GME Options History — July 2020 In July 2020, GME traded between $0.97 and $1.10. ATM implied volatility averaged 84.3%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 21.3% (HV 20d: 63.0%). Max pain ranged from $1.13 to $1.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2020-07-20 : Highest Volume — 102,000 contracts2020-07-30 : Largest IV spike — 18.8% change2020-07-06 : Highest IV Rank — 28.8%2020-07-06 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.03 $0.97 $1.10 $1.10 $1.00 Max Pain $1.32 $1.13 $1.50 $1.50 $1.25 ATM IV 84.3% 78.4% 94.7% 86.7% 84.8% Expected Move 23.7% 21.5% 26.6% 25.7% 21.5% HV 20d 63.0% 42.0% 114.7% 114.7% 42.2% HV 60d 102.3% 81.2% 130.9% 130.9% 81.2% IV Rank 22.1% 17.7% 28.8% 28.0% 21.6% IV Percentile 44.0% 32.9% 58.7% 50.0% 44.0% Term Structure 1.5% -60.6% 23.6% 12.9% -2.0% VWIV 84.5% 68.6% 97.4% 92.2% 72.7% Skew 25d 9.2% -4.3% 24.9% -1.5% 9.5% Skew 10d 25.2% -11.8% 60.7% 26.1% 8.4% Call IV 25d 82.3% 74.9% 93.9% 86.4% 79.5% Put IV 25d 91.5% 80.9% 101.2% 84.9% 88.9% Bid-Ask Spread % 15.58 8.84 30.15 22.00 12.62 Gamma HHI 0.17 0.10 0.42 0.21 0.42 Net GEX 43.4K -143.4K 305.0K 273.6K 305.0K Net DEX 23.6M 14.3M 33.1M 23.3M 17.3M Net VEX -218.1K -251.1K -193.6K -251.1K -217.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.25 1.25 0.25 0.36 Total Volume 38,293.273 12,960 102,000 33,328 15,664 Total OI 1,640,231.273 1,261,340 1,888,608 1,816,224 1,433,832
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 2020-07-01 $1.10 $1.50 86.7% 25.7% 114.7% 28.0% 92.2% -1.5% 12.9% 273.6K 23.3M -251.1K 0.25 22.00 N/A N/A 26,704 6,624 916,532 899,692 2020-07-02 $1.09 $1.50 84.0% 21.7% 114.7% 25.8% 81.7% 13.2% 2.1% 72.9K 26.3M -243.5K 0.73 17.83 N/A N/A 13,216 9,632 929,292 900,836 2020-07-06 $1.05 $1.25 89.4% 26.6% 112.7% 28.8% 97.4% 15.8% 4.3% 19.5K 28.5M -227.5K 0.62 13.33 N/A N/A 53,760 33,412 892,144 894,368 2020-07-07 $1.02 $1.25 83.1% 25.7% 85.1% 25.2% 89.8% 15.3% -3.7% 21.5K 31.3M -213.3K 0.61 18.70 N/A N/A 18,364 11,268 930,184 914,808 2020-07-08 $1.06 $1.25 94.7% 25.2% 86.4% 27.6% 92.4% 6.1% -1.6% 81.1K 28.5M -226.2K 0.48 16.28 N/A N/A 15,300 7,328 936,480 919,456 2020-07-09 $1.05 $1.25 89.1% 25.0% 82.0% 24.2% 88.5% 13.3% 2.0% 37.9K 30.6M -215.6K 0.56 30.15 N/A N/A 15,360 8,640 941,912 921,712 2020-07-10 $1.08 $1.25 81.0% 24.5% 58.0% 19.3% 86.4% 12.7% 4.7% 67.2K 28.8M -226.6K 0.42 16.40 N/A N/A 13,888 5,880 939,692 923,500 2020-07-13 $1.08 $1.25 87.8% 24.4% 51.1% 23.4% 88.9% 17.4% -2.9% 71.1K 28.9M -227.6K 1.06 15.56 N/A N/A 29,384 31,048 911,068 907,724 2020-07-14 $1.02 $1.25 88.3% 24.4% 54.2% 23.7% 87.8% 4.5% -1.5% 7.2K 31.3M -213.8K 0.32 29.17 N/A N/A 23,412 7,408 929,420 925,232 2020-07-15 $1.05 $1.25 88.7% 25.5% 55.7% 23.9% 85.8% 12.8% 1.5% 29.7K 30.5M -221.4K 0.56 12.28 N/A N/A 23,984 13,320 941,076 929,548 2020-07-16 $1.04 $1.25 85.1% 24.1% 55.0% 21.8% 86.3% 6.1% -0.7% -49.6K 31.5M -211.8K 0.28 16.70 N/A N/A 19,504 5,556 947,524 930,380 2020-07-17 $1.00 $1.25 79.8% 22.6% 54.5% 18.5% 84.0% -4.3% 0.2% -143.4K 33.1M -207.0K 1.25 18.99 N/A N/A 27,780 34,628 954,640 933,968 2020-07-20 $0.97 $1.25 80.8% 23.3% 54.5% 19.2% 86.3% 7.8% 11.5% -123.4K 17.6M -193.6K 0.44 12.96 N/A N/A 70,724 31,276 559,152 702,188 2020-07-21 $1.01 $1.13 81.3% 23.4% 54.7% 19.5% 68.6% 8.3% 2.2% 29.3K 14.3M -210.4K 0.99 12.35 N/A N/A 42,796 42,384 614,944 722,416 2020-07-22 $1.03 $1.50 78.4% 22.5% 55.5% 17.7% 82.2% 7.0% 14.3% -23.3K 14.6M -212.7K 0.85 12.46 N/A N/A 19,448 16,516 648,148 756,540 2020-07-23 $1.02 $1.50 78.8% 22.3% 42.7% 18.0% 76.9% 16.5% 6.0% 129.5K 16.0M -212.3K 0.50 12.42 N/A N/A 8,652 4,308 661,384 768,068 2020-07-24 $1.01 $1.50 81.9% 23.6% 42.5% 19.8% 78.8% 10.8% 3.2% 14.5K 15.0M -214.5K 0.44 13.53 N/A N/A 18,184 7,992 664,028 768,496 2020-07-27 $1.01 $1.38 79.1% 22.6% 42.1% 18.1% 85.9% 24.9% 23.6% 403 19.1M -204.7K 1.09 10.84 N/A N/A 11,476 12,468 628,080 753,612 2020-07-28 $0.99 $1.38 79.4% 22.6% 42.3% 18.3% 88.5% 5.3% -60.6% 23.9K 19.4M -204.5K 0.42 9.11 N/A N/A 13,128 5,572 635,344 762,736 2020-07-29 $1.02 $1.38 78.9% 21.8% 43.4% 18.0% 79.2% 1.1% 12.7% 36.0K 17.1M -219.5K 0.47 8.84 N/A N/A 30,664 14,300 639,280 765,908 2020-07-30 $1.02 $1.25 93.7% 22.4% 42.0% 27.0% 79.9% 0.5% 4.4% 75.2K 16.0M -223.9K 0.55 10.27 N/A N/A 13,864 7,636 660,472 769,272 2020-07-31 $1.00 $1.25 84.8% 21.5% 42.2% 21.6% 72.7% 9.5% -2.0% 305.0K 17.3M -217.0K 0.36 12.62 N/A N/A 11,496 4,168 666,388 767,444
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