GME Options History — May 2019 In May 2019, GME traded between $1.89 and $2.24. ATM implied volatility averaged 59.5%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 24.7% (HV 20d: 34.8%). Max pain ranged from $2.00 to $2.75. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2019-05-31 : Highest Volume — 56,532 contracts2019-05-29 : Largest IV spike — 14.6% change2019-05-29 : Highest IV Rank — 38.5%2019-05-31 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.07 $1.89 $2.24 $2.13 $1.89 Max Pain $2.41 $2.00 $2.75 $2.75 $2.00 ATM IV 59.5% 51.1% 67.0% 51.1% 58.3% Expected Move 16.8% 11.4% 20.8% 12.0% 20.8% HV 20d 34.8% 30.6% 39.2% 39.2% 34.6% HV 60d 36.4% 34.8% 37.8% 35.4% 37.8% IV Rank 29.2% 18.7% 38.5% 18.7% 27.6% IV Percentile 69.2% 38.9% 89.7% 38.9% 63.9% Term Structure -1.0% -8.4% 10.7% 9.7% -4.2% VWIV 59.0% 40.3% 71.7% 41.5% 71.7% Skew 25d 8.2% 0.7% 15.2% 11.1% 6.7% Skew 10d 13.0% -9.3% 34.6% -1.9% 6.7% Call IV 25d 56.9% 52.4% 63.9% 53.2% 56.7% Put IV 25d 65.2% 56.1% 71.4% 64.3% 63.4% Bid-Ask Spread % 14.74 7.96 39.35 9.16 19.18 Gamma HHI 0.25 0.16 0.58 0.27 0.16 Net GEX -39.9K -248.6K 889.7K -129.4K -167.8K Net DEX 26.0M 22.8M 32.5M 29.3M 23.4M Net VEX -153.5K -178.1K -132.6K -160.6K -144.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.29 2.44 0.73 0.78 Total Volume 27,268.364 11,000 56,532 25,328 56,532 Total OI 615,701.818 555,916 653,200 601,964 646,880
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 2019-05-01 $2.13 $2.75 51.1% 12.0% 39.2% 18.7% 41.5% 11.1% 9.7% -129.4K 29.3M -160.6K 0.73 9.16 N/A N/A 14,624 10,704 277,988 323,976 2019-05-02 $2.19 $2.75 51.2% 11.5% 37.9% 18.9% 40.9% 8.3% 4.5% 57.1K 26.7M -166.4K 0.98 7.96 N/A N/A 11,516 11,288 285,196 328,988 2019-05-03 $2.24 $2.75 52.1% 11.4% 35.4% 19.9% 40.3% 6.0% 10.7% 889.7K 23.6M -173.5K 0.29 8.18 N/A N/A 27,828 8,032 290,380 333,588 2019-05-06 $2.21 $2.50 55.5% 16.6% 35.1% 24.2% 56.1% 0.7% -3.4% -75.7K 24.3M -178.1K 0.31 11.69 N/A N/A 10,424 3,252 283,208 327,080 2019-05-07 $2.19 $2.50 58.7% 17.1% 34.7% 28.2% 58.4% 8.4% -0.5% -39.6K 25.6M -174.4K 0.48 12.97 N/A N/A 14,044 6,780 290,828 327,100 2019-05-08 $2.18 $2.50 58.6% 16.5% 34.7% 28.0% 59.2% 15.2% 5.1% 52.5K 25.2M -172.8K 0.63 11.21 N/A N/A 6,768 4,232 299,044 329,684 2019-05-09 $2.14 $2.50 60.7% 16.9% 34.3% 30.6% 61.7% 6.2% 2.2% 60.8K 27.5M -165.1K 1.45 14.92 N/A N/A 7,476 10,860 301,156 329,812 2019-05-10 $2.13 $2.50 56.0% 16.5% 34.0% 24.9% 57.8% 4.9% 0.8% 199.1K 29.0M -158.9K 1.21 13.01 N/A N/A 10,140 12,280 303,356 332,212 2019-05-13 $2.06 $2.50 63.2% 17.3% 31.6% 33.8% 61.8% 6.0% -5.3% -231.2K 32.5M -134.2K 2.44 13.49 N/A N/A 6,032 14,708 282,000 323,372 2019-05-14 $2.12 $2.50 62.8% 18.3% 31.2% 33.3% 60.4% 13.7% 0.6% -150.5K 30.0M -152.9K 0.67 11.02 N/A N/A 29,984 20,088 287,420 332,368 2019-05-15 $2.17 $2.50 63.5% 17.3% 31.6% 34.2% 58.6% 5.1% -4.7% 42.3K 26.1M -149.8K 0.88 13.10 N/A N/A 10,264 9,080 305,440 337,584 2019-05-16 $2.17 $2.50 59.7% 16.8% 31.1% 29.4% 58.3% 11.3% -2.3% 68.0K 25.5M -151.0K 0.67 10.21 N/A N/A 7,776 5,240 309,016 340,812 2019-05-17 $2.15 $2.50 58.8% 15.5% 30.6% 28.3% 56.8% 9.5% -7.8% 213.4K 26.9M -155.0K 0.78 13.24 N/A N/A 10,288 8,056 311,404 341,796 2019-05-20 $2.02 $2.25 59.8% 17.0% 37.7% 29.5% 58.9% 5.1% -4.1% -204.2K 25.0M -132.6K 1.01 15.72 N/A N/A 12,968 13,104 270,628 285,288 2019-05-21 $2.02 $2.25 60.0% 16.8% 35.1% 29.8% 61.1% 9.1% -2.6% -174.3K 24.0M -141.6K 1.25 14.29 N/A N/A 12,940 16,140 280,900 293,352 2019-05-22 $1.97 $2.25 63.5% 18.2% 35.2% 34.2% 64.3% 9.3% -5.5% -241.0K 25.8M -138.2K 0.99 15.88 N/A N/A 23,700 23,396 287,704 300,880 2019-05-23 $1.93 $2.25 65.6% 19.0% 35.6% 36.7% 64.4% 11.4% 1.5% -248.6K 25.2M -148.2K 0.68 19.88 N/A N/A 15,780 10,772 304,136 313,132 2019-05-24 $1.96 $2.25 58.3% 17.3% 36.5% 27.7% 61.7% 13.3% -6.8% -179.5K 24.6M -150.0K 1.29 39.35 N/A N/A 9,392 12,080 307,132 312,840 2019-05-28 $1.95 $2.25 58.5% 17.8% 36.3% 27.9% 65.4% 7.4% 0.9% -235.1K 22.8M -145.5K 0.59 17.64 N/A N/A 14,888 8,716 289,648 298,628 2019-05-29 $1.90 $2.25 67.0% 20.4% 36.8% 38.5% 70.3% 7.2% -8.4% -207.2K 24.6M -139.2K 0.96 18.53 N/A N/A 18,972 18,280 298,168 301,504 2019-05-30 $1.90 $2.13 66.2% 19.5% 36.6% 37.5% 68.3% 5.2% -2.9% -176.0K 24.5M -144.8K 0.50 13.73 N/A N/A 27,020 13,460 311,384 308,428 2019-05-31 $1.89 $2.00 58.3% 20.8% 34.6% 27.6% 71.7% 6.7% -4.2% -167.8K 23.4M -144.3K 0.78 19.18 N/A N/A 31,700 24,832 331,400 315,480
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