GME Options History — October 2020 In October 2020, GME traded between $2.29 and $3.76. ATM implied volatility averaged 134.8%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded below realized volatility by 12.8% (HV 20d: 147.6%). Max pain ranged from $2.13 to $3.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2020-10-09 : Highest Volume — 2,195,320 contracts2020-10-07 : Largest IV spike — 25.1% change2020-10-09 : Highest IV Rank — 60.8%2020-10-16 : Largest Expected Move — 42.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.04 $2.29 $3.76 $2.42 $2.61 Max Pain $3.11 $2.13 $3.50 $2.13 $3.50 ATM IV 134.8% 108.5% 151.9% 110.4% 141.9% Expected Move 37.4% 26.5% 42.5% 27.7% 39.9% HV 20d 147.6% 127.0% 165.9% 148.3% 145.8% HV 60d 120.9% 106.1% 132.1% 106.5% 132.1% IV Rank 50.7% 35.1% 60.8% 36.2% 54.9% IV Percentile 71.9% 57.1% 88.1% 58.7% 75.8% Term Structure -4.8% -31.2% 22.3% 4.2% -5.9% VWIV 135.5% 101.2% 149.1% 107.7% 145.1% Skew 25d -13.1% -40.5% 7.5% -6.3% 2.2% Skew 10d -14.7% -59.0% 24.3% -27.3% 7.3% Call IV 25d 146.3% 111.2% 188.7% 111.2% 143.3% Put IV 25d 133.2% 94.8% 163.0% 104.9% 145.5% Bid-Ask Spread % 21.66 3.45 35.86 20.52 32.64 Gamma HHI 0.09 0.06 0.51 0.07 0.09 Net GEX 877.6K -94.5K 4.3M 578.6K -94.5K Net DEX -128.7M -247.2M -12.9M -91.6M -12.9M Net VEX -856.8K -1.1M -595.1K -620.2K -851.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.25 1.07 0.26 0.70 Total Volume 431,078.727 62,380 2,195,320 122,080 228,788 Total OI 2,519,925.273 2,225,472 3,232,888 2,291,420 2,612,352
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 2020-10-01 $2.42 $2.13 110.4% 27.7% 148.3% 36.2% 107.7% -6.3% 4.2% 578.6K -91.6M -620.2K 0.26 20.52 N/A N/A 96,848 25,232 1,134,104 1,157,316 2020-10-02 $2.35 $2.25 108.5% 26.5% 149.1% 35.1% 101.2% -18.4% 22.3% 297.7K -74.9M -595.1K 0.50 24.37 N/A N/A 111,676 55,444 1,147,332 1,169,520 2020-10-05 $2.36 $3.00 115.4% 35.3% 149.0% 39.2% 126.9% -17.2% 0.7% 293.9K -74.2M -605.6K 0.28 18.39 N/A N/A 77,608 21,524 1,079,208 1,146,264 2020-10-06 $2.29 $3.00 118.8% 34.0% 149.6% 41.2% 123.3% -25.3% -31.2% 263.1K -69.0M -602.2K 0.35 23.14 N/A N/A 46,184 16,196 1,094,284 1,154,380 2020-10-07 $2.35 $2.75 148.7% 33.6% 148.8% 58.9% 123.8% -27.6% -18.9% 308.1K -73.4M -599.2K 0.58 15.56 N/A N/A 41,704 24,156 1,103,744 1,163,596 2020-10-08 $3.19 $3.00 145.0% 39.7% 165.1% 56.7% 139.6% -6.7% -3.2% 759.8K -204.9M -688.1K 1.07 8.93 N/A N/A 599,016 642,576 1,113,824 1,178,444 2020-10-09 $3.04 $3.00 151.9% 38.6% 165.9% 60.8% 138.6% -40.5% -1.2% 723.2K -178.4M -739.7K 0.79 4.75 N/A N/A 1,229,336 965,984 1,305,256 1,341,576 2020-10-12 $2.94 $3.00 142.0% 37.0% 164.4% 55.0% 133.1% -13.6% -17.3% 614.9K -128.7M -824.5K 0.45 3.45 N/A N/A 362,100 162,640 1,269,476 1,404,028 2020-10-13 $2.99 $3.00 135.8% 37.3% 164.4% 51.3% 141.6% -21.6% -6.1% 777.8K -140.9M -839.9K 0.44 15.61 N/A N/A 210,708 93,248 1,335,100 1,438,324 2020-10-14 $3.08 $3.25 134.4% 36.7% 150.6% 50.4% 134.4% -20.4% -5.4% 1.2M -158.6M -859.0K 0.43 23.69 N/A N/A 259,592 110,836 1,393,036 1,456,852 2020-10-15 $3.51 $3.25 143.2% 41.7% 155.4% 55.7% 147.7% -4.8% 12.0% 2.2M -247.2M -917.9K 0.40 24.97 N/A N/A 982,220 393,644 1,452,052 1,494,960 2020-10-16 $3.31 $3.25 147.3% 42.5% 158.0% 58.1% 149.1% 7.5% 1.8% 490.8K -166.5M -978.4K 0.39 15.58 N/A N/A 294,876 115,956 1,557,816 1,675,072 2020-10-19 $3.48 $3.25 145.2% 41.2% 154.3% 56.8% 147.7% -13.6% -6.9% 841.6K -155.1M -1.0M 0.43 35.86 N/A N/A 252,796 109,164 1,174,532 1,137,916 2020-10-20 $3.47 $3.25 140.4% 40.0% 138.8% 54.0% 144.2% -13.9% -13.5% 860.8K -152.3M -1.0M 0.35 16.73 N/A N/A 133,300 47,068 1,217,076 1,184,096 2020-10-21 $3.52 $3.25 134.6% 38.6% 136.3% 50.5% 144.5% -14.8% -1.7% 1.0M -159.6M -1.0M 0.35 31.78 N/A N/A 135,656 47,904 1,239,564 1,199,608 2020-10-22 $3.73 $3.25 135.3% 39.5% 129.8% 51.0% 140.9% -11.5% -7.7% 1.7M -196.5M -1.0M 0.36 32.85 N/A N/A 336,744 120,188 1,264,940 1,209,668 2020-10-23 $3.76 $3.25 134.8% 38.9% 127.0% 50.7% 133.6% -9.0% 5.4% 4.3M -197.8M -1.1M 0.29 23.66 N/A N/A 159,288 46,768 1,305,948 1,244,272 2020-10-26 $3.38 $3.25 146.1% 39.8% 134.4% 57.4% 142.0% -20.6% -14.4% 670.5K -125.5M -1.0M 0.32 28.81 N/A N/A 263,460 85,000 1,167,464 1,149,636 2020-10-27 $3.19 $3.50 128.8% 38.1% 136.6% 47.1% 141.1% 1.7% 2.2% 682.8K -95.0M -1.0M 0.25 20.59 N/A N/A 198,548 50,360 1,263,588 1,189,536 2020-10-28 $2.99 $3.50 129.2% 37.8% 139.1% 47.3% 139.0% 3.1% -3.8% 486.5K -67.5M -967.8K 0.25 32.35 N/A N/A 164,840 41,768 1,331,484 1,201,312 2020-10-29 $2.97 $3.50 128.4% 37.9% 137.6% 46.9% 135.3% -16.7% -16.3% 392.9K -60.1M -950.3K 0.27 22.23 N/A N/A 96,812 25,976 1,378,504 1,201,296 2020-10-30 $2.61 $3.50 141.9% 39.9% 145.8% 54.9% 145.1% 2.2% -5.9% -94.5K -12.9M -851.0K 0.70 32.64 N/A N/A 134,276 94,512 1,406,884 1,205,468
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