GME Options History — October 2017

In October 2017, GME traded between $4.67 and $5.13. ATM implied volatility averaged 37.3%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 16.0% (HV 20d: 21.3%). Max pain ranged from $5.00 to $5.75. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 2.41.

Notable Days

2017-10-13: Highest Volume — 90,824 contracts
2017-10-24: Largest IV spike — 61.1% change
2017-10-24: Highest IV Rank — 100.0%
2017-10-30: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.96	$4.67	$5.13	$5.12	$4.67
Max Pain	$5.51	$5.00	$5.75	$5.75	$5.75
ATM IV	37.3%	29.0%	68.0%	31.9%	53.3%
Expected Move	9.2%	8.4%	11.4%	8.6%	11.4%
HV 20d	21.3%	17.6%	24.0%	20.4%	23.8%
HV 60d	33.9%	33.3%	34.3%	33.3%	34.0%
IV Rank	26.9%	4.2%	100.0%	14.7%	63.5%
IV Percentile	41.6%	4.0%	100.0%	31.0%	98.0%
Term Structure	2.1%	-22.6%	14.8%	-0.9%	2.4%
VWIV	30.5%	20.1%	40.8%	30.0%	40.8%
Skew 25d	2.2%	-18.2%	5.1%	2.7%	4.9%
Skew 10d	7.5%	4.6%	20.8%	6.2%	13.0%
Call IV 25d	36.0%	28.1%	67.6%	30.3%	46.9%
Put IV 25d	38.2%	31.1%	52.3%	33.0%	51.8%
Bid-Ask Spread %	25.89	5.20	76.96	6.45	76.08
Gamma HHI	0.23	0.14	0.43	0.17	0.17
Net GEX	-1.7M	-2.9M	-992.7K	-992.7K	-1.8M
Net DEX	70.0M	45.7M	92.6M	51.4M	92.2M
Net VEX	-346.2K	-398.7K	-319.4K	-352.7K	-364.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.41	0.70	5.29	1.40	1.55
Total Volume	43,806	17,492	90,824	17,492	34,068
Total OI	543,274.364	445,420	594,568	504,112	578,544

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
2017-10-02	$5.12	$5.75	31.9%	8.6%	20.4%	14.7%	30.0%	2.7%	-0.9%	-992.7K	51.4M	-352.7K	1.40	6.45	N/A	N/A	7,276	10,216	196,400	307,712
2017-10-03	$5.05	$5.75	31.0%	8.6%	21.0%	11.6%	29.3%	2.6%	1.5%	-1.2M	57.1M	-342.4K	1.48	5.47	N/A	N/A	8,208	12,112	197,224	309,096
2017-10-04	$5.06	$5.75	31.0%	8.4%	20.0%	11.6%	29.3%	2.1%	-0.0%	-1.2M	57.9M	-340.8K	1.07	5.20	N/A	N/A	12,032	12,816	198,772	311,720
2017-10-05	$5.13	$5.00	29.0%	8.6%	17.6%	4.2%	30.1%	2.3%	0.1%	-1.0M	51.3M	-353.7K	0.70	9.25	N/A	N/A	14,488	10,152	203,856	315,296
2017-10-06	$5.00	$5.00	29.3%	8.8%	19.9%	5.4%	30.1%	1.9%	0.6%	-2.2M	61.2M	-338.6K	1.75	11.96	N/A	N/A	8,192	14,296	206,752	315,404
2017-10-09	$5.04	$5.00	30.8%	9.0%	19.9%	10.6%	31.4%	2.8%	0.3%	-1.4M	58.9M	-336.0K	3.27	8.51	N/A	N/A	10,536	34,488	201,264	313,476
2017-10-10	$5.06	$5.00	30.0%	8.9%	19.3%	7.9%	31.4%	3.1%	1.1%	-1.6M	59.9M	-342.3K	4.17	11.16	N/A	N/A	8,720	36,392	205,520	337,128
2017-10-11	$4.90	$5.00	29.9%	8.8%	20.4%	7.5%	30.5%	3.0%	0.6%	-1.9M	76.2M	-328.7K	1.46	10.59	N/A	N/A	10,628	15,548	207,676	342,432
2017-10-12	$4.88	$5.00	30.2%	9.2%	20.4%	8.5%	31.8%	3.4%	2.4%	-2.0M	78.9M	-325.8K	1.20	7.36	N/A	N/A	9,116	10,972	210,008	343,688
2017-10-13	$4.93	$5.00	29.6%	9.1%	20.6%	6.4%	25.4%	2.9%	2.9%	-2.0M	73.8M	-331.8K	5.29	8.68	N/A	N/A	14,432	76,392	212,236	344,732
2017-10-16	$4.85	$5.75	31.6%	9.2%	21.1%	13.8%	24.9%	2.8%	10.5%	-2.1M	91.8M	-319.4K	4.48	7.47	N/A	N/A	10,016	44,900	209,340	372,308
2017-10-17	$4.92	$5.75	31.2%	9.0%	21.8%	12.3%	22.4%	3.8%	13.2%	-2.3M	86.6M	-329.4K	5.09	6.77	N/A	N/A	8,824	44,876	213,828	376,392
2017-10-18	$5.02	$5.75	31.8%	9.1%	23.1%	14.4%	20.8%	3.1%	12.5%	-2.4M	77.1M	-338.3K	4.49	8.00	N/A	N/A	9,956	44,656	215,076	376,696
2017-10-19	$5.01	$5.75	33.6%	8.8%	22.9%	20.9%	20.1%	2.3%	14.8%	-2.9M	76.8M	-336.3K	4.14	8.49	N/A	N/A	10,492	43,428	216,716	376,192
2017-10-20	$5.03	$5.75	36.1%	9.0%	22.8%	30.1%	31.4%	2.3%	13.4%	-1.0M	70.6M	-330.7K	2.73	6.75	N/A	N/A	12,660	34,552	218,068	376,500
2017-10-23	$5.07	$5.75	42.2%	9.2%	21.7%	52.5%	32.7%	4.3%	-2.2%	-1.2M	45.7M	-333.6K	0.70	48.52	N/A	N/A	28,920	20,200	158,884	286,536
2017-10-24	$4.99	$5.75	68.0%	9.1%	22.1%	100.0%	33.0%	3.3%	-22.6%	-1.0M	50.3M	-343.6K	2.06	29.46	N/A	N/A	25,784	53,088	177,708	294,268
2017-10-25	$4.90	$5.75	46.0%	9.8%	22.2%	45.2%	34.7%	-18.2%	-1.0%	-1.5M	64.9M	-375.3K	2.77	69.00	N/A	N/A	23,412	64,820	184,236	332,236
2017-10-26	$4.88	$5.75	47.8%	9.4%	22.2%	49.7%	34.2%	2.3%	-1.3%	-1.9M	81.0M	-398.7K	0.98	74.17	N/A	N/A	18,904	18,556	190,016	376,200
2017-10-27	$4.84	$5.75	47.3%	9.8%	22.3%	48.5%	37.0%	5.1%	-0.9%	-2.0M	83.3M	-393.4K	1.00	76.96	N/A	N/A	19,320	19,304	193,288	378,372
2017-10-30	$4.70	$5.75	49.1%	11.4%	24.0%	53.0%	39.5%	5.1%	-1.5%	-1.8M	92.6M	-361.9K	1.25	73.19	N/A	N/A	16,028	19,956	192,516	377,724
2017-10-31	$4.67	$5.75	53.3%	11.4%	23.8%	63.5%	40.8%	4.9%	2.4%	-1.8M	92.2M	-364.1K	1.55	76.08	N/A	N/A	13,340	20,728	196,340	382,204