GME Options History — June 2018

In June 2018, GME traded between $3.21 and $3.94. ATM implied volatility averaged 43.7%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 8.8% (HV 20d: 52.5%). Max pain ranged from $3.50 to $3.75. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2018-06-18: Highest Volume — 229,092 contracts
  • 2018-06-13: Largest IV spike — 29.7% change
  • 2018-06-18: Highest IV Rank — 31.2%
  • 2018-06-18: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.64$3.21$3.94$3.40$3.65
Max Pain$3.74$3.50$3.75$3.50$3.75
ATM IV43.7%36.0%54.3%36.0%45.5%
Expected Move12.4%10.3%15.3%11.6%13.3%
HV 20d52.5%45.2%59.4%45.3%57.3%
HV 60d47.6%45.0%52.7%45.0%45.9%
IV Rank18.8%9.6%31.2%9.6%20.9%
IV Percentile53.0%37.3%84.9%37.3%54.4%
Term Structure-0.5%-2.5%1.5%-1.7%0.1%
VWIV44.7%36.9%53.9%44.7%46.9%
Skew 25d4.4%-1.7%28.1%4.0%1.9%
Skew 10d1.9%-29.3%19.4%9.2%1.3%
Call IV 25d42.8%34.6%56.6%34.6%45.1%
Put IV 25d47.1%37.8%73.0%38.7%47.0%
Bid-Ask Spread %13.214.2170.679.6412.67
Gamma HHI0.160.100.620.100.13
Net GEX149.2K-3.4M1.9M-328.5K860.6K
Net DEX11.9M-34.6M82.1M30.7M11.3M
Net VEX-369.1K-419.4K-307.8K-319.1K-364.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.212.860.691.40
Total Volume92,681.71439,100229,092169,58839,100
Total OI942,544831,6881,100,7721,100,772894,332

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$3.40$3.5036.0%11.6%45.3%9.6%44.7%4.0%-1.7%-328.5K30.7M-319.1K0.699.64N/AN/A100,32069,268539,140561,632
2018-06-04$3.56$3.7536.5%10.3%47.4%10.2%37.6%2.1%0.3%-196.0K21.0M-348.6K0.914.21N/AN/A48,61644,304421,676529,256
2018-06-05$3.63$3.7536.5%10.4%47.5%10.3%36.9%3.0%0.3%113.8K7.0M-361.7K0.944.44N/AN/A38,92836,664436,996539,260
2018-06-06$3.61$3.7537.1%10.7%47.3%10.9%37.4%5.7%-1.1%39.9K12.7M-360.6K0.624.79N/AN/A47,40029,436443,980544,912
2018-06-07$3.62$3.7539.1%11.0%47.2%13.3%40.1%3.7%-0.8%208.7K12.3M-371.5K1.156.38N/AN/A30,37634,956457,824551,808
2018-06-08$3.63$3.7541.0%11.2%47.2%15.5%45.5%5.7%-0.8%-170.2K9.8M-389.1K0.389.53N/AN/A125,54048,000459,064562,904
2018-06-11$3.58$3.7539.9%11.3%46.6%14.2%39.4%2.9%-0.1%-548.8K28.7M-352.4K1.216.21N/AN/A39,96448,540380,132548,196
2018-06-12$3.52$3.7540.1%11.2%45.2%14.5%38.9%4.3%-1.2%-781.6K36.8M-347.6K1.314.73N/AN/A27,98036,548392,468558,336
2018-06-13$3.34$3.7552.0%12.9%49.0%28.6%46.2%28.1%1.1%-1.5M62.5M-340.0K2.8621.87N/AN/A43,116123,316395,852563,152
2018-06-14$3.21$3.7541.4%11.9%50.9%16.0%41.7%3.7%0.3%-2.0M82.1M-307.8K2.166.66N/AN/A26,30456,908405,696591,120
2018-06-15$3.49$3.7548.3%12.8%59.4%24.2%45.5%9.8%-1.4%-3.4M42.2M-355.3K0.9212.53N/AN/A59,84854,900408,132595,204
2018-06-18$3.81$3.7554.3%15.3%56.5%31.2%53.9%-1.7%1.5%541.0K-6.6M-404.4K0.2170.67N/AN/A189,23239,860375,520456,168
2018-06-19$3.91$3.7548.4%13.8%56.6%24.4%50.0%1.9%-1.3%1.7M-31.4M-419.4K0.589.22N/AN/A68,76439,956437,116470,208
2018-06-20$3.94$3.7548.2%13.8%55.9%24.1%48.0%1.4%-1.1%1.9M-34.6M-413.1K0.8111.25N/AN/A45,88837,028447,636477,256
2018-06-21$3.88$3.7547.0%13.6%56.6%22.7%48.1%1.4%-2.5%1.9M-27.4M-409.6K0.8516.77N/AN/A35,09629,988448,740481,408
2018-06-22$3.88$3.7545.0%12.9%56.7%20.2%46.3%2.4%0.7%1.3M-24.2M-401.5K0.9112.89N/AN/A32,81230,016449,732481,200
2018-06-25$3.77$3.7546.5%13.5%57.9%22.1%48.8%1.8%-0.9%944.8K-2.1M-382.5K1.4712.95N/AN/A18,76027,588401,956455,936
2018-06-26$3.75$3.7546.1%13.7%57.5%21.6%47.1%4.8%-2.0%956.6K622.1K-371.5K1.3713.70N/AN/A22,01230,196404,960458,900
2018-06-27$3.65$3.7544.9%13.2%57.7%20.2%47.0%2.6%0.9%728.0K11.8M-360.6K1.2010.18N/AN/A20,34424,496412,912467,540
2018-06-28$3.71$3.7544.5%12.7%57.3%19.6%47.9%2.6%-0.8%831.9K6.6M-370.7K0.8816.17N/AN/A23,35220,596415,264469,900
2018-06-29$3.65$3.7545.5%13.3%57.3%20.9%46.9%1.9%0.1%860.6K11.3M-364.2K1.4012.67N/AN/A16,29622,804424,008470,324