GME Options History — October 2018

In October 2018, GME traded between $3.43 and $3.87. ATM implied volatility averaged 62.7%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 29.9% (HV 20d: 32.8%). Max pain ranged from $3.75 to $4.25. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.45.

Notable Days

  • 2018-10-01: Highest Volume — 178,884 contracts
  • 2018-10-26: Largest IV spike — 79.0% change
  • 2018-10-26: Highest IV Rank — 100.0%
  • 2018-10-30: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.71$3.43$3.87$3.79$3.67
Max Pain$3.82$3.75$4.25$4.25$3.75
ATM IV62.7%47.0%116.6%47.0%74.1%
Expected Move16.7%13.6%21.4%13.8%19.0%
HV 20d32.8%23.2%65.5%65.5%42.7%
HV 60d53.0%51.7%56.0%53.7%55.8%
IV Rank39.1%21.2%100.0%21.5%50.6%
IV Percentile79.1%50.0%100.0%52.0%95.6%
Term Structure-2.5%-51.2%30.2%-3.6%-2.8%
VWIV62.4%48.0%78.7%48.5%77.3%
Skew 25d12.5%3.3%45.4%4.0%36.5%
Skew 10d18.7%0.6%73.0%9.6%44.0%
Call IV 25d66.6%43.1%112.9%44.9%73.1%
Put IV 25d79.1%48.9%158.1%48.9%109.6%
Bid-Ask Spread %72.9915.61114.0015.6196.29
Gamma HHI0.140.110.170.140.13
Net GEX-424.5K-1.3M530.0K-72.9K-191.1K
Net DEX10.0M-18.4M28.4M12.7M2.5M
Net VEX-416.8K-452.7K-375.9K-375.9K-390.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.665.840.981.00
Total Volume69,777.39135,188178,884178,88435,188
Total OI1,048,068861,5321,249,592861,532941,692

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$3.79$4.2547.0%13.8%65.5%21.5%48.5%4.0%-3.6%-72.9K12.7M-375.9K0.9815.61N/AN/A90,25688,628447,572413,960
2018-10-02$3.75$4.2548.4%13.6%62.4%23.3%48.0%4.1%-3.0%-193.7K11.8M-419.9K1.2816.86N/AN/A42,14054,116512,296485,728
2018-10-03$3.73$4.2547.8%14.0%28.1%22.5%49.8%4.7%-0.1%-421.3K14.7M-425.4K0.7133.92N/AN/A36,64825,904524,672521,468
2018-10-04$3.69$3.7548.8%14.4%27.8%23.7%53.7%12.6%-0.8%-641.8K20.0M-429.3K0.6652.66N/AN/A40,04026,404530,136528,400
2018-10-05$3.67$3.7547.9%15.8%27.8%22.6%56.2%5.9%1.3%-515.0K23.5M-426.6K0.6942.71N/AN/A71,66849,192536,508530,904
2018-10-08$3.75$3.7551.8%16.5%29.4%27.0%63.9%4.7%-1.3%-305.9K10.9M-451.3K1.0771.36N/AN/A51,55254,948551,256543,224
2018-10-09$3.70$3.7550.6%17.0%29.2%25.4%61.4%5.6%9.6%-724.3K20.5M-452.7K0.9662.87N/AN/A34,66833,304558,736578,496
2018-10-10$3.72$3.7551.3%15.4%26.1%26.2%59.6%12.8%-0.9%-586.7K13.6M-442.0K0.9087.79N/AN/A29,92826,916560,904581,632
2018-10-11$3.69$3.7547.2%15.6%25.1%21.2%59.9%3.3%12.5%-893.7K22.3M-442.1K1.6092.98N/AN/A15,72825,088561,704583,076
2018-10-12$3.70$3.7555.7%16.2%25.4%31.5%60.0%6.2%3.4%-966.1K21.4M-424.9K5.8466.53N/AN/A17,564102,592561,464582,028
2018-10-15$3.75$3.7556.8%16.4%26.1%32.8%58.8%6.6%20.8%-1.3M17.4M-417.7K1.0471.49N/AN/A18,28818,944554,844618,260
2018-10-16$3.79$3.7555.6%16.0%26.8%30.5%56.3%11.4%-5.1%-908.0K9.8M-404.3K1.1669.73N/AN/A16,76019,524560,308618,696
2018-10-17$3.83$3.7554.4%15.6%27.0%29.0%52.6%4.6%-17.7%-316.3K225.3K-398.6K1.0772.99N/AN/A18,18419,528563,640619,336
2018-10-18$3.77$3.7558.9%17.3%27.4%34.5%70.4%7.2%-2.2%-1.1M9.9M-395.1K4.0386.65N/AN/A19,88480,200566,440620,960
2018-10-19$3.67$3.7564.9%18.6%28.4%41.8%68.7%3.9%-4.5%21.9K28.4M-401.6K3.0076.26N/AN/A29,92489,868571,160678,432
2018-10-22$3.79$3.7567.2%17.9%24.8%44.7%67.8%21.3%-21.5%-9.2K-7.1M-419.4K0.8891.51N/AN/A28,00024,576430,288472,944
2018-10-23$3.81$3.7587.0%18.3%23.2%68.9%70.0%11.1%-51.2%251.7K-12.9M-431.9K1.1486.19N/AN/A23,64426,992442,512473,792
2018-10-24$3.87$3.7561.0%16.0%23.3%37.0%70.9%18.9%-13.4%530.0K-18.4M-438.1K0.9682.69N/AN/A19,83618,992456,092477,576
2018-10-25$3.59$3.7565.1%18.5%35.3%42.1%77.0%3.4%30.2%-452.6K8.1M-419.6K1.2487.02N/AN/A20,07224,920459,064478,280
2018-10-26$3.43$3.75116.6%18.9%38.2%100.0%74.4%45.4%0.2%-698.8K22.8M-388.9K1.1898.70N/AN/A22,44426,460461,796484,200
2018-10-29$3.59$3.7598.9%18.0%42.3%79.5%52.3%36.9%-14.2%-207.1K-209.5K-394.1K0.70114.00N/AN/A26,20818,360447,472481,284
2018-10-30$3.65$3.7585.2%21.4%42.6%63.4%78.7%16.5%7.7%-125.7K-1.0M-396.3K1.30102.09N/AN/A17,74823,052449,616482,716
2018-10-31$3.67$3.7574.1%19.0%42.7%50.6%77.3%36.5%-2.8%-191.1K2.5M-390.5K1.0096.29N/AN/A17,56417,624453,672488,020