GME Options History — November 2020 In November 2020, GME traded between $2.69 and $4.26. ATM implied volatility averaged 153.5%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded above realized volatility by 48.0% (HV 20d: 105.5%). Max pain ranged from $3.25 to $4.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.34.
Notable Days 2020-11-30 : Highest Volume — 1,196,500 contracts2020-11-30 : Largest IV spike — 23.3% change2020-11-30 : Highest IV Rank — 96.7%2020-11-30 : Largest Expected Move — 63.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.12 $2.69 $4.26 $2.69 $4.26 Max Pain $4.13 $3.25 $4.25 $3.50 $4.25 ATM IV 153.5% 118.6% 212.5% 135.6% 212.5% Expected Move 43.9% 34.1% 63.4% 35.1% 63.4% HV 20d 105.5% 80.7% 151.0% 146.0% 80.7% HV 60d 132.6% 126.7% 135.5% 131.1% 127.6% IV Rank 61.8% 41.1% 96.7% 51.2% 96.7% IV Percentile 83.0% 54.8% 99.2% 69.8% 99.2% Term Structure 0.4% -18.6% 38.5% 19.5% 6.0% VWIV 154.1% 121.2% 223.8% 130.5% 223.8% Skew 25d -12.8% -41.2% 6.6% 6.6% -34.1% Skew 10d -21.3% -62.9% 3.3% -29.8% -51.0% Call IV 25d 160.2% 127.2% 225.8% 127.2% 225.8% Put IV 25d 147.4% 113.1% 191.7% 133.7% 191.7% Bid-Ask Spread % 16.84 7.68 28.16 28.16 8.10 Gamma HHI 0.09 0.06 0.36 0.07 0.10 Net GEX 699.7K 137.2K 2.3M 137.2K 705.6K Net DEX -80.3M -241.9M -23.2M -23.2M -241.9M Net VEX -919.4K -1.1M -844.2K -844.2K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.14 0.73 0.47 0.73 Total Volume 265,509.6 95,768 1,196,500 120,152 1,196,500 Total OI 2,475,315.4 2,213,916 2,700,104 2,336,960 2,423,572
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 2020-11-02 $2.69 $3.50 135.6% 35.1% 146.0% 51.2% 130.5% 6.6% 19.5% 137.2K -23.2M -844.2K 0.47 28.16 N/A N/A 81,788 38,364 1,186,988 1,149,972 2020-11-03 $2.92 $3.50 151.7% 36.0% 148.0% 60.7% 121.5% 1.6% 2.3% 361.9K -53.6M -906.8K 0.16 27.31 N/A N/A 154,200 24,408 1,186,988 1,149,972 2020-11-04 $2.71 $3.25 118.6% 34.1% 151.0% 41.1% 121.2% -5.7% 38.5% 299.7K -25.9M -847.6K 0.40 23.60 N/A N/A 93,212 37,252 1,293,920 1,175,536 2020-11-05 $2.88 $4.25 126.5% 39.6% 105.7% 45.8% 140.8% -12.5% 31.8% 722.3K -49.1M -888.8K 0.39 14.68 N/A N/A 84,952 33,348 1,323,720 1,185,216 2020-11-06 $2.98 $4.25 142.2% 40.9% 105.4% 55.0% 144.6% -27.6% 2.6% 533.0K -66.6M -912.3K 0.31 26.18 N/A N/A 121,080 37,556 1,350,436 1,190,116 2020-11-09 $2.95 $4.25 163.0% 42.4% 104.6% 67.4% 148.4% -6.6% -18.6% 543.2K -56.8M -899.9K 0.18 14.68 N/A N/A 119,768 21,088 1,228,028 1,169,296 2020-11-10 $2.79 $4.25 141.0% 41.4% 106.1% 54.4% 150.6% -15.7% 1.6% 466.5K -36.0M -863.8K 0.27 17.46 N/A N/A 111,604 29,976 1,277,092 1,181,188 2020-11-11 $2.93 $4.25 160.7% 44.1% 107.0% 66.0% 154.7% -10.7% -5.3% 788.5K -55.3M -890.5K 0.44 12.27 N/A N/A 135,144 59,096 1,310,952 1,194,356 2020-11-12 $2.77 $4.25 154.8% 43.7% 96.0% 62.5% 155.3% -11.8% -8.3% 468.7K -27.1M -872.3K 0.27 17.23 N/A N/A 83,080 22,308 1,374,996 1,240,232 2020-11-13 $2.78 $4.25 142.9% 40.7% 94.3% 55.5% 143.7% -2.6% -2.2% 453.1K -23.6M -871.6K 0.36 11.90 N/A N/A 76,268 27,512 1,394,112 1,248,780 2020-11-16 $2.99 $4.25 151.4% 42.8% 96.5% 60.5% 148.9% -4.5% -6.1% 498.7K -53.2M -904.3K 0.25 21.24 N/A N/A 195,156 48,568 1,271,468 1,229,264 2020-11-17 $2.91 $4.25 149.3% 42.8% 96.7% 59.3% 147.9% -0.7% -13.6% 584.0K -41.6M -874.1K 0.39 11.88 N/A N/A 98,160 38,532 1,310,768 1,245,912 2020-11-18 $2.92 $4.25 149.2% 42.8% 96.5% 59.2% 149.8% -2.1% -6.1% 509.5K -37.5M -867.2K 0.48 15.22 N/A N/A 64,624 31,144 1,323,352 1,257,712 2020-11-19 $3.12 $4.25 152.0% 44.4% 97.3% 60.9% 154.4% -6.2% -11.0% 1.0M -73.1M -902.8K 0.20 17.51 N/A N/A 300,128 59,864 1,335,044 1,263,568 2020-11-20 $3.21 $4.25 159.8% 46.1% 98.0% 65.5% 161.0% -5.5% -4.9% 422.5K -97.2M -924.2K 0.23 15.01 N/A N/A 294,440 67,208 1,418,444 1,281,660 2020-11-23 $3.49 $4.25 164.9% 46.7% 96.2% 68.5% 158.5% -41.2% -14.4% 860.3K -136.4M -962.3K 0.50 18.24 N/A N/A 202,128 101,048 1,093,412 1,120,504 2020-11-24 $3.43 $4.25 160.7% 45.9% 93.9% 66.0% 160.5% -31.4% -1.5% 809.4K -111.7M -970.1K 0.32 12.03 N/A N/A 142,236 45,944 1,130,624 1,211,448 2020-11-25 $3.72 $4.25 160.6% 51.2% 93.9% 66.0% 179.8% -35.6% -4.8% 1.5M -170.1M -1.0M 0.14 16.43 N/A N/A 348,936 48,284 1,145,224 1,192,292 2020-11-27 $3.98 $4.25 172.3% 53.1% 95.8% 72.9% 186.3% -9.6% 2.8% 2.3M -225.9M -1.0M 0.38 7.68 N/A N/A 459,724 175,564 1,225,852 1,214,292 2020-11-30 $4.26 $4.25 212.5% 63.4% 80.7% 96.7% 223.8% -34.1% 6.0% 705.6K -241.9M -1.1M 0.73 8.10 N/A N/A 690,144 506,356 1,158,720 1,264,852
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