3.2M 42.8M -979.0K 1.02 24.93 N/A N/A 44,688 45,504 201,228 490,084 2014-10-28 $10.26 $10.00 52.3% 12.2% 32.3% 57.1% 44.9% 6.3% -2.3% -3.6M 71.3M -1.0M 1.20 21.34 N/A N/A 27,320 32,820 232,636 523,448 2014-10-29 $10.39 $10.00 53.2% 12.2% 31.7% 59.1% 44.6% 6.8% -3.1% -3.1M 46.9M -1.1M 3.89 26.74 N/A N/A 12,492 48,628 250,048 529,416 2014-10-30 $10.53 $10.00 52.1% 12.1% 31.7% 56.7% 43.9% 7.2% -2.0% -2.9M 30.1M -1.1M 13.32 24.12 N/A N/A 13,148 175,132 252,200 533,044 2014-10-31 $10.70 $10.00 55.6% 12.1% 31.8% 64.1% 44.3% 4.9% -3.8% -2.4M 4.3M -1.1M 3.01 20.97 N/A N/A 20,752 62,564 256,284 514,924
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