GME Options History — July 2019 In July 2019, GME traded between $1.00 and $1.39. ATM implied volatility averaged 57.8%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 3.3% (HV 20d: 54.5%). Max pain ranged from $1.25 to $2.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.31.
Notable Days 2019-07-09 : Highest Volume — 195,124 contracts2019-07-05 : Largest IV spike — 124.4% change2019-07-05 : Highest IV Rank — 62.3%2019-07-18 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.16 $1.00 $1.39 $1.34 $1.02 Max Pain $1.48 $1.25 $2.00 $1.75 $1.25 ATM IV 57.8% 37.3% 86.6% 42.3% 60.5% Expected Move 15.2% 12.2% 18.4% 12.7% 16.2% HV 20d 54.5% 30.1% 164.8% 164.8% 49.1% HV 60d 98.9% 97.7% 99.7% 97.7% 99.5% IV Rank 25.7% 0.0% 62.3% 3.0% 29.3% IV Percentile 53.9% 0.0% 98.4% 2.8% 68.7% Term Structure 5.0% -31.4% 111.2% 47.5% -3.0% VWIV 52.2% 36.9% 62.2% 44.9% 55.7% Skew 25d 9.5% -21.7% 38.1% 16.1% 6.3% Skew 10d 19.9% -12.4% 67.0% -12.4% 27.5% Call IV 25d 48.8% 30.4% 69.0% 31.5% 54.7% Put IV 25d 58.3% 39.4% 79.3% 47.6% 61.0% Bid-Ask Spread % 38.58 14.14 82.19 46.82 82.19 Gamma HHI 0.39 0.24 0.71 0.42 0.25 Net GEX -280.4K -642.3K -152.6K -592.1K -168.2K Net DEX 43.1M 24.0M 71.0M 38.2M 24.0M Net VEX -130.1K -161.6K -106.8K -152.7K -113.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.81 2.51 1.77 1.46 Total Volume 62,214 11,664 195,124 38,576 24,028 Total OI 1,065,952.545 723,188 1,482,220 1,030,236 732,404
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 2019-07-01 $1.34 $1.75 42.3% 12.7% 164.8% 3.0% 44.9% 16.1% 47.5% -592.1K 38.2M -152.7K 1.77 46.82 N/A N/A 13,916 24,660 451,744 578,492 2019-07-02 $1.34 $1.75 37.3% 13.4% 163.5% 0.0% 47.5% 6.6% -0.5% -642.3K 41.0M -145.3K 1.13 28.05 N/A N/A 47,940 53,968 460,356 592,432 2019-07-03 $1.33 $2.00 38.6% 13.0% 43.4% 1.7% 42.0% 9.0% -3.1% -390.7K 47.8M -141.7K 1.10 49.10 N/A N/A 44,532 49,096 505,492 635,504 2019-07-05 $1.39 $1.50 86.6% 12.2% 45.7% 62.3% 43.1% 16.5% 111.2% -274.1K 33.2M -150.8K 1.66 52.19 N/A N/A 57,072 94,964 528,576 645,988 2019-07-08 $1.36 $1.50 39.0% 15.1% 46.2% 2.2% 48.2% 9.0% 21.4% -173.0K 43.1M -149.7K 1.23 26.26 N/A N/A 38,652 47,452 481,112 579,400 2019-07-09 $1.33 $1.50 56.3% 14.5% 33.1% 24.0% 36.9% -21.7% -7.8% -230.5K 47.9M -145.4K 1.29 54.69 N/A N/A 85,256 109,868 516,036 619,012 2019-07-10 $1.30 $1.50 67.3% 15.6% 30.1% 37.9% 52.1% 15.6% -14.1% -294.7K 58.0M -161.6K 1.62 27.27 N/A N/A 66,360 107,388 596,844 714,728 2019-07-11 $1.21 $1.50 53.4% 15.0% 38.8% 20.3% 47.0% 5.6% -1.9% -612.6K 71.0M -152.7K 1.39 18.16 N/A N/A 48,340 67,116 659,416 822,804 2019-07-12 $1.22 $1.50 52.2% 13.6% 38.3% 18.9% 51.6% 0.0% -4.0% -307.0K 66.3M -154.9K 1.10 38.99 N/A N/A 43,088 47,332 644,468 775,956 2019-07-15 $1.19 $1.50 50.8% 14.6% 38.9% 17.1% 51.1% 14.5% -10.8% -241.3K 59.6M -131.8K 0.81 34.90 N/A N/A 9,076 7,380 610,120 704,112 2019-07-16 $1.16 $1.50 55.1% 15.4% 38.4% 22.5% 54.0% 10.0% 22.4% -231.1K 59.4M -126.5K 1.55 26.01 N/A N/A 12,560 19,444 613,736 702,788 2019-07-17 $1.09 $1.50 58.8% 16.8% 41.9% 27.1% 60.0% 9.4% 2.0% -207.1K 57.6M -121.2K 1.07 49.66 N/A N/A 16,252 17,392 618,276 705,588 2019-07-18 $1.05 $1.50 63.3% 18.4% 43.1% 32.8% 59.7% 11.3% -7.5% -184.6K 56.0M -116.2K 1.46 28.84 N/A N/A 14,808 21,612 625,048 708,592 2019-07-19 $1.09 $1.50 55.2% 16.6% 46.9% 22.7% 57.3% 10.0% -26.5% -178.3K 56.6M -123.0K 1.01 41.72 N/A N/A 14,936 15,076 631,196 716,436 2019-07-22 $1.04 $1.50 63.8% 16.5% 48.3% 33.5% 58.8% 37.1% 29.0% -207.8K 27.9M -109.2K 0.83 28.38 N/A N/A 8,772 7,252 296,460 444,112 2019-07-23 $1.02 $1.50 77.7% 16.8% 48.3% 51.0% 57.9% 5.6% 0.3% -215.0K 28.1M -106.8K 2.51 44.51 N/A N/A 9,416 23,660 302,452 449,900 2019-07-24 $1.03 $1.25 59.1% 15.4% 47.6% 27.6% 52.9% 6.4% 0.6% -244.4K 27.6M -112.8K 1.13 36.22 N/A N/A 5,472 6,192 308,596 464,096 2019-07-25 $1.00 $1.25 50.4% 15.7% 47.3% 16.5% 62.2% 6.8% -31.4% -277.7K 27.6M -111.2K 1.25 54.96 N/A N/A 12,020 14,984 310,000 464,888 2019-07-26 $1.01 $1.25 56.8% 14.3% 46.8% 24.7% 53.1% 6.2% -4.7% -176.0K 27.3M -111.5K 1.38 44.78 N/A N/A 11,160 15,428 319,040 462,632 2019-07-29 $1.03 $1.25 70.6% 15.6% 48.6% 42.0% 54.3% -10.2% -18.5% -152.6K 24.7M -113.2K 0.89 20.98 N/A N/A 6,720 5,984 294,088 429,100 2019-07-30 $1.01 $1.25 75.8% 15.7% 48.8% 48.6% 58.2% 38.1% 10.2% -167.1K 24.9M -109.1K 1.15 14.14 N/A N/A 10,288 11,796 296,844 432,092 2019-07-31 $1.02 $1.25 60.5% 16.2% 49.1% 29.3% 55.7% 6.3% -3.0% -168.2K 24.0M -113.9K 1.46 82.19 N/A N/A 9,760 14,268 298,236 434,168
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