GME Options History — June 2017

In June 2017, GME traded between $5.11 and $5.69. ATM implied volatility averaged 31.5%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 7.1% (HV 20d: 38.6%). Max pain ranged from $5.75 to $6.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.18.

Notable Days

  • 2017-06-06: Highest Volume — 74,096 contracts
  • 2017-06-08: Largest IV spike — 6.5% change
  • 2017-06-08: Highest IV Rank — 19.8%
  • 2017-06-08: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.37$5.11$5.69$5.69$5.42
Max Pain$5.95$5.75$6.00$6.00$6.00
ATM IV31.5%29.6%33.5%32.2%29.6%
Expected Move9.0%8.2%9.7%9.1%8.2%
HV 20d38.6%27.6%43.3%41.6%27.7%
HV 60d37.5%31.0%42.3%41.7%31.0%
IV Rank12.6%5.5%19.8%14.9%5.5%
IV Percentile19.3%4.4%32.1%24.2%4.4%
Term Structure0.3%-1.2%2.0%-0.6%2.0%
VWIV32.4%28.8%40.0%31.8%28.8%
Skew 25d2.9%1.8%3.8%3.0%2.9%
Skew 10d5.5%0.6%8.7%0.6%2.7%
Call IV 25d30.7%29.4%33.6%31.8%29.5%
Put IV 25d33.6%32.3%36.6%34.8%32.3%
Bid-Ask Spread %7.473.0552.147.4052.14
Gamma HHI0.170.120.280.130.21
Net GEX-1.9M-3.3M185.5K185.5K-1.7M
Net DEX74.5M40.6M113.0M40.6M59.5M
Net VEX-401.8K-455.3K-352.9K-455.3K-404.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.444.320.440.63
Total Volume38,424.54521,02874,09647,90821,028
Total OI576,974.364485,836667,420649,248525,084

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$5.69$6.0032.2%9.1%41.6%14.9%31.8%3.0%-0.6%185.5K40.6M-455.3K0.447.40N/AN/A33,26814,640301,620347,628
2017-06-02$5.67$6.0031.7%8.8%41.3%13.1%40.0%2.3%-1.0%-320.9K45.0M-444.5K0.547.25N/AN/A24,12412,976302,260350,596
2017-06-05$5.63$5.7531.1%8.8%40.7%11.1%35.5%2.5%-0.1%-168.4K41.7M-440.5K0.508.86N/AN/A22,94811,532272,248322,120
2017-06-06$5.50$5.7532.4%9.3%40.7%15.6%37.6%3.2%0.1%-1.0M58.1M-418.4K2.3415.08N/AN/A22,15251,944267,624324,144
2017-06-07$5.51$5.7531.4%9.0%40.6%12.3%33.3%2.4%0.3%-1.7M65.9M-443.3K0.707.85N/AN/A18,16812,792269,360356,800
2017-06-08$5.34$5.7533.5%9.7%40.7%19.8%32.7%2.9%-0.4%-2.3M82.8M-419.3K2.435.80N/AN/A21,48052,260269,932355,256
2017-06-09$5.50$6.0032.6%9.3%42.5%16.3%33.7%1.8%0.3%-3.3M87.7M-438.1K1.316.68N/AN/A26,46034,672271,724395,696
2017-06-12$5.41$6.0032.8%9.4%42.3%17.2%33.6%2.7%0.0%-2.3M83.6M-417.9K0.903.46N/AN/A15,16013,716258,296372,980
2017-06-13$5.50$6.0030.8%9.0%42.4%10.0%32.2%2.6%0.2%-2.1M75.4M-419.9K0.923.80N/AN/A13,31612,208259,236375,292
2017-06-14$5.40$6.0031.7%8.9%42.5%13.1%32.2%3.2%-1.2%-2.9M89.0M-397.1K0.965.44N/AN/A13,96413,436260,024377,064
2017-06-15$5.30$6.0032.3%9.4%42.4%15.3%33.4%3.4%0.7%-2.7M99.9M-388.7K1.863.50N/AN/A11,92022,204260,248379,540
2017-06-16$5.14$6.0031.9%9.0%43.3%13.7%30.5%3.1%-1.1%-2.3M113.0M-359.2K4.324.12N/AN/A13,66859,000261,064387,184
2017-06-19$5.21$6.0030.4%8.7%43.3%8.5%30.5%3.0%0.5%-2.6M82.1M-369.2K0.464.25N/AN/A20,5809,396169,332316,504
2017-06-20$5.16$6.0031.8%9.1%43.3%13.3%31.5%3.0%0.5%-2.3M85.6M-367.0K0.653.09N/AN/A16,56410,740176,800319,388
2017-06-21$5.11$6.0031.4%9.0%39.5%11.9%31.0%3.0%0.8%-2.3M90.5M-352.9K1.763.26N/AN/A18,68032,828178,612321,788
2017-06-22$5.13$6.0031.7%9.0%39.6%13.0%30.3%3.4%1.7%-2.5M88.2M-361.2K1.213.59N/AN/A14,38817,352184,272326,388
2017-06-23$5.15$6.0031.3%8.9%36.3%11.6%30.5%3.1%1.4%-2.9M85.8M-365.5K1.253.22N/AN/A13,45216,776188,644329,688
2017-06-26$5.28$6.0030.7%8.6%31.0%9.4%30.5%2.9%0.1%-2.3M74.1M-382.7K0.503.05N/AN/A21,26810,736182,644321,864
2017-06-27$5.36$6.0030.9%8.7%30.4%10.4%32.0%3.8%0.3%-1.9M65.0M-400.4K0.773.88N/AN/A14,10810,920191,292320,832
2017-06-28$5.37$6.0031.2%8.7%29.7%11.3%31.8%2.4%0.9%-1.9M64.0M-397.2K0.774.17N/AN/A15,39611,888194,372325,188
2017-06-29$5.39$6.0030.6%8.6%27.6%9.0%30.4%2.8%0.6%-1.6M61.0M-396.9K0.834.48N/AN/A11,5769,656198,004324,804
2017-06-30$5.42$6.0029.6%8.2%27.7%5.5%28.8%2.9%2.0%-1.7M59.5M-404.0K0.6352.14N/AN/A12,9288,100199,852325,232