GME Options History — August 2015 In August 2015, GME traded between $10.63 and $11.85. ATM implied volatility averaged 45.0%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 20.3% (HV 20d: 24.7%). Max pain ranged from $11.25 to $12.25. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.50.
Notable Days 2015-08-27 : Highest Volume — 95,180 contracts2015-08-28 : Largest IV drop — 19.9% change2015-08-24 : Highest IV Rank — 71.1%2015-08-24 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $11.34 $10.63 $11.85 $11.24 $10.63 Max Pain $12.08 $11.25 $12.25 $11.25 $11.75 ATM IV 45.0% 39.4% 54.6% 41.8% 39.4% Expected Move 12.7% 10.3% 16.9% 10.8% 11.4% HV 20d 24.7% 20.4% 41.1% 24.3% 40.7% HV 60d 26.0% 23.3% 29.9% 25.9% 29.9% IV Rank 47.5% 33.7% 71.1% 39.7% 33.7% IV Percentile 68.1% 45.2% 91.3% 59.1% 45.2% Term Structure -2.1% -4.4% 1.4% -2.0% -0.3% VWIV 43.7% 35.9% 54.2% 35.9% 40.3% Skew 25d 4.6% 1.3% 11.7% 1.3% 4.3% Skew 10d 8.5% 2.3% 19.5% 2.3% 6.6% Call IV 25d 43.6% 37.8% 53.9% 41.4% 37.8% Put IV 25d 48.2% 42.1% 65.6% 42.6% 42.1% Bid-Ask Spread % 43.56 15.36 72.41 72.41 60.13 Gamma HHI 0.09 0.06 0.38 0.07 0.10 Net GEX -174.7K -4.7M 1.6M -285.2K -2.9M Net DEX 2.3M -39.3M 64.5M 3.8M 52.1M Net VEX -463.6K -484.7K -426.8K -465.9K -426.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 0.31 2.42 1.58 0.72 Total Volume 36,039.048 3,904 95,180 10,968 68,768 Total OI 331,320.19 300,344 398,680 300,344 362,560
Daily Data (21 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 2015-08-03 $11.24 $11.25 41.8% 10.8% 24.3% 39.7% 35.9% 1.3% -2.0% -285.2K 3.8M -465.9K 1.58 72.41 N/A N/A 4,256 6,712 127,452 172,892 2015-08-04 $11.38 $11.25 42.0% 10.3% 20.8% 40.1% 36.3% 4.7% -2.1% -190.2K 563.4K -475.3K 2.35 64.44 N/A N/A 9,032 21,188 130,180 179,000 2015-08-05 $11.60 $11.25 42.8% 10.4% 21.9% 42.1% 36.9% 3.0% -2.8% 162.5K -12.6M -477.6K 1.40 68.25 N/A N/A 15,688 21,904 131,564 181,740 2015-08-06 $11.35 $12.25 43.5% 11.5% 21.1% 43.9% 37.7% 3.7% -2.5% 66.1K 1.1M -484.7K 2.42 47.29 N/A N/A 9,152 22,132 141,564 184,736 2015-08-07 $11.29 $12.25 43.3% 11.5% 21.1% 43.3% 39.6% 3.6% -2.7% -110.6K 5.5M -475.2K 2.11 33.10 N/A N/A 9,396 19,864 142,264 185,344 2015-08-10 $11.44 $12.25 42.5% 11.5% 21.5% 41.5% 39.8% 3.8% -1.7% 313.6K -6.0M -475.5K 2.06 36.25 N/A N/A 9,404 19,340 139,888 184,596 2015-08-11 $11.43 $12.25 42.7% 11.7% 21.0% 42.0% 41.0% 5.0% -1.7% 335.2K -4.3M -468.1K 0.59 35.63 N/A N/A 2,460 1,444 141,384 185,892 2015-08-12 $11.41 $12.25 42.5% 11.7% 21.0% 41.5% 40.2% 4.0% -1.6% 205.9K -3.4M -467.2K 2.10 34.62 N/A N/A 8,684 18,216 142,868 186,936 2015-08-13 $11.53 $12.25 42.9% 11.8% 20.4% 42.3% 37.8% 2.1% -2.1% 986.8K -15.0M -470.9K 1.66 32.72 N/A N/A 11,016 18,248 143,908 186,700 2015-08-14 $11.85 $12.25 43.8% 12.3% 22.4% 44.5% 44.2% 3.4% -1.1% 1.5M -39.3M -473.9K 1.95 36.10 N/A N/A 13,060 25,404 145,192 187,156 2015-08-17 $11.74 $12.25 44.4% 12.6% 22.7% 46.0% 45.3% 2.8% -2.9% 1.5M -27.3M -460.1K 2.26 43.04 N/A N/A 8,752 19,772 144,628 188,164 2015-08-18 $11.74 $12.25 44.0% 12.5% 22.7% 45.1% 43.4% 2.7% -3.1% 1.6M -27.9M -452.4K 1.18 19.31 N/A N/A 11,904 13,988 146,844 190,928 2015-08-19 $11.61 $12.25 44.3% 12.7% 22.9% 45.9% 45.2% 3.7% -2.3% 1.3M -14.0M -455.0K 0.31 15.36 N/A N/A 6,532 2,008 144,184 192,564 2015-08-20 $11.31 $12.25 48.4% 14.0% 24.6% 55.9% 48.1% 4.8% -2.6% -13.6K 7.4M -451.0K 2.35 16.91 N/A N/A 11,532 27,112 144,984 193,076 2015-08-21 $11.22 $12.25 50.2% 14.7% 22.1% 60.4% 50.4% 7.1% -3.6% -4.7M 18.5M -462.2K 1.56 39.63 N/A N/A 11,100 17,368 144,088 201,940 2015-08-24 $10.85 $12.25 54.6% 16.9% 25.1% 71.1% 53.7% 11.7% -1.2% -718.1K 30.3M -451.2K 1.06 65.05 N/A N/A 13,720 14,480 123,436 182,948 2015-08-25 $11.00 $12.25 51.1% 15.7% 25.7% 62.6% 54.0% 6.1% -1.7% -516.7K 19.9M -461.1K 0.99 43.25 N/A N/A 15,840 15,732 128,444 184,600 2015-08-26 $11.33 $12.25 49.4% 15.1% 27.5% 58.3% 52.6% 7.7% -2.5% -181.2K 5.0M -476.3K 1.08 47.09 N/A N/A 20,524 22,236 134,564 188,708 2015-08-27 $11.56 $12.25 50.6% 15.1% 28.3% 61.3% 54.2% 8.3% -4.4% 93.6K -10.3M -472.9K 0.83 47.36 N/A N/A 51,984 43,196 143,656 197,472 2015-08-28 $10.63 $12.25 40.5% 11.7% 41.1% 36.5% 40.4% 2.3% 1.4% -2.2M 64.5M -431.2K 1.00 56.77 N/A N/A 46,848 46,824 174,832 223,848 2015-08-31 $10.63 $11.75 39.4% 11.4% 40.7% 33.7% 40.3% 4.3% -0.3% -2.9M 52.1M -426.8K 0.72 60.13 N/A N/A 40,048 28,720 148,892 213,668
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