GME Options History — August 2019

In August 2019, GME traded between $0.81 and $1.07. ATM implied volatility averaged 95.8%, placing in the 68.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 43.2% (HV 20d: 52.6%). Max pain ranged from $1.00 to $1.25. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.63.

Notable Days

  • 2019-08-29: Highest Volume — 161,336 contracts
  • 2019-08-15: Largest IV spike — 40.0% change
  • 2019-08-27: Highest IV Rank — 100.0%
  • 2019-08-29: Largest Expected Move — 41.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.92$0.81$1.07$0.96$1.00
Max Pain$1.02$1.00$1.25$1.25$1.00
ATM IV95.8%68.9%141.5%68.9%125.2%
Expected Move27.0%17.7%41.7%17.7%38.6%
HV 20d52.6%43.9%73.3%51.3%73.3%
HV 60d97.2%56.8%104.1%99.9%58.1%
IV Rank68.8%39.9%100.0%39.9%84.3%
IV Percentile97.2%90.1%100.0%91.7%99.2%
Term Structure-13.2%-81.7%107.5%-20.1%43.5%
VWIV93.2%60.5%137.2%62.0%135.8%
Skew 25d-1.7%-70.6%45.5%-32.9%-63.6%
Skew 10d1.8%-134.9%80.6%-134.9%-30.1%
Call IV 25d100.0%54.8%197.1%92.2%154.6%
Put IV 25d98.4%59.4%126.6%59.4%91.0%
Bid-Ask Spread %82.9534.86127.4265.20113.09
Gamma HHI0.220.200.260.240.26
Net GEX-138.9K-179.3K65.5K-179.3K65.5K
Net DEX22.8M12.6M25.8M24.6M13.8M
Net VEX-113.2K-181.4K-83.9K-105.5K-172.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.194.901.840.52
Total Volume38,6309,316161,33635,70448,440
Total OI823,844.545742,0761,034,876742,0761,034,876

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$0.96$1.2568.9%17.7%51.3%39.9%62.0%-32.9%-20.1%-179.3K24.6M-105.5K1.8465.20N/AN/A12,58023,124300,436441,640
2019-08-02$0.95$1.2576.5%17.7%46.1%49.5%60.5%20.7%-1.9%-158.2K25.2M-101.9K2.47103.58N/AN/A6,18815,264306,368451,168
2019-08-05$0.93$1.0096.7%22.9%46.1%74.9%82.5%-12.8%-38.4%-138.0K25.6M-97.3K1.2442.00N/AN/A13,15616,268300,816451,264
2019-08-06$0.94$1.0075.9%21.3%47.5%48.7%75.1%3.7%0.3%-133.8K25.0M-102.6K3.4750.82N/AN/A2,0847,232303,776459,096
2019-08-07$0.95$1.0085.1%22.6%48.3%60.3%81.3%11.4%-7.4%-150.2K24.7M-106.4K0.9162.39N/AN/A5,8645,332304,552460,472
2019-08-08$0.97$1.0068.9%21.3%43.9%39.9%73.0%18.2%-1.5%-133.4K25.2M-105.7K2.0343.92N/AN/A3,1286,352303,784462,224
2019-08-09$0.90$1.0090.4%21.3%48.8%66.9%79.1%12.5%-28.2%-151.9K23.9M-103.5K1.4234.86N/AN/A6,2568,884305,120463,560
2019-08-12$0.88$1.0088.2%24.3%48.8%64.2%83.1%10.0%3.7%-156.7K25.7M-87.4K2.8084.13N/AN/A7,13619,952303,000461,724
2019-08-13$0.87$1.0086.1%39.8%48.9%61.5%89.9%11.2%107.5%-173.2K25.7M-89.4K2.1071.86N/AN/A8,30817,444306,516468,796
2019-08-14$0.83$1.0081.0%27.2%47.2%55.2%89.3%24.3%18.6%-176.4K24.5M-92.6K4.9089.04N/AN/A5,47226,816313,544480,972
2019-08-15$0.81$1.00113.5%25.1%46.3%96.1%86.0%30.2%-41.9%-155.1K25.8M-83.9K1.9372.16N/AN/A10,26819,832317,940494,348
2019-08-16$0.83$1.0081.3%20.7%45.4%55.5%82.5%45.5%-25.4%-165.5K25.5M-92.5K2.4388.67N/AN/A7,82819,036325,228502,500
2019-08-19$0.85$1.0085.2%24.3%45.1%60.5%88.4%-0.1%1.9%-171.9K24.2M-89.3K2.1690.45N/AN/A6,01212,972305,220482,064
2019-08-20$0.86$1.0091.6%24.9%45.5%68.5%90.7%12.0%-7.1%-166.5K23.7M-93.8K0.80108.92N/AN/A6,6045,260308,396490,332
2019-08-21$0.90$1.0099.7%28.6%49.0%78.7%99.8%8.1%-69.4%-159.6K22.5M-103.2K0.40116.73N/AN/A23,1169,232311,772490,600
2019-08-22$0.97$1.00101.8%29.4%57.9%81.4%110.3%-2.0%-28.2%-143.1K20.2M-118.6K1.50127.42N/AN/A53,48080,088320,860494,800
2019-08-23$0.92$1.0095.1%30.8%61.1%72.9%104.4%-0.4%-78.1%-166.3K22.0M-134.9K1.3086.21N/AN/A14,23218,560352,880556,248
2019-08-26$0.95$1.00105.1%32.4%61.8%85.5%109.5%1.9%5.6%-162.8K20.8M-141.2K0.6574.61N/AN/A16,27210,496345,036538,664
2019-08-27$0.93$1.00141.5%29.5%61.7%100.0%110.0%-16.7%-81.7%-151.4K20.6M-140.8K0.6391.48N/AN/A17,03210,724359,680543,904
2019-08-28$0.97$1.00113.4%33.0%64.5%73.0%120.8%-47.7%-6.0%-73.3K19.5M-146.3K0.2688.43N/AN/A65,14817,052373,408549,400
2019-08-29$1.07$1.00137.6%41.7%69.1%96.2%137.2%-70.6%-36.7%-55.3K12.6M-181.4K0.19118.93N/AN/A135,30426,032424,080553,516
2019-08-30$1.00$1.00125.2%38.6%73.3%84.3%135.8%-63.6%43.5%65.5K13.8M-172.9K0.52113.09N/AN/A31,96416,476474,800560,076