GME Options History — August 2017

In August 2017, GME traded between $4.63 and $5.54. ATM implied volatility averaged 47.6%, placing in the 71.8% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 18.4% (HV 20d: 29.1%). Max pain ranged from $5.25 to $6.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.85.

Notable Days

2017-08-25: Highest Volume — 175,508 contracts
2017-08-25: Largest IV drop — 30.2% change
2017-08-23: Highest IV Rank — 95.9%
2017-08-23: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.25	$4.63	$5.54	$5.36	$4.63
Max Pain	$5.57	$5.25	$6.00	$6.00	$5.25
ATM IV	47.6%	31.6%	54.1%	48.8%	31.6%
Expected Move	13.2%	9.3%	16.8%	9.4%	9.3%
HV 20d	29.1%	19.9%	49.6%	20.5%	49.0%
HV 60d	30.2%	25.0%	34.5%	30.3%	34.3%
IV Rank	71.8%	12.7%	95.9%	76.2%	12.7%
IV Percentile	84.6%	26.2%	99.6%	95.6%	26.2%
Term Structure	-2.4%	-4.8%	0.9%	-0.7%	0.9%
VWIV	47.1%	32.8%	60.4%	32.8%	33.3%
Skew 25d	4.7%	2.1%	6.8%	3.4%	4.4%
Skew 10d	9.1%	5.8%	13.4%	5.8%	8.2%
Call IV 25d	45.7%	30.7%	53.9%	48.7%	30.7%
Put IV 25d	50.4%	35.1%	57.9%	52.1%	35.1%
Bid-Ask Spread %	11.58	3.97	31.68	10.94	5.37
Gamma HHI	0.16	0.11	0.31	0.16	0.18
Net GEX	-1.7M	-2.7M	83.2K	-2.1M	-2.0M
Net DEX	58.0M	9.9M	104.7M	65.2M	99.7M
Net VEX	-375.3K	-454.9K	-265.2K	-422.2K	-265.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.85	0.52	3.92	3.37	1.19
Total Volume	54,436	23,244	175,508	48,160	41,332
Total OI	528,323.652	474,788	647,192	481,976	577,644

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
2017-08-01	$5.36	$6.00	48.8%	9.4%	20.5%	76.2%	32.8%	3.4%	-0.7%	-2.1M	65.2M	-422.2K	3.37	10.94	N/A	N/A	11,028	37,132	148,228	333,748
2017-08-02	$5.34	$6.00	49.8%	9.4%	20.4%	80.0%	33.4%	4.3%	-1.0%	-2.4M	70.3M	-432.4K	1.31	18.76	N/A	N/A	10,536	13,752	151,164	360,020
2017-08-03	$5.42	$6.00	47.4%	13.0%	20.0%	71.3%	49.8%	2.1%	-0.3%	-2.3M	64.1M	-443.3K	0.98	7.97	N/A	N/A	13,556	13,324	153,064	364,732
2017-08-04	$5.49	$6.00	53.7%	13.7%	19.9%	94.5%	48.6%	4.0%	-4.8%	-2.0M	56.4M	-454.9K	1.10	7.79	N/A	N/A	11,092	12,152	158,888	369,668
2017-08-07	$5.54	$6.00	52.3%	13.6%	20.0%	89.2%	50.0%	3.8%	-3.7%	-2.2M	52.3M	-452.5K	1.07	5.33	N/A	N/A	12,144	13,000	158,292	366,796
2017-08-08	$5.49	$5.75	51.5%	13.5%	20.4%	86.3%	49.0%	4.5%	-3.6%	-2.2M	55.6M	-442.7K	2.81	6.60	N/A	N/A	9,036	25,352	162,412	365,252
2017-08-09	$5.53	$5.75	50.9%	13.5%	20.5%	84.3%	48.0%	5.9%	-1.5%	-2.0M	46.9M	-428.0K	2.45	4.50	N/A	N/A	7,108	17,396	165,184	352,560
2017-08-10	$5.38	$5.75	52.4%	14.2%	22.8%	89.7%	50.8%	6.8%	-4.1%	-2.0M	56.3M	-406.0K	3.84	4.24	N/A	N/A	7,564	29,080	166,448	342,152
2017-08-11	$5.44	$5.75	52.3%	14.2%	22.8%	89.4%	50.8%	5.6%	-3.4%	-1.6M	46.2M	-393.9K	3.92	11.02	N/A	N/A	9,676	37,976	167,376	328,760
2017-08-14	$5.46	$5.75	51.7%	14.5%	22.4%	87.1%	52.5%	5.2%	-2.4%	-1.3M	38.4M	-368.0K	2.09	4.32	N/A	N/A	11,432	23,840	167,220	308,648
2017-08-15	$5.25	$5.50	52.9%	15.0%	26.1%	91.5%	52.9%	4.7%	-2.9%	-2.1M	55.7M	-350.9K	0.70	3.97	N/A	N/A	30,828	21,724	170,684	311,808
2017-08-16	$5.36	$5.25	49.9%	14.3%	26.6%	80.4%	50.6%	4.5%	-4.3%	-1.8M	43.1M	-364.4K	2.82	6.06	N/A	N/A	12,460	35,152	186,368	317,960
2017-08-17	$5.29	$5.50	52.9%	15.3%	26.7%	91.5%	54.5%	5.2%	-3.3%	-2.7M	51.8M	-371.8K	2.95	8.48	N/A	N/A	20,192	59,576	189,664	330,468
2017-08-18	$5.31	$5.50	50.5%	14.6%	26.1%	82.5%	51.2%	5.4%	-1.2%	-1.2M	49.7M	-384.0K	3.68	4.61	N/A	N/A	11,796	43,444	197,912	354,288
2017-08-21	$5.25	$5.50	51.5%	15.6%	26.4%	86.2%	55.2%	3.5%	-4.7%	-1.0M	43.2M	-361.7K	1.13	31.68	N/A	N/A	24,436	27,688	180,712	294,076
2017-08-22	$5.42	$5.25	53.8%	16.6%	27.6%	94.6%	60.4%	5.4%	-3.2%	-711.2K	26.6M	-385.7K	1.26	8.31	N/A	N/A	34,000	42,792	199,392	298,280
2017-08-23	$5.38	$5.25	54.1%	16.8%	27.5%	95.9%	58.9%	4.5%	-3.1%	-117.9K	21.1M	-391.3K	0.88	28.18	N/A	N/A	19,788	17,384	241,412	306,832
2017-08-24	$5.46	$5.25	51.0%	16.5%	26.0%	84.6%	58.6%	6.1%	-3.3%	83.2K	9.9M	-371.3K	0.87	30.51	N/A	N/A	66,944	58,012	250,040	312,964
2017-08-25	$4.85	$5.25	35.6%	10.2%	49.6%	27.8%	36.9%	3.9%	-2.3%	-1.6M	104.7M	-282.9K	1.57	26.25	N/A	N/A	68,240	107,268	291,556	355,636
2017-08-28	$4.78	$5.25	34.0%	10.2%	49.4%	21.8%	35.8%	4.6%	-0.7%	-1.7M	87.1M	-291.8K	1.48	10.38	N/A	N/A	26,600	39,400	225,900	323,132
2017-08-29	$4.70	$5.25	32.5%	9.9%	49.6%	16.1%	34.5%	5.2%	-1.2%	-1.8M	93.6M	-286.0K	0.53	13.58	N/A	N/A	41,540	21,820	232,740	336,896
2017-08-30	$4.69	$5.25	32.7%	9.6%	49.6%	16.8%	34.7%	5.0%	-0.0%	-1.9M	96.9M	-279.8K	0.52	7.49	N/A	N/A	35,248	18,188	230,752	343,716
2017-08-31	$4.63	$5.25	31.6%	9.3%	49.0%	12.7%	33.3%	4.4%	0.9%	-2.0M	99.7M	-265.2K	1.19	5.37	N/A	N/A	18,876	22,456	235,068	342,576