GME Options History — August 2016

In August 2016, GME traded between $7.11 and $8.06. ATM implied volatility averaged 44.1%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 10.0% (HV 20d: 34.0%). Max pain ranged from $7.50 to $8.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.40.

Notable Days

2016-08-26: Highest Volume — 209,356 contracts
2016-08-26: Largest IV drop — 31.1% change
2016-08-02: Highest IV Rank — 64.4%
2016-08-25: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.60	$7.11	$8.06	$7.58	$7.11
Max Pain	$7.93	$7.50	$8.00	$7.50	$8.00
ATM IV	44.1%	31.2%	51.3%	49.8%	31.2%
Expected Move	12.1%	8.7%	15.1%	11.6%	8.7%
HV 20d	34.0%	24.2%	48.6%	37.4%	46.8%
HV 60d	33.1%	30.4%	38.6%	32.4%	38.6%
IV Rank	41.6%	1.3%	64.4%	59.7%	1.3%
IV Percentile	53.2%	2.4%	86.1%	79.8%	2.4%
Term Structure	-2.3%	-5.5%	0.9%	-0.8%	-0.2%
VWIV	41.7%	30.7%	52.3%	39.4%	30.7%
Skew 25d	4.1%	-0.4%	8.2%	-0.4%	2.9%
Skew 10d	6.7%	-12.1%	39.9%	-9.6%	4.4%
Call IV 25d	42.4%	30.3%	51.3%	51.3%	30.8%
Put IV 25d	46.6%	33.4%	55.3%	50.9%	33.6%
Bid-Ask Spread %	24.66	11.47	63.68	16.08	11.47
Gamma HHI	0.18	0.14	0.47	0.27	0.15
Net GEX	-1.2M	-3.9M	4.2M	913.9K	-894.1K
Net DEX	57.7M	1.9M	155.9M	47.5M	119.1M
Net VEX	-383.5K	-466.7K	-279.4K	-466.7K	-283.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.40	0.47	4.80	1.31	0.75
Total Volume	57,625.043	12,116	209,356	33,584	25,468
Total OI	505,647.652	415,752	664,612	519,432	536,300

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
2016-08-01	$7.58	$7.50	49.8%	11.6%	37.4%	59.7%	39.4%	-0.4%	-0.8%	913.9K	47.5M	-466.7K	1.31	16.08	N/A	N/A	14,524	19,060	220,836	298,596
2016-08-02	$7.32	$7.50	51.3%	11.2%	38.3%	64.4%	38.7%	3.5%	-3.2%	64.8K	79.7M	-432.0K	1.39	18.35	N/A	N/A	16,196	22,512	228,004	299,772
2016-08-03	$7.40	$7.50	51.2%	10.7%	38.3%	63.8%	35.4%	8.2%	-5.5%	790.3K	74.4M	-438.9K	1.27	45.50	N/A	N/A	12,236	15,516	229,268	302,212
2016-08-04	$7.41	$8.00	51.2%	13.2%	38.2%	64.0%	46.7%	4.0%	-1.0%	1.0M	72.7M	-437.9K	0.90	63.68	N/A	N/A	15,104	13,556	233,188	305,228
2016-08-05	$7.51	$8.00	48.4%	13.3%	36.4%	55.0%	44.8%	4.0%	-3.8%	4.2M	64.0M	-437.7K	0.47	37.17	N/A	N/A	25,948	12,092	237,872	305,872
2016-08-08	$7.45	$8.00	48.2%	12.8%	34.4%	54.4%	43.4%	4.4%	-3.3%	-2.7M	77.1M	-415.3K	3.84	33.29	N/A	N/A	11,764	45,192	173,924	302,664
2016-08-09	$7.40	$8.00	47.7%	12.2%	34.3%	52.9%	42.5%	3.1%	-4.3%	-2.9M	82.0M	-396.5K	2.55	47.23	N/A	N/A	13,584	34,688	175,640	300,260
2016-08-10	$7.53	$8.00	45.0%	11.9%	34.7%	44.5%	40.8%	4.1%	-3.7%	-2.8M	65.6M	-400.5K	4.80	32.56	N/A	N/A	11,648	55,924	180,148	297,312
2016-08-11	$7.78	$8.00	44.8%	11.7%	36.2%	44.0%	40.3%	4.4%	-5.5%	-2.0M	29.5M	-389.6K	2.12	12.82	N/A	N/A	13,920	29,452	182,004	283,824
2016-08-12	$7.84	$8.00	43.5%	12.1%	34.8%	39.7%	40.7%	2.9%	-2.0%	-2.0M	21.1M	-387.3K	0.73	19.04	N/A	N/A	18,876	13,824	184,884	284,744
2016-08-15	$7.94	$8.00	44.6%	12.4%	25.2%	43.1%	43.3%	4.3%	-0.1%	-1.7M	12.4M	-376.3K	0.61	16.43	N/A	N/A	20,548	12,572	182,812	281,432
2016-08-16	$7.80	$8.00	45.2%	12.9%	26.2%	45.2%	44.0%	5.2%	-1.8%	-2.2M	28.0M	-375.6K	0.63	15.34	N/A	N/A	19,320	12,204	188,600	283,796
2016-08-17	$7.71	$8.00	45.1%	12.9%	24.2%	44.7%	44.4%	3.8%	-1.7%	-1.7M	38.1M	-375.0K	1.13	15.82	N/A	N/A	5,700	6,416	197,164	287,272
2016-08-18	$7.79	$8.00	45.3%	13.1%	24.5%	45.6%	46.0%	4.9%	-2.4%	-1.2M	25.2M	-377.7K	1.53	20.83	N/A	N/A	18,532	28,328	200,872	290,372
2016-08-19	$7.93	$8.00	44.7%	13.1%	25.2%	43.5%	45.8%	6.5%	-3.5%	-1.7M	1.9M	-375.7K	0.69	16.16	N/A	N/A	30,848	21,416	210,632	300,228
2016-08-22	$7.87	$8.00	44.5%	13.2%	25.4%	43.1%	46.1%	5.4%	-2.2%	-1.7M	33.7M	-383.8K	1.10	18.30	N/A	N/A	22,204	24,456	168,928	246,824
2016-08-23	$8.01	$8.00	44.1%	13.3%	25.8%	41.6%	46.6%	4.8%	-4.4%	-1.4M	19.6M	-386.5K	2.05	21.99	N/A	N/A	34,400	70,456	175,328	251,148
2016-08-24	$7.93	$8.00	43.7%	14.4%	26.1%	40.4%	49.5%	4.5%	-1.2%	-1.1M	27.8M	-410.1K	0.69	19.22	N/A	N/A	31,708	21,904	243,280	292,636
2016-08-25	$8.06	$8.00	47.9%	15.1%	26.6%	53.6%	52.3%	4.5%	-2.6%	-494.8K	10.8M	-412.6K	0.67	32.00	N/A	N/A	97,004	65,328	258,276	299,916
2016-08-26	$7.20	$8.00	33.0%	9.4%	48.6%	6.8%	33.1%	3.6%	0.9%	-3.9M	155.9M	-279.4K	1.26	19.10	N/A	N/A	92,736	116,620	322,080	342,532
2016-08-29	$7.24	$8.00	31.9%	9.0%	48.3%	3.5%	32.7%	4.0%	-1.4%	-3.3M	123.0M	-302.7K	0.71	20.43	N/A	N/A	53,696	37,884	219,884	294,684
2016-08-30	$7.12	$8.00	31.4%	8.9%	47.0%	1.9%	31.6%	2.8%	-0.0%	-1.1M	116.9M	-280.2K	0.98	14.30	N/A	N/A	20,236	19,776	241,444	287,204
2016-08-31	$7.11	$8.00	31.2%	8.7%	46.8%	1.3%	30.7%	2.9%	-0.2%	-894.1K	119.1M	-283.5K	0.75	11.47	N/A	N/A	14,568	10,900	243,676	292,624