GME Options History — March 2020 In March 2020, GME traded between $0.89 and $1.12. ATM implied volatility averaged 140.7%, placing in the 75.8% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 56.5% (HV 20d: 84.2%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2020-03-26 : Highest Volume — 245,524 contracts2020-03-13 : Largest IV spike — 33.1% change2020-03-13 : Highest IV Rank — 100.0%2020-03-23 : Largest Expected Move — 57.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.00 $0.89 $1.12 $0.94 $0.89 Max Pain $1.43 $1.00 $1.50 $1.00 $1.50 ATM IV 140.7% 82.3% 214.2% 95.1% 123.7% Expected Move 40.7% 21.3% 57.7% 23.5% 35.5% HV 20d 84.2% 59.0% 118.9% 65.2% 118.9% HV 60d 75.2% 68.1% 86.3% 71.9% 85.5% IV Rank 75.8% 43.2% 100.0% 55.5% 48.9% IV Percentile 95.7% 78.2% 100.0% 90.9% 92.1% Term Structure 10.6% -26.5% 127.3% 0.5% 0.2% VWIV 142.9% 72.7% 234.5% 72.7% 121.8% Skew 25d 40.0% -8.5% 153.4% 11.3% 76.0% Skew 10d 77.8% 3.9% 149.2% 43.7% 81.7% Call IV 25d 124.6% 41.9% 191.7% 104.3% 67.3% Put IV 25d 164.6% 95.7% 232.4% 115.6% 143.3% Bid-Ask Spread % 35.48 12.30 60.55 60.16 18.77 Gamma HHI 0.14 0.10 0.26 0.12 0.17 Net GEX 60.8K -67.7K 263.2K 27.7K -67.7K Net DEX 17.2M 9.7M 26.7M 19.6M 26.7M Net VEX -166.1K -195.9K -137.6K -141.6K -144.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.31 3.35 1.91 0.95 Total Volume 83,834.909 23,956 245,524 24,384 58,044 Total OI 1,153,309.636 968,156 1,493,196 968,156 1,415,344
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 2020-03-02 $0.94 $1.00 95.1% 23.5% 65.2% 55.5% 72.7% 11.3% 0.5% 27.7K 19.6M -141.6K 1.91 60.16 N/A N/A 8,372 16,012 488,328 479,828 2020-03-03 $0.91 $1.00 104.5% 21.3% 64.8% 64.5% 75.3% -8.5% 5.8% 21.8K 19.8M -137.6K 0.92 49.88 N/A N/A 25,756 23,696 493,512 486,436 2020-03-04 $0.93 $1.00 82.3% 22.2% 62.9% 43.2% 77.0% 4.6% 11.7% 29.8K 21.0M -138.2K 0.68 60.55 N/A N/A 14,224 9,732 507,844 496,148 2020-03-05 $0.97 $1.50 99.2% 30.0% 64.9% 59.4% 101.3% 70.0% 26.9% 50.0K 19.0M -152.8K 0.31 19.07 N/A N/A 29,768 9,364 515,168 499,528 2020-03-06 $0.97 $1.50 107.5% 31.5% 64.9% 67.4% 107.0% 42.4% -5.1% 50.3K 18.3M -155.3K 0.49 13.38 N/A N/A 26,332 12,980 512,076 501,060 2020-03-09 $0.94 $1.50 120.0% 34.6% 59.0% 79.4% 118.6% 23.1% 3.4% 41.2K 18.8M -147.1K 0.60 14.54 N/A N/A 29,944 18,092 512,584 496,700 2020-03-10 $1.03 $1.50 124.0% 33.2% 66.6% 83.2% 110.1% 13.1% -8.6% 89.6K 17.7M -157.3K 0.43 12.30 N/A N/A 36,756 15,972 527,504 505,520 2020-03-11 $1.03 $1.50 92.2% 33.4% 65.8% 52.7% 115.7% 54.3% 72.1% 98.5K 16.7M -162.3K 0.32 16.96 N/A N/A 44,384 14,224 543,508 513,868 2020-03-12 $1.00 $1.50 107.0% 37.9% 63.7% 66.9% 127.3% 13.2% 127.3% 58.9K 18.1M -156.2K 1.12 47.77 N/A N/A 24,176 27,044 567,180 519,336 2020-03-13 $1.12 $1.50 142.5% 40.4% 74.4% 100.0% 141.8% 24.6% -10.9% 263.2K 9.7M -191.9K 0.47 38.11 N/A N/A 81,552 38,724 574,456 518,772 2020-03-16 $1.07 $1.50 151.3% 42.6% 75.9% 100.0% 155.6% 18.4% -1.6% 116.8K 11.5M -189.5K 0.58 52.76 N/A N/A 46,956 27,356 584,660 524,604 2020-03-17 $1.05 $1.50 148.9% 42.3% 76.3% 97.8% 150.1% 28.7% -6.4% 108.1K 12.8M -182.4K 0.53 56.97 N/A N/A 22,412 11,932 597,856 522,788 2020-03-18 $0.92 $1.50 190.8% 54.7% 88.7% 100.0% 198.5% 38.4% -26.5% 19.7K 15.3M -162.4K 1.26 35.42 N/A N/A 53,816 67,804 600,088 525,124 2020-03-19 $1.03 $1.50 187.7% 54.7% 99.0% 97.9% 145.4% 54.8% -19.4% 154.5K 10.5M -184.0K 1.66 49.44 N/A N/A 36,864 61,372 629,236 538,144 2020-03-20 $0.93 $1.50 197.7% 57.2% 105.9% 100.0% 224.9% 42.0% -2.6% 18.1K 15.3M -168.6K 3.35 40.24 N/A N/A 24,828 83,252 642,092 574,496 2020-03-23 $0.96 $1.50 214.2% 57.7% 102.1% 100.0% 234.5% 33.8% -10.2% 4.7K 16.9M -166.4K 1.94 34.56 N/A N/A 39,532 76,864 568,216 595,040 2020-03-24 $1.04 $1.50 165.5% 53.9% 105.1% 72.5% 186.3% 58.2% 24.8% 39.4K 16.7M -174.7K 0.88 44.98 N/A N/A 60,284 53,304 597,276 638,100 2020-03-25 $1.07 $1.50 178.4% 50.0% 102.9% 79.7% 208.4% 43.0% 11.5% 78.9K 13.8M -195.9K 1.20 33.13 N/A N/A 34,940 42,092 641,356 668,380 2020-03-26 $1.11 $1.50 181.6% 54.2% 103.2% 81.6% 176.9% 153.4% 29.5% 157.7K 15.7M -194.2K 0.46 33.38 N/A N/A 167,796 77,728 665,280 698,856 2020-03-27 $1.07 $1.50 146.1% 41.5% 104.3% 61.5% 148.5% 45.6% -0.4% 18.8K 18.1M -195.0K 1.03 25.72 N/A N/A 87,124 89,584 738,308 754,888 2020-03-30 $0.92 $1.50 135.6% 42.3% 118.7% 55.6% 146.4% 39.6% 11.3% -41.8K 25.3M -156.0K 0.91 22.55 N/A N/A 59,236 54,144 668,612 724,712 2020-03-31 $0.89 $1.50 123.7% 35.5% 118.9% 48.9% 121.8% 76.0% 0.2% -67.7K 26.7M -144.2K 0.95 18.77 N/A N/A 29,708 28,336 679,416 735,928
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