GME Options History — August 2020 In August 2020, GME traded between $1.04 and $1.65. ATM implied volatility averaged 122.5%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 35.7%. IV traded above realized volatility by 68.9% (HV 20d: 53.6%). Max pain ranged from $1.13 to $1.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.44.
Notable Days 2020-08-31 : Highest Volume — 512,880 contracts2020-08-31 : Largest IV spike — 66.0% change2020-08-31 : Highest IV Rank — 100.0%2020-08-31 : Largest Expected Move — 56.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.19 $1.04 $1.65 $1.04 $1.65 Max Pain $1.28 $1.13 $1.50 $1.25 $1.50 ATM IV 122.5% 84.3% 218.1% 84.3% 218.1% Expected Move 35.7% 23.0% 56.6% 23.0% 56.6% HV 20d 53.6% 42.3% 88.5% 42.3% 88.5% HV 60d 80.1% 77.5% 86.6% 81.5% 86.6% IV Rank 44.3% 21.3% 100.0% 21.3% 100.0% IV Percentile 70.6% 43.3% 100.0% 43.3% 100.0% Term Structure -8.1% -130.2% 14.0% 9.8% -130.2% VWIV 125.4% 80.7% 188.0% 80.7% 188.0% Skew 25d 8.9% -67.4% 67.9% 18.3% -67.4% Skew 10d 10.0% -99.3% 91.5% 0.6% -99.3% Call IV 25d 113.4% 46.0% 231.9% 80.5% 231.9% Put IV 25d 122.2% 98.8% 164.5% 98.8% 164.5% Bid-Ask Spread % 20.01 8.51 53.48 8.51 26.69 Gamma HHI 0.13 0.09 0.19 0.12 0.09 Net GEX 90.5K -6.3K 284.0K -6.3K 59.2K Net DEX 3.0M -40.5M 15.6M 15.6M -40.5M Net VEX -294.0K -418.9K -225.1K -225.1K -418.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.12 1.55 0.40 0.76 Total Volume 88,605.143 13,876 512,880 52,520 512,880 Total OI 1,585,087.619 1,395,392 1,678,584 1,395,392 1,678,584
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 2020-08-03 $1.04 $1.25 84.3% 23.0% 42.3% 21.3% 80.7% 18.3% 9.8% -6.3K 15.6M -225.1K 0.40 8.51 N/A N/A 37,640 14,880 642,240 753,152 2020-08-04 $1.11 $1.25 138.6% 24.3% 47.0% 54.2% 98.3% 58.8% -4.8% 21.2K 6.1M -268.1K 0.19 53.48 N/A N/A 177,744 33,188 664,508 764,240 2020-08-05 $1.15 $1.25 118.5% 31.3% 46.7% 42.0% 108.7% 67.9% 12.6% 108.5K 3.8M -290.9K 0.12 13.79 N/A N/A 66,296 8,232 740,968 796,776 2020-08-06 $1.11 $1.13 109.9% 33.6% 48.5% 36.7% 117.6% 13.2% 5.5% 123.5K 6.6M -277.7K 0.20 38.41 N/A N/A 26,416 5,392 769,800 798,596 2020-08-07 $1.04 $1.13 102.0% 33.3% 52.9% 32.0% 116.7% -5.0% 0.8% 7.6K 11.1M -259.7K 0.48 20.50 N/A N/A 26,056 12,388 767,188 798,924 2020-08-10 $1.09 $1.13 111.0% 33.4% 55.1% 37.4% 117.1% 16.3% -2.5% 26.1K 9.3M -271.8K 0.25 18.04 N/A N/A 39,928 10,056 733,824 792,296 2020-08-11 $1.09 $1.13 116.9% 34.3% 51.2% 41.0% 118.5% -11.1% 8.2% 64.5K 8.5M -272.6K 0.41 14.80 N/A N/A 50,512 20,820 756,236 799,432 2020-08-12 $1.12 $1.13 109.6% 33.5% 50.9% 36.6% 117.4% 8.1% 4.7% 111.4K 7.1M -283.4K 0.48 18.40 N/A N/A 13,860 6,636 786,696 816,048 2020-08-13 $1.16 $1.13 110.6% 32.6% 51.4% 37.2% 114.5% 13.6% 5.3% 157.5K 5.4M -290.7K 0.41 9.40 N/A N/A 18,368 7,540 790,560 819,496 2020-08-14 $1.19 $1.13 115.2% 35.6% 48.9% 40.0% 123.2% 20.9% 14.0% 100.7K 3.4M -292.0K 1.55 17.72 N/A N/A 19,880 30,904 791,140 820,092 2020-08-17 $1.16 $1.25 120.6% 35.3% 48.6% 43.3% 122.1% -2.9% -9.3% 15.3K 8.8M -284.1K 0.42 13.36 N/A N/A 18,576 7,836 772,208 834,420 2020-08-18 $1.20 $1.25 118.0% 34.0% 48.5% 41.7% 118.9% 0.7% -8.8% 105.2K 5.6M -290.1K 0.23 14.79 N/A N/A 20,120 4,576 777,344 838,028 2020-08-19 $1.17 $1.25 118.1% 33.9% 49.8% 41.8% 116.4% 6.2% -10.2% 92.7K 8.1M -280.3K 0.30 13.71 N/A N/A 10,636 3,240 782,584 838,760 2020-08-20 $1.16 $1.25 115.9% 33.7% 50.3% 40.4% 122.7% 6.8% -9.7% 67.6K 11.3M -270.9K 0.53 17.69 N/A N/A 10,328 5,456 784,976 840,424 2020-08-21 $1.25 $1.25 140.9% 41.1% 56.6% 55.6% 142.8% -14.0% 1.2% 198.0K -882.3K -306.7K 0.78 28.78 N/A N/A 142,028 110,704 787,024 841,600 2020-08-24 $1.22 $1.50 124.9% 40.4% 58.1% 45.9% 136.8% 14.9% 2.8% 21.9K 6.2M -294.5K 0.53 21.95 N/A N/A 42,880 22,520 729,788 831,120 2020-08-25 $1.25 $1.50 125.6% 40.1% 57.5% 46.3% 139.1% -8.1% -17.2% 108.2K 2.7M -308.0K 0.18 18.61 N/A N/A 32,104 5,872 754,968 843,328 2020-08-26 $1.28 $1.50 121.9% 38.7% 57.6% 44.0% 137.6% 17.0% -9.1% 187.6K -960.9K -319.4K 0.20 12.80 N/A N/A 76,692 15,232 768,056 845,356 2020-08-27 $1.31 $1.50 120.6% 40.2% 57.7% 43.2% 140.6% 11.0% -11.4% 284.0K -5.1M -327.6K 0.20 17.90 N/A N/A 49,452 9,952 806,192 854,520 2020-08-28 $1.34 $1.50 131.3% 42.0% 56.8% 49.8% 155.8% 21.0% -21.5% 45.2K -8.4M -341.1K 0.55 20.97 N/A N/A 85,860 47,028 814,816 860,532 2020-08-31 $1.65 $1.50 218.1% 56.6% 88.5% 100.0% 188.0% -67.4% -130.2% 59.2K -40.5M -418.9K 0.76 26.69 N/A N/A 290,784 222,096 803,744 874,840
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