GME Options History — May 2017 In May 2017, GME traded between $5.53 and $6.24. ATM implied volatility averaged 42.6%, placing in the 61.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 15.8% (HV 20d: 26.8%). Max pain ranged from $6.00 to $6.25. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.56.
Notable Days 2017-05-25 : Highest Volume — 302,076 contracts2017-05-26 : Largest IV drop — 41.6% change2017-05-25 : Highest IV Rank — 100.0%2017-05-25 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.92 $5.53 $6.24 $5.72 $5.53 Max Pain $6.08 $6.00 $6.25 $6.25 $6.00 ATM IV 42.6% 32.2% 55.2% 42.6% 34.9% Expected Move 11.8% 8.6% 17.4% 9.0% 9.9% HV 20d 26.8% 19.2% 41.4% 19.7% 41.0% HV 60d 41.0% 38.3% 42.2% 40.7% 41.3% IV Rank 61.3% 15.1% 100.0% 62.5% 25.2% IV Percentile 65.1% 25.0% 100.0% 60.7% 40.1% Term Structure -2.5% -5.2% -0.3% -3.2% -2.3% VWIV 41.6% 31.3% 61.1% 31.3% 36.6% Skew 25d 3.9% 2.3% 5.7% 2.5% 4.2% Skew 10d 7.9% 5.6% 11.7% 8.0% 7.5% Call IV 25d 40.5% 31.8% 52.4% 40.7% 33.4% Put IV 25d 44.4% 34.5% 56.5% 43.2% 37.5% Bid-Ask Spread % 12.40 3.50 41.15 25.99 7.19 Gamma HHI 0.18 0.10 0.38 0.38 0.13 Net GEX -1.1M -3.5M 1.0M -3.5M -508.6K Net DEX 16.4M -11.8M 91.6M 43.4M 51.2M Net VEX -325.6K -394.1K -281.9K -303.7K -394.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.56 0.36 6.42 2.93 2.49 Total Volume 81,647.636 25,804 302,076 39,756 79,900 Total OI 483,774.545 377,412 809,064 377,412 612,328
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 2017-05-01 $5.72 $6.25 42.6% 9.0% 19.7% 62.5% 31.3% 2.5% -3.2% -3.5M 43.4M -303.7K 2.93 25.99 N/A N/A 10,120 29,636 114,140 263,272 2017-05-02 $5.86 $6.25 43.2% 9.2% 19.2% 65.0% 32.5% 2.7% -0.9% -3.3M 30.8M -311.3K 3.93 19.20 N/A N/A 10,712 42,148 117,540 269,744 2017-05-03 $5.99 $6.25 42.4% 8.6% 20.1% 61.3% 31.4% 2.9% -0.7% -3.2M 18.7M -316.5K 6.42 41.15 N/A N/A 12,740 81,796 121,372 284,880 2017-05-04 $5.89 $6.00 42.1% 11.0% 21.0% 60.1% 38.2% 2.8% -1.1% -2.4M 20.9M -307.8K 1.11 6.81 N/A N/A 14,044 15,604 127,736 251,280 2017-05-05 $5.99 $6.00 41.0% 11.0% 21.4% 55.5% 37.4% 2.3% -1.7% -2.0M 10.3M -286.4K 0.85 4.16 N/A N/A 13,944 11,860 133,708 254,240 2017-05-08 $6.09 $6.00 41.0% 11.2% 21.5% 55.6% 38.7% 4.2% -0.3% -1.5M 2.5M -281.9K 1.08 3.50 N/A N/A 17,976 19,396 132,720 251,476 2017-05-09 $6.13 $6.00 42.0% 10.9% 21.5% 59.6% 38.7% 3.5% -5.2% -1.3M -1.0M -294.2K 1.74 9.50 N/A N/A 12,724 22,176 139,464 259,720 2017-05-10 $6.24 $6.00 40.2% 10.8% 21.8% 51.9% 38.9% 3.6% -2.6% -939.7K -10.9M -292.7K 1.20 3.84 N/A N/A 12,048 14,484 143,384 264,120 2017-05-11 $6.12 $6.00 42.0% 11.6% 23.3% 59.7% 41.2% 5.1% -1.9% -1.3M 1.6M -326.3K 0.80 5.14 N/A N/A 17,028 13,700 146,916 267,324 2017-05-12 $6.00 $6.00 42.6% 11.7% 24.7% 62.3% 41.3% 4.5% -2.9% -1.6M 18.5M -303.3K 1.13 3.68 N/A N/A 14,952 16,936 161,244 281,600 2017-05-15 $6.09 $6.00 43.5% 12.3% 25.0% 66.2% 41.0% 4.4% -3.3% -1.5M 3.1M -296.1K 0.52 4.28 N/A N/A 48,068 24,764 150,372 253,684 2017-05-16 $6.10 $6.00 44.1% 12.5% 24.6% 69.0% 44.9% 4.2% -3.1% -1.1M -2.4M -314.1K 0.36 5.54 N/A N/A 71,880 25,792 179,516 270,648 2017-05-17 $5.97 $6.00 45.4% 13.0% 26.1% 74.2% 46.5% 5.7% -2.8% -274.7K 2.3M -350.4K 0.57 7.86 N/A N/A 62,728 35,988 236,112 273,748 2017-05-18 $5.95 $6.00 45.1% 13.1% 25.4% 73.1% 47.5% 5.6% -3.9% 140.0K 2.1M -351.2K 0.39 3.72 N/A N/A 43,448 17,152 257,056 286,492 2017-05-19 $6.03 $6.00 45.4% 13.3% 25.8% 74.3% 46.7% 5.3% -3.2% 392.5K -11.8M -332.7K 1.84 7.90 N/A N/A 21,512 39,532 260,864 291,888 2017-05-22 $6.02 $6.25 42.1% 13.0% 25.8% 60.3% 44.4% 4.5% -2.3% 1.0M -4.2M -333.7K 0.65 9.87 N/A N/A 24,900 16,288 247,128 242,660 2017-05-23 $5.69 $6.25 48.5% 15.4% 32.8% 87.7% 55.0% 4.1% -4.5% 200.2K 26.7M -339.5K 1.16 18.29 N/A N/A 84,424 97,804 258,880 249,548 2017-05-24 $5.68 $6.25 49.4% 15.7% 32.4% 91.6% 54.7% 3.5% -3.2% -743.7K 36.3M -367.3K 0.54 6.12 N/A N/A 52,676 28,652 267,472 314,204 2017-05-25 $5.90 $6.25 55.2% 17.4% 34.5% 100.0% 61.1% 4.2% -4.5% 84.2K 2.4M -377.9K 1.24 30.23 N/A N/A 134,988 167,088 290,220 326,780 2017-05-26 $5.54 $6.00 32.2% 9.2% 40.9% 15.1% 33.2% 2.7% -0.5% -277.3K 91.6M -338.8K 1.67 11.77 N/A N/A 87,180 145,596 387,856 421,208 2017-05-30 $5.65 $6.00 33.2% 9.6% 41.4% 18.6% 34.4% 2.5% -1.1% 100.1K 28.0M -342.7K 1.65 36.99 N/A N/A 30,844 51,020 290,752 287,744 2017-05-31 $5.53 $6.00 34.9% 9.9% 41.0% 25.2% 36.6% 4.2% -2.3% -508.6K 51.2M -394.1K 2.49 7.19 N/A N/A 22,916 56,984 299,628 312,700
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