GME Options History — May 2020 In May 2020, GME traded between $1.02 and $1.52. ATM implied volatility averaged 150.1%, placing in the 63.8% IV rank vs the trailing year. The 30-day expected move averaged 44.6%. IV traded above realized volatility by 15.5% (HV 20d: 134.6%). Max pain ranged from $1.25 to $1.75. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2020-05-12 : Highest Volume — 166,000 contracts2020-05-08 : Largest IV spike — 14.0% change2020-05-14 : Highest IV Rank — 69.3%2020-05-04 : Largest Expected Move — 46.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.17 $1.02 $1.52 $1.52 $1.03 Max Pain $1.45 $1.25 $1.75 $1.75 $1.50 ATM IV 150.1% 135.3% 159.9% 149.2% 146.8% Expected Move 44.6% 42.2% 46.7% 43.7% 44.5% HV 20d 134.6% 81.9% 181.7% 172.5% 82.9% HV 60d 135.3% 132.5% 137.1% 132.5% 137.1% IV Rank 63.8% 55.4% 69.3% 63.2% 61.9% IV Percentile 91.3% 86.9% 94.4% 93.3% 86.9% Term Structure -0.6% -19.1% 30.6% 12.3% -8.1% VWIV 151.0% 97.2% 160.5% 155.3% 153.5% Skew 25d 5.5% -14.5% 22.0% 11.3% 3.2% Skew 10d 16.9% -18.4% 64.9% 4.0% 27.4% Call IV 25d 148.3% 126.0% 163.0% 137.4% 146.9% Put IV 25d 153.8% 141.1% 169.1% 148.7% 150.1% Bid-Ask Spread % 15.77 8.18 32.39 9.04 21.21 Gamma HHI 0.18 0.13 0.35 0.31 0.17 Net GEX 116.1K -10.6K 399.8K 399.8K 86.5K Net DEX 10.9M -11.3M 23.5M -11.3M 14.1M Net VEX -225.9K -262.3K -200.9K -262.3K -207.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.23 0.81 0.43 0.30 Total Volume 66,716.4 30,072 166,000 138,336 47,976 Total OI 1,487,906.6 1,319,548 1,642,008 1,542,884 1,473,752
Daily Data (20 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 2020-05-01 $1.52 $1.75 149.2% 43.7% 172.5% 63.2% 155.3% 11.3% 12.3% 399.8K -11.3M -262.3K 0.43 9.04 N/A N/A 96,960 41,376 772,072 770,812 2020-05-04 $1.36 $1.25 151.2% 46.7% 178.6% 64.4% 160.5% 10.8% -0.2% 98.9K 2.9M -254.6K 0.43 12.73 N/A N/A 63,832 27,304 747,268 710,924 2020-05-05 $1.35 $1.25 135.3% 44.3% 177.7% 55.4% 152.7% 12.1% 30.6% 109.6K 4.6M -247.1K 0.41 11.19 N/A N/A 26,648 10,836 784,784 733,820 2020-05-06 $1.24 $1.25 140.1% 43.8% 181.5% 58.1% 151.5% 22.0% 1.1% 2.5K 14.7M -226.0K 0.48 10.44 N/A N/A 32,144 15,564 791,512 738,048 2020-05-07 $1.22 $1.25 137.3% 44.1% 181.7% 56.5% 151.6% 16.0% 13.7% 8.5K 15.2M -223.2K 0.49 10.38 N/A N/A 67,464 33,200 799,648 740,084 2020-05-08 $1.25 $1.25 156.5% 45.1% 175.1% 67.4% 153.1% -14.5% 12.5% 276.0K 12.4M -235.5K 0.57 9.43 N/A N/A 57,324 32,856 834,344 761,936 2020-05-11 $1.20 $1.50 149.6% 44.6% 168.0% 63.5% 151.2% 15.7% 13.9% 63.2K 14.4M -225.2K 0.67 9.15 N/A N/A 36,160 24,108 789,896 723,036 2020-05-12 $1.14 $1.50 159.3% 43.4% 142.8% 69.0% 97.2% -6.5% -19.1% 40.2K 17.1M -220.8K 0.67 10.21 N/A N/A 99,168 66,832 806,612 729,536 2020-05-13 $1.04 $1.50 144.8% 44.4% 141.4% 60.8% 156.5% -12.3% 6.2% -10.6K 22.3M -207.0K 0.53 11.69 N/A N/A 35,064 18,496 844,384 749,736 2020-05-14 $1.02 $1.50 159.9% 45.0% 140.0% 69.3% 154.4% -0.6% -3.7% -1.8K 23.5M -200.9K 0.81 8.18 N/A N/A 32,732 26,460 860,068 756,980 2020-05-15 $1.06 $1.50 156.8% 44.3% 140.1% 67.6% 152.4% 1.8% -9.2% 36.6K 20.9M -212.6K 0.29 16.82 N/A N/A 29,556 8,676 878,240 763,768 2020-05-18 $1.15 $1.50 156.6% 44.7% 124.3% 67.4% 153.7% 20.5% -7.4% 73.8K 8.2M -224.9K 0.23 27.72 N/A N/A 41,052 9,552 692,360 627,188 2020-05-19 $1.14 $1.50 158.1% 45.5% 108.4% 68.3% 154.7% 13.6% -5.1% 135.6K 6.9M -227.6K 0.55 23.51 N/A N/A 23,312 12,808 723,928 629,740 2020-05-20 $1.10 $1.50 151.9% 43.5% 108.7% 64.8% 153.6% -0.0% -5.5% 129.1K 8.8M -222.0K 0.50 32.39 N/A N/A 31,040 15,660 739,680 638,944 2020-05-21 $1.11 $1.50 151.5% 43.8% 108.3% 64.6% 155.3% 5.1% -12.4% 147.3K 7.1M -229.3K 0.37 20.76 N/A N/A 42,044 15,704 761,560 652,384 2020-05-22 $1.05 $1.50 145.2% 42.2% 109.2% 61.0% 149.0% 9.7% -6.0% 68.7K 11.2M -212.8K 0.32 14.15 N/A N/A 45,060 14,604 778,760 652,504 2020-05-26 $1.11 $1.50 151.2% 46.6% 83.7% 64.4% 158.2% 2.9% -4.1% 122.5K 8.8M -223.6K 0.41 20.09 N/A N/A 48,280 19,876 760,276 638,724 2020-05-27 $1.16 $1.50 152.7% 45.9% 85.9% 65.3% 150.2% 5.9% -7.6% 289.6K 6.5M -231.5K 0.27 16.39 N/A N/A 43,104 11,424 790,964 649,064 2020-05-28 $1.09 $1.50 148.9% 45.3% 81.9% 63.1% 155.2% -5.7% -13.9% 246.8K 9.7M -223.0K 0.57 20.01 N/A N/A 19,168 10,904 804,112 656,684 2020-05-29 $1.03 $1.50 146.8% 44.5% 82.9% 61.9% 153.5% 3.2% -8.1% 86.5K 14.1M -207.2K 0.30 21.21 N/A N/A 36,856 11,120 812,032 661,720
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