GME Options History — December 2019 In December 2019, GME traded between $1.35 and $1.65. ATM implied volatility averaged 78.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 13.4% (HV 20d: 65.0%). Max pain ranged from $1.63 to $1.75. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.38.
Notable Days 2019-12-11 : Highest Volume — 296,736 contracts2019-12-11 : Largest IV drop — 33.4% change2019-12-10 : Highest IV Rank — 61.3%2019-12-03 : Largest Expected Move — 35.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.49 $1.35 $1.65 $1.53 $1.53 Max Pain $1.73 $1.63 $1.75 $1.63 $1.75 ATM IV 78.3% 62.8% 101.2% 90.0% 73.4% Expected Move 24.0% 19.3% 35.1% 32.6% 25.2% HV 20d 65.0% 39.2% 83.2% 39.2% 82.4% HV 60d 60.0% 54.2% 64.1% 62.6% 64.0% IV Rank 39.4% 24.5% 61.3% 50.6% 34.7% IV Percentile 73.7% 53.2% 94.4% 90.5% 69.0% Term Structure 1.4% -9.5% 33.0% 4.8% 0.1% VWIV 85.9% 66.8% 120.1% 110.5% 87.9% Skew 25d 12.2% -3.3% 46.3% 40.6% 10.3% Skew 10d 15.7% -5.4% 43.0% 1.8% 19.5% Call IV 25d 71.1% 48.4% 104.1% 48.4% 66.1% Put IV 25d 83.3% 55.1% 107.9% 89.0% 76.5% Bid-Ask Spread % 13.41 4.51 41.62 12.28 7.19 Gamma HHI 0.29 0.21 0.39 0.35 0.25 Net GEX -478.5K -1.2M -10.9K -604.5K -176.0K Net DEX 26.9M 1.9M 52.9M 15.1M 19.6M Net VEX -217.8K -269.3K -164.9K -260.5K -219.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.39 4.88 0.69 0.49 Total Volume 101,793.524 19,496 296,736 19,496 79,312 Total OI 1,663,465.714 1,443,560 1,932,696 1,619,184 1,569,032
Daily Data (21 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 2019-12-02 $1.53 $1.63 90.0% 32.6% 39.2% 50.6% 110.5% 40.6% 4.8% -604.5K 15.1M -260.5K 0.69 12.28 N/A N/A 11,512 7,984 535,980 1,083,204 2019-12-03 $1.52 $1.63 101.1% 35.1% 39.4% 61.3% 116.3% 46.3% 33.0% -586.6K 18.2M -264.7K 0.90 41.62 N/A N/A 31,124 28,004 541,484 1,086,384 2019-12-04 $1.60 $1.63 95.6% 35.0% 42.9% 56.0% 120.1% 13.5% -5.9% -547.4K 9.7M -264.6K 0.73 23.58 N/A N/A 20,536 15,092 568,108 1,111,844 2019-12-05 $1.57 $1.75 93.0% 27.1% 42.4% 53.4% 102.1% 16.4% -8.0% -524.0K 16.9M -269.3K 4.88 21.44 N/A N/A 11,384 55,564 575,100 1,123,260 2019-12-06 $1.65 $1.75 90.7% 24.2% 45.9% 51.3% 85.1% 12.2% -9.2% -396.8K 1.9M -248.7K 1.11 31.28 N/A N/A 45,780 50,852 579,300 1,167,460 2019-12-09 $1.58 $1.75 98.6% 27.0% 48.2% 58.9% 91.9% 21.3% -3.8% -653.1K 12.7M -256.7K 0.54 13.27 N/A N/A 85,640 46,476 570,464 1,153,160 2019-12-10 $1.60 $1.75 101.2% 28.0% 48.1% 61.3% 98.2% 1.9% -1.6% -570.3K 7.2M -259.7K 1.63 14.12 N/A N/A 71,528 116,504 612,504 1,186,116 2019-12-11 $1.39 $1.75 67.3% 20.6% 69.8% 28.9% 72.9% -1.3% 2.9% -961.1K 52.9M -208.3K 1.73 7.44 N/A N/A 108,572 188,164 659,076 1,273,620 2019-12-12 $1.40 $1.75 64.6% 21.0% 69.7% 26.2% 76.9% 14.9% 12.2% -786.1K 46.4M -211.7K 1.24 6.26 N/A N/A 60,640 74,960 696,344 1,227,496 2019-12-13 $1.37 $1.75 62.8% 20.7% 69.9% 24.5% 79.4% 1.4% 10.0% -1.2M 49.6M -200.1K 2.14 4.51 N/A N/A 18,560 39,644 685,992 1,197,240 2019-12-16 $1.38 $1.75 67.4% 19.9% 69.9% 29.0% 74.6% 5.5% -2.3% -572.6K 44.0M -174.8K 3.03 5.13 N/A N/A 38,584 116,840 608,752 1,128,704 2019-12-17 $1.50 $1.75 70.5% 20.4% 74.7% 31.9% 83.4% 8.8% 2.3% -419.1K 30.0M -201.1K 1.63 6.11 N/A N/A 35,116 57,184 618,468 1,057,500 2019-12-18 $1.55 $1.75 73.5% 21.1% 75.0% 34.8% 93.7% 15.0% -1.0% -271.1K 18.9M -211.3K 2.92 4.80 N/A N/A 41,488 121,224 619,548 1,025,092 2019-12-19 $1.52 $1.75 71.1% 20.9% 75.2% 32.4% 73.1% 7.4% -9.5% -10.9K 24.0M -200.1K 0.95 6.02 N/A N/A 16,776 15,932 633,888 989,556 2019-12-20 $1.50 $1.75 66.4% 19.9% 75.5% 28.0% 70.0% 7.1% -5.9% -294.2K 30.9M -194.6K 0.45 5.63 N/A N/A 92,068 41,252 636,932 991,500 2019-12-23 $1.41 $1.75 67.8% 19.3% 78.5% 29.4% 66.8% 6.9% -2.0% -379.9K 38.1M -174.1K 0.44 6.26 N/A N/A 43,064 19,092 550,868 892,692 2019-12-24 $1.36 $1.75 64.9% 19.7% 76.3% 26.5% 67.2% -3.3% -4.7% -333.3K 38.4M -173.2K 1.02 4.94 N/A N/A 14,112 14,444 562,688 900,764 2019-12-26 $1.35 $1.75 80.9% 20.0% 76.2% 41.8% 67.1% 9.2% 25.1% -273.1K 41.1M -164.9K 1.15 23.58 N/A N/A 33,548 38,572 572,380 908,852 2019-12-27 $1.48 $1.75 70.8% 22.5% 82.2% 32.2% 77.9% 14.3% 1.8% -255.4K 28.7M -200.5K 0.39 19.72 N/A N/A 65,384 25,304 599,812 930,724 2019-12-30 $1.53 $1.75 73.2% 24.3% 83.2% 34.5% 89.8% 7.1% -8.5% -229.4K 20.0M -216.9K 0.89 16.35 N/A N/A 73,976 65,872 563,560 937,332 2019-12-31 $1.53 $1.75 73.4% 25.2% 82.4% 34.7% 87.9% 10.3% 0.1% -176.0K 19.6M -219.4K 0.49 7.19 N/A N/A 53,080 26,232 587,584 981,448
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