GME Options History — June 2020 In June 2020, GME traded between $1.03 and $1.29. ATM implied volatility averaged 122.4%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 34.9%. IV traded above realized volatility by 15.0% (HV 20d: 107.4%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2020-06-10 : Highest Volume — 683,160 contracts2020-06-10 : Largest IV drop — 14.3% change2020-06-09 : Highest IV Rank — 71.7%2020-06-03 : Largest Expected Move — 47.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.14 $1.03 $1.29 $1.04 $1.07 Max Pain $1.60 $1.50 $2.00 $1.50 $1.50 ATM IV 122.4% 84.6% 164.2% 145.3% 84.6% Expected Move 34.9% 22.6% 47.7% 45.7% 22.6% HV 20d 107.4% 74.2% 121.3% 81.4% 116.8% HV 60d 138.6% 132.1% 145.6% 136.8% 132.1% IV Rank 48.1% 26.7% 71.7% 61.1% 26.7% IV Percentile 73.1% 47.2% 94.4% 86.1% 47.2% Term Structure -3.5% -16.0% 3.3% -5.9% -4.9% VWIV 122.3% 81.4% 161.3% 154.5% 81.4% Skew 25d 1.8% -16.9% 15.9% 15.6% 8.8% Skew 10d 8.8% -39.3% 76.5% 76.5% 8.0% Call IV 25d 121.9% 81.2% 163.0% 132.4% 81.2% Put IV 25d 123.7% 90.1% 170.1% 148.0% 90.1% Bid-Ask Spread % 16.32 9.96 25.82 12.82 21.47 Gamma HHI 0.20 0.13 0.29 0.18 0.17 Net GEX 215.5K 70.6K 543.3K 131.0K 137.5K Net DEX 12.5M -13.4M 26.4M 13.8M 26.4M Net VEX -254.5K -284.7K -207.2K -207.2K -242.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.18 1.97 0.57 0.68 Total Volume 128,593.818 34,320 683,160 95,552 44,408 Total OI 1,723,696.364 1,435,140 1,945,016 1,435,140 1,798,672
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 2020-06-01 $1.04 $1.50 145.3% 45.7% 81.4% 61.1% 154.5% 15.6% -5.9% 131.0K 13.8M -207.2K 0.57 12.82 N/A N/A 60,976 34,576 783,028 652,112 2020-06-02 $1.04 $1.50 141.3% 46.1% 74.9% 58.8% 157.6% 15.9% -9.4% 199.7K 14.3M -207.8K 0.39 9.96 N/A N/A 24,764 9,556 823,680 676,952 2020-06-03 $1.12 $1.50 146.0% 47.7% 80.2% 61.4% 161.3% 1.0% -7.4% 351.8K 8.9M -226.4K 0.26 12.97 N/A N/A 55,844 14,416 833,896 682,524 2020-06-04 $1.10 $2.00 148.5% 40.6% 74.2% 62.9% 137.8% 13.1% -16.0% 371.8K 6.5M -235.0K 0.46 20.06 N/A N/A 47,536 22,072 852,984 685,948 2020-06-05 $1.03 $1.75 138.4% 37.7% 77.5% 57.1% 133.0% -8.6% -2.4% 90.4K 12.3M -215.1K 0.18 19.12 N/A N/A 88,388 16,164 870,260 687,728 2020-06-08 $1.26 $2.00 156.9% 43.1% 106.7% 67.6% 150.0% 2.4% -2.4% 170.3K -3.1M -266.6K 0.39 14.81 N/A N/A 223,564 86,332 824,504 677,040 2020-06-09 $1.21 $1.75 164.2% 43.1% 106.4% 71.7% 151.7% 7.1% -10.1% 293.8K -6.0M -270.5K 0.59 15.39 N/A N/A 162,720 95,304 951,848 730,268 2020-06-10 $1.29 $1.75 140.7% 37.2% 106.8% 58.5% 131.4% 3.3% -5.6% 543.3K -13.4M -282.2K 1.06 20.77 N/A N/A 331,524 351,636 1,032,660 804,764 2020-06-11 $1.09 $1.50 137.4% 36.8% 119.0% 56.6% 140.5% -16.9% -1.4% 351.0K 15.1M -254.1K 0.47 17.38 N/A N/A 102,168 47,836 1,081,528 856,284 2020-06-12 $1.18 $1.50 131.3% 37.5% 121.3% 53.2% 132.1% -1.7% 1.7% 198.4K 5.9M -276.3K 0.67 15.08 N/A N/A 55,204 36,776 1,098,748 846,268 2020-06-15 $1.17 $1.50 124.4% 34.8% 121.1% 49.3% 119.8% 8.0% -11.4% 191.5K 13.0M -268.8K 0.56 25.82 N/A N/A 59,116 32,844 950,388 798,240 2020-06-16 $1.15 $1.50 117.4% 33.8% 117.8% 45.3% 117.1% -1.5% -1.1% 198.7K 14.8M -264.1K 0.88 16.23 N/A N/A 37,760 33,356 977,356 817,696 2020-06-17 $1.18 $1.50 114.5% 32.8% 118.0% 43.7% 110.4% -1.3% -0.2% 224.2K 13.5M -270.0K 0.83 13.37 N/A N/A 100,992 83,712 994,940 840,268 2020-06-18 $1.21 $1.75 104.7% 29.7% 117.8% 38.1% 109.7% 11.1% -0.6% 335.3K 13.9M -279.7K 1.05 21.09 N/A N/A 23,380 24,612 1,031,064 872,352 2020-06-19 $1.18 $1.75 108.7% 31.0% 118.2% 40.4% 110.5% 4.1% 0.5% 136.5K 14.3M -276.0K 0.59 11.26 N/A N/A 62,676 36,676 1,016,236 869,620 2020-06-22 $1.22 $1.50 105.1% 31.8% 116.6% 38.3% 109.1% 1.2% 0.5% 174.1K 15.2M -272.3K 0.69 17.37 N/A N/A 38,284 26,352 879,044 807,132 2020-06-23 $1.22 $1.50 108.4% 27.7% 115.5% 40.2% 100.9% 5.4% -3.7% 239.6K 13.6M -284.7K 1.89 10.68 N/A N/A 37,108 70,036 894,512 820,428 2020-06-24 $1.10 $1.50 99.0% 28.1% 120.5% 34.9% 100.8% -5.0% 1.0% 110.4K 22.4M -254.7K 0.56 10.41 N/A N/A 41,008 23,016 914,712 841,192 2020-06-25 $1.11 $1.50 95.2% 27.6% 118.5% 32.7% 96.2% -13.9% -0.6% 126.0K 22.7M -254.4K 1.97 16.21 N/A N/A 23,612 46,508 924,992 855,952 2020-06-26 $1.09 $1.50 88.2% 25.9% 116.7% 28.8% 97.8% -7.8% 3.3% 95.0K 25.1M -248.4K 1.10 15.32 N/A N/A 18,736 20,620 932,928 891,988 2020-06-29 $1.09 $1.50 91.7% 25.7% 116.7% 30.8% 88.2% -0.9% -0.8% 70.6K 25.6M -243.3K 0.66 21.51 N/A N/A 46,408 30,488 865,800 872,784 2020-06-30 $1.07 $1.50 84.6% 22.6% 116.8% 26.7% 81.4% 8.8% -4.9% 137.5K 26.4M -242.1K 0.68 21.47 N/A N/A 26,416 17,992 903,420 895,252
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