GME Options History — October 2019 In October 2019, GME traded between $1.25 and $1.61. ATM implied volatility averaged 73.4%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 11.9% (HV 20d: 61.5%). Max pain ranged from $1.50 to $1.75. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.91.
Notable Days 2019-10-15 : Highest Volume — 133,528 contracts2019-10-10 : Largest IV spike — 44.9% change2019-10-25 : Highest IV Rank — 55.4%2019-10-31 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.43 $1.25 $1.61 $1.40 $1.36 Max Pain $1.51 $1.50 $1.75 $1.50 $1.50 ATM IV 73.4% 53.2% 95.0% 83.2% 76.5% Expected Move 20.6% 16.8% 24.4% 22.4% 24.4% HV 20d 61.5% 47.7% 79.1% 76.7% 61.0% HV 60d 70.4% 69.4% 72.5% 71.1% 72.5% IV Rank 34.7% 15.3% 55.4% 44.0% 37.7% IV Percentile 75.5% 26.2% 92.5% 88.1% 83.7% Term Structure -1.2% -43.1% 23.1% -25.2% 0.8% VWIV 71.6% 58.8% 83.2% 75.1% 71.7% Skew 25d 11.4% -73.8% 107.6% 7.6% 17.6% Skew 10d 0.5% -121.1% 40.8% -27.4% -1.0% Call IV 25d 67.0% 30.3% 142.5% 77.6% 45.4% Put IV 25d 78.4% 57.5% 137.8% 85.3% 63.0% Bid-Ask Spread % 49.33 26.61 110.36 28.39 42.20 Gamma HHI 0.27 0.21 0.58 0.22 0.24 Net GEX -113.3K -408.1K 598.5K -30.8K -406.0K Net DEX 11.2M -4.9M 26.0M 5.7M 26.0M Net VEX -275.3K -300.6K -255.2K -270.0K -255.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.19 3.66 0.93 0.19 Total Volume 45,276.348 14,508 133,528 127,104 32,032 Total OI 1,364,281.391 1,172,188 1,502,468 1,266,808 1,289,544
Daily Data (23 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 2019-10-01 $1.40 $1.50 83.2% 22.4% 76.7% 44.0% 75.1% 7.6% -25.2% -30.8K 5.7M -270.0K 0.93 28.39 N/A N/A 65,860 61,244 538,052 728,756 2019-10-02 $1.33 $1.50 73.2% 23.2% 79.1% 34.5% 81.8% 7.5% 13.4% -94.6K 12.0M -274.0K 1.41 50.67 N/A N/A 41,556 58,408 565,736 778,176 2019-10-03 $1.35 $1.50 68.0% 23.7% 77.9% 29.5% 83.2% 30.5% 3.2% -72.9K 10.3M -288.5K 0.68 46.20 N/A N/A 8,632 5,876 593,644 826,420 2019-10-04 $1.38 $1.50 73.5% 21.4% 77.9% 34.8% 73.7% 30.8% 5.8% 275.4K 8.2M -289.0K 1.37 29.75 N/A N/A 15,100 20,712 599,224 829,096 2019-10-07 $1.38 $1.50 72.0% 21.1% 70.8% 33.4% 75.1% -0.7% 0.6% -96.4K 9.7M -288.8K 0.77 28.85 N/A N/A 21,272 16,296 589,244 818,608 2019-10-08 $1.31 $1.50 70.8% 21.0% 69.6% 32.2% 78.3% 9.6% 1.4% -187.8K 16.8M -276.3K 1.04 76.63 N/A N/A 8,092 8,400 582,264 831,160 2019-10-09 $1.25 $1.50 56.8% 19.1% 59.6% 18.7% 61.3% 11.0% 3.0% -241.0K 22.4M -266.1K 0.48 61.95 N/A N/A 15,016 7,176 586,948 839,492 2019-10-10 $1.26 $1.50 82.3% 22.1% 59.6% 43.2% 74.1% -1.3% -14.8% -217.7K 22.9M -265.1K 1.27 42.56 N/A N/A 8,460 10,768 591,804 843,020 2019-10-11 $1.36 $1.50 57.8% 17.1% 62.8% 19.7% 72.1% 3.3% 2.0% -55.1K 13.6M -281.1K 0.60 110.36 N/A N/A 20,868 12,460 593,304 849,008 2019-10-14 $1.39 $1.50 70.7% 20.3% 61.0% 32.1% 72.6% 22.1% 14.3% -126.0K 13.3M -273.9K 0.33 75.57 N/A N/A 27,296 9,096 585,312 845,424 2019-10-15 $1.41 $1.50 77.8% 22.2% 60.8% 38.9% 78.0% 2.4% 6.6% 2.5K 9.6M -279.1K 3.66 42.58 N/A N/A 28,664 104,864 601,908 851,216 2019-10-16 $1.47 $1.50 74.6% 21.4% 56.6% 35.8% 73.2% 11.8% -1.8% 76.7K 4.3M -278.2K 0.98 37.90 N/A N/A 30,556 29,840 607,948 868,908 2019-10-17 $1.49 $1.50 77.8% 21.9% 53.8% 38.9% 74.8% 6.0% 4.2% 149.6K 5.6M -271.0K 0.78 29.93 N/A N/A 18,312 14,344 598,504 889,116 2019-10-18 $1.49 $1.50 80.1% 21.6% 51.8% 41.1% 75.4% 11.5% 9.4% 598.5K 10.4M -273.3K 0.64 40.52 N/A N/A 32,888 20,888 602,084 900,384 2019-10-21 $1.48 $1.75 74.3% 21.7% 47.7% 35.6% 75.5% 15.8% 0.3% -325.9K 8.8M -258.6K 0.60 35.58 N/A N/A 41,300 24,988 458,412 713,776 2019-10-22 $1.61 $1.50 76.0% 18.3% 54.3% 37.2% 66.2% -31.2% -5.7% -220.8K -4.9M -256.6K 0.32 39.30 N/A N/A 46,888 14,908 486,032 729,524 2019-10-23 $1.60 $1.50 76.3% 19.6% 54.3% 37.4% 68.1% -73.8% -7.5% -157.5K 2.5M -296.5K 0.81 26.61 N/A N/A 27,064 21,856 506,168 784,576 2019-10-24 $1.60 $1.50 68.0% 18.5% 53.9% 29.5% 68.8% 18.2% -6.0% -84.3K 1.8M -271.9K 0.77 40.19 N/A N/A 15,256 11,692 516,480 789,676 2019-10-25 $1.59 $1.50 95.0% 18.4% 54.3% 55.4% 64.3% 107.6% -26.9% -318.4K 3.6M -300.6K 0.35 65.57 N/A N/A 20,140 7,128 519,700 794,900 2019-10-28 $1.55 $1.50 86.3% 20.1% 55.2% 47.1% 63.5% 37.7% -43.1% -261.2K 10.4M -287.1K 1.45 45.76 N/A N/A 6,360 9,204 496,096 781,480 2019-10-29 $1.46 $1.50 53.2% 16.8% 59.4% 15.3% 58.8% 20.4% 23.1% -408.1K 20.5M -264.9K 0.75 80.41 N/A N/A 10,008 7,504 498,024 787,288 2019-10-30 $1.44 $1.50 64.9% 17.3% 57.0% 26.6% 60.9% -3.2% 15.7% -403.5K 23.3M -266.4K 0.74 57.10 N/A N/A 12,716 9,368 501,236 790,800 2019-10-31 $1.36 $1.50 76.5% 24.4% 61.0% 37.7% 71.7% 17.6% 0.8% -406.0K 26.0M -255.2K 0.19 42.20 N/A N/A 26,904 5,128 503,680 785,864
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