GME Options History — June 2019

In June 2019, GME traded between $1.25 and $1.95. ATM implied volatility averaged 52.3%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 98.7% (HV 20d: 151.0%). Max pain ranged from $1.75 to $2.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.52.

Notable Days

  • 2019-06-05: Highest Volume — 342,108 contracts
  • 2019-06-11: Largest IV spike — 23.6% change
  • 2019-06-04: Highest IV Rank — 36.3%
  • 2019-06-04: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.42$1.25$1.95$1.87$1.36
Max Pain$2.08$1.75$2.50$2.00$1.75
ATM IV52.3%42.9%65.6%63.0%44.4%
Expected Move14.8%8.7%24.5%22.4%12.9%
HV 20d151.0%32.8%166.0%32.8%164.8%
HV 60d92.2%37.7%98.9%37.7%98.3%
IV Rank16.8%3.7%36.3%33.5%5.7%
IV Percentile40.3%3.2%85.7%78.6%8.3%
Term Structure-1.0%-19.6%25.6%-4.3%-9.3%
VWIV52.9%45.9%85.4%77.5%49.0%
Skew 25d13.3%-3.1%65.9%0.8%15.3%
Skew 10d29.8%1.0%79.4%11.7%30.5%
Call IV 25d45.7%29.7%61.7%60.7%35.2%
Put IV 25d59.0%49.8%99.8%61.4%50.5%
Bid-Ask Spread %12.792.0148.4122.4626.10
Gamma HHI0.300.140.500.180.50
Net GEX-163.3K-430.3K162.8K-59.9K-213.3K
Net DEX29.5M16.6M34.8M21.7M34.6M
Net VEX-149.4K-172.6K-91.8K-140.3K-166.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.624.441.394.44
Total Volume77,911.626,136342,10833,98030,840
Total OI917,800.8648,2001,054,100648,2001,054,100

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$1.87$2.0063.0%22.4%32.8%33.5%77.5%0.8%-4.3%-59.9K21.7M-140.3K1.3922.46N/AN/A14,22819,752340,616307,584
2019-06-04$1.95$2.0065.6%24.5%37.7%36.3%85.4%9.5%-6.4%27.4K16.6M-164.0K0.6248.41N/AN/A64,50840,080360,944320,220
2019-06-05$1.25$2.0055.1%8.7%158.8%23.2%47.8%17.4%13.5%-65.4K28.3M-91.8K1.685.36N/AN/A127,828214,280420,576356,292
2019-06-06$1.27$2.5060.0%17.1%159.3%28.9%59.3%8.0%12.1%-44.7K30.2M-105.2K1.043.49N/AN/A52,99655,048492,680399,732
2019-06-07$1.26$2.2550.1%14.3%159.4%14.2%49.9%-3.1%-1.2%162.8K30.2M-107.0K0.902.01N/AN/A44,22039,656510,332412,912
2019-06-10$1.38$2.2548.5%14.5%164.8%11.3%55.1%14.3%1.6%-44.2K25.2M-124.0K2.224.11N/AN/A43,04095,684439,984379,376
2019-06-11$1.43$2.2560.0%14.1%166.0%26.2%51.4%13.7%-16.0%-31.1K25.6M-149.2K1.972.93N/AN/A48,03294,708458,248446,896
2019-06-12$1.39$2.2562.1%14.0%165.1%28.8%49.3%2.6%-19.6%-198.0K30.3M-165.0K1.2111.76N/AN/A16,14019,580471,404516,372
2019-06-13$1.42$2.2551.4%12.9%165.0%14.9%45.9%3.8%-7.3%-167.3K28.8M-166.2K1.015.91N/AN/A18,04418,212475,084516,700
2019-06-14$1.41$2.2555.5%13.1%165.0%20.2%48.5%65.9%-12.8%-200.2K28.8M-162.8K1.2414.65N/AN/A11,68414,452479,544521,704
2019-06-17$1.43$2.2552.9%14.2%165.3%16.8%49.6%5.1%-1.7%-159.9K29.2M-165.3K1.696.65N/AN/A15,54426,280438,276495,976
2019-06-18$1.44$2.2546.4%13.6%164.7%8.3%47.5%15.9%-5.1%-126.0K29.3M-163.8K0.9913.20N/AN/A23,90423,648449,948506,424
2019-06-19$1.41$2.0047.1%13.5%164.6%9.3%47.6%12.8%0.3%-200.4K29.4M-172.6K2.178.05N/AN/A13,35628,916462,752518,812
2019-06-20$1.39$2.0047.5%13.6%164.5%9.8%47.9%8.0%-3.9%-256.1K32.8M-157.4K2.768.14N/AN/A7,44020,568468,472534,208
2019-06-21$1.37$2.0053.8%15.5%164.5%17.9%45.9%8.0%3.4%-241.4K34.8M-156.2K1.318.44N/AN/A20,00826,268469,240542,472
2019-06-24$1.34$2.0047.6%15.0%164.1%9.9%47.3%18.4%4.0%-398.7K34.4M-149.8K1.6614.32N/AN/A24,70440,992391,476501,380
2019-06-25$1.36$1.7542.9%14.3%164.4%3.7%54.3%14.2%0.8%-385.5K34.5M-158.1K0.739.17N/AN/A22,76816,596408,140526,580
2019-06-26$1.37$1.7545.4%14.2%164.5%7.0%52.6%14.6%25.6%-430.3K33.9M-161.3K0.6623.57N/AN/A60,87640,436414,360530,244
2019-06-27$1.39$1.7547.4%13.1%164.8%9.7%46.1%21.5%5.5%-233.7K32.0M-161.9K0.6317.08N/AN/A38,60024,316455,476560,480
2019-06-28$1.36$1.7544.4%12.9%164.8%5.7%49.0%15.3%-9.3%-213.3K34.6M-166.6K4.4426.10N/AN/A5,66425,176477,176576,924