GME Options History — April 2020 In April 2020, GME traded between $0.70 and $1.52. ATM implied volatility averaged 152.3%, placing in the 65.0% IV rank vs the trailing year. The 30-day expected move averaged 44.5%. IV traded below realized volatility by 10.7% (HV 20d: 163.0%). Max pain ranged from $0.88 to $1.75. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.00.
Notable Days 2020-04-14 : Highest Volume — 334,808 contracts2020-04-14 : Largest IV spike — 24.4% change2020-04-14 : Highest IV Rank — 91.0%2020-04-15 : Largest Expected Move — 56.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.15 $0.70 $1.52 $0.81 $1.47 Max Pain $1.31 $0.88 $1.75 $1.50 $1.75 ATM IV 152.3% 129.2% 198.3% 131.1% 133.3% Expected Move 44.5% 34.8% 56.8% 34.8% 41.9% HV 20d 163.0% 122.2% 195.8% 122.2% 182.6% HV 60d 112.0% 87.0% 132.4% 87.0% 132.4% IV Rank 65.0% 52.0% 91.0% 53.0% 54.3% IV Percentile 94.4% 88.9% 99.6% 93.7% 88.9% Term Structure -2.6% -21.1% 23.6% -21.1% 18.4% VWIV 156.1% 128.3% 203.0% 128.3% 149.2% Skew 25d 13.4% -4.7% 36.3% 25.7% 6.4% Skew 10d 35.2% -6.3% 93.5% 92.3% 7.2% Call IV 25d 148.0% 103.3% 201.7% 118.8% 130.9% Put IV 25d 161.5% 132.3% 211.6% 144.5% 137.4% Bid-Ask Spread % 16.72 8.91 40.91 21.74 20.69 Gamma HHI 0.16 0.13 0.23 0.17 0.15 Net GEX 71.7K -122.1K 221.6K -78.2K 181.6K Net DEX 6.6M -25.6M 28.0M 27.6M -5.5M Net VEX -207.3K -276.8K -107.9K -128.7K -252.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.52 2.85 1.26 0.58 Total Volume 128,152.952 47,412 334,808 110,296 96,420 Total OI 1,462,645.905 1,217,848 1,725,140 1,414,480 1,516,408
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 2020-04-01 $0.81 $1.50 131.1% 34.8% 122.2% 53.0% 128.3% 25.7% -21.1% -78.2K 27.6M -128.7K 1.26 21.74 N/A N/A 48,728 61,568 686,876 727,604 2020-04-02 $0.71 $1.13 135.8% 35.3% 128.4% 55.7% 128.4% 21.6% -15.5% -122.1K 26.7M -125.0K 1.98 11.11 N/A N/A 29,412 58,264 712,396 750,176 2020-04-03 $0.70 $1.13 129.2% 38.8% 128.2% 52.0% 142.0% 29.2% -6.7% -67.0K 28.0M -107.9K 2.85 23.76 N/A N/A 25,700 73,328 731,676 753,152 2020-04-06 $0.77 $0.88 129.7% 39.8% 134.0% 52.3% 138.6% 29.0% 23.6% -46.4K 24.8M -127.6K 0.98 14.22 N/A N/A 41,392 40,616 700,632 733,196 2020-04-07 $0.83 $0.88 131.8% 38.1% 133.0% 53.5% 135.4% -1.1% 5.6% -13.6K 22.9M -146.2K 0.58 18.28 N/A N/A 54,740 31,616 722,788 736,940 2020-04-08 $0.86 $0.88 132.0% 39.9% 133.9% 53.5% 140.4% -4.7% 15.5% 38.8K 20.9M -157.6K 0.76 26.23 N/A N/A 39,440 29,984 753,492 739,064 2020-04-09 $1.00 $0.88 144.7% 41.9% 144.7% 60.7% 146.2% 36.3% 2.1% 112.6K 15.5M -184.7K 1.08 40.91 N/A N/A 51,432 55,628 758,000 741,588 2020-04-13 $1.16 $1.00 159.4% 46.2% 149.3% 69.0% 157.4% 10.5% -16.5% 196.5K 5.7M -215.0K 1.15 17.33 N/A N/A 62,320 71,540 756,552 719,052 2020-04-14 $1.48 $1.00 198.3% 56.3% 170.7% 91.0% 203.0% 9.9% -10.9% 195.6K -25.6M -276.8K 0.65 8.91 N/A N/A 202,828 131,980 781,668 741,364 2020-04-15 $1.33 $1.00 198.2% 56.8% 175.8% 91.0% 194.7% 11.3% -7.5% 196.9K -5.5M -255.9K 0.90 9.69 N/A N/A 137,508 123,216 808,876 820,080 2020-04-16 $1.24 $1.50 184.3% 53.3% 170.4% 83.1% 185.8% -1.1% -20.8% 197.0K 9.1M -237.3K 1.13 12.43 N/A N/A 37,804 42,796 849,792 859,096 2020-04-17 $1.19 $1.50 170.1% 49.2% 167.1% 75.1% 172.0% 3.4% -0.5% 48.6K 14.6M -222.5K 1.35 18.10 N/A N/A 58,724 79,468 850,028 875,112 2020-04-20 $1.44 $1.50 173.1% 50.6% 173.4% 76.8% 173.6% 31.2% -16.9% 116.5K -14.2M -260.8K 0.61 23.81 N/A N/A 81,260 49,476 618,092 599,756 2020-04-21 $1.21 $1.50 170.5% 49.7% 186.8% 75.3% 174.0% 16.7% -7.8% 44.1K 1.2M -233.8K 1.37 15.16 N/A N/A 50,028 68,616 659,444 631,592 2020-04-22 $1.22 $1.50 165.7% 47.3% 184.8% 72.6% 151.3% 2.9% -9.2% 34.8K 1.9M -234.4K 0.56 11.83 N/A N/A 67,164 37,816 679,568 659,756 2020-04-23 $1.18 $1.50 147.4% 43.7% 185.2% 62.2% 149.5% 7.1% -7.0% -462 7.6M -219.6K 0.76 11.34 N/A N/A 49,368 37,652 716,560 680,596 2020-04-24 $1.21 $1.50 135.3% 39.6% 185.0% 55.4% 137.3% -3.2% -5.7% 19.5K 7.9M -218.0K 0.52 13.02 N/A N/A 31,288 16,124 734,928 699,272 2020-04-27 $1.47 $1.50 145.1% 45.5% 195.8% 60.9% 161.8% 10.7% 5.8% 121.9K -10.2M -255.9K 0.59 10.98 N/A N/A 147,276 87,068 653,772 634,720 2020-04-28 $1.42 $1.75 150.8% 43.8% 185.9% 64.2% 157.7% 19.8% 1.4% 107.8K -2.9M -245.3K 0.70 9.96 N/A N/A 108,768 76,244 703,460 714,588 2020-04-29 $1.52 $1.75 132.4% 42.7% 185.6% 53.7% 151.4% 20.6% 19.5% 221.6K -12.1M -247.5K 0.60 11.57 N/A N/A 60,508 36,104 755,812 748,040 2020-04-30 $1.47 $1.75 133.3% 41.9% 182.6% 54.3% 149.2% 6.4% 18.4% 181.6K -5.5M -252.8K 0.58 20.69 N/A N/A 61,008 35,412 757,952 758,456
« Mar 2020 | All History | May 2020 » Home GME History April 2020