GME Options History — December 2020 In December 2020, GME traded between $3.20 and $5.26. ATM implied volatility averaged 140.6%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 42.4%. IV traded above realized volatility by 32.8% (HV 20d: 107.9%). Max pain ranged from $3.75 to $5.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2020-12-23 : Highest Volume — 1,824,104 contracts2020-12-09 : Largest IV drop — 18.7% change2020-12-01 : Highest IV Rank — 76.9%2020-12-01 : Largest Expected Move — 58.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.16 $3.20 $5.26 $3.99 $4.72 Max Pain $4.18 $3.75 $5.00 $4.25 $5.00 ATM IV 140.6% 118.3% 179.1% 179.1% 129.9% Expected Move 42.4% 34.4% 58.5% 58.5% 39.5% HV 20d 107.9% 78.8% 130.7% 86.9% 128.0% HV 60d 121.3% 112.0% 128.7% 128.5% 121.0% IV Rank 54.1% 40.9% 76.9% 76.9% 47.8% IV Percentile 64.8% 42.5% 95.2% 95.2% 51.6% Term Structure 1.3% -23.2% 13.9% 13.3% 6.2% VWIV 151.4% 122.0% 210.7% 210.7% 145.4% Skew 25d -17.9% -32.3% -1.5% -28.9% -12.6% Skew 10d -27.0% -66.5% 47.7% -62.1% -28.9% Call IV 25d 153.6% 124.2% 204.4% 204.4% 141.6% Put IV 25d 135.7% 109.0% 175.5% 175.5% 129.0% Bid-Ask Spread % 5.37 2.33 16.91 4.89 4.58 Gamma HHI 0.10 0.05 0.21 0.07 0.21 Net GEX 368.0K -2.3M 2.2M 340.9K -2.3M Net DEX -152.7M -409.3M 23.8M -165.3M -144.6M Net VEX -1.2M -1.4M -889.5K -1.2M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.28 2.40 0.28 0.64 Total Volume 590,653.818 175,668 1,824,104 410,716 308,956 Total OI 3,079,221.455 2,679,292 3,449,240 2,767,240 3,386,016
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 2020-12-01 $3.99 $4.25 179.1% 58.5% 86.9% 76.9% 210.7% -28.9% 13.3% 340.9K -165.3M -1.2M 0.28 4.89 N/A N/A 320,000 90,716 1,293,960 1,473,280 2020-12-02 $4.14 $4.25 170.6% 54.5% 83.8% 71.9% 193.2% -30.5% 9.1% 693.9K -190.1M -1.3M 0.29 4.83 N/A N/A 231,720 68,008 1,358,496 1,508,612 2020-12-03 $4.00 $3.75 164.4% 50.2% 79.2% 68.2% 180.2% -1.5% 7.3% 307.6K -158.7M -1.2M 0.75 3.53 N/A N/A 161,788 122,080 1,397,296 1,525,020 2020-12-04 $4.21 $3.75 164.7% 49.3% 78.8% 68.4% 172.2% -22.3% 13.9% 1.0M -194.5M -1.3M 0.50 3.79 N/A N/A 259,944 129,936 1,434,956 1,579,088 2020-12-07 $4.11 $3.75 165.8% 47.6% 80.1% 69.1% 167.9% -31.8% 3.5% -36.8K -155.6M -1.2M 0.58 4.38 N/A N/A 216,052 125,344 1,266,392 1,522,852 2020-12-08 $4.19 $3.75 161.1% 48.8% 79.6% 66.3% 172.6% -30.9% 13.9% -95.0K -170.8M -1.3M 0.57 5.60 N/A N/A 384,048 219,604 1,328,324 1,598,912 2020-12-09 $3.44 $4.00 131.1% 38.4% 107.8% 48.5% 141.8% -27.7% 1.6% -1.4M 21.9M -1.1M 0.60 3.85 N/A N/A 795,368 474,236 1,515,388 1,745,748 2020-12-10 $3.54 $4.00 128.5% 38.4% 107.1% 46.9% 137.8% -12.1% 4.3% -28.0K -26.0M -1.1M 0.47 3.55 N/A N/A 250,296 116,460 1,686,008 1,708,788 2020-12-11 $3.33 $3.75 125.4% 36.6% 107.5% 45.1% 134.2% -32.3% 5.4% 115.0K 23.8M -1.1M 2.40 4.54 N/A N/A 220,436 528,396 1,734,572 1,714,668 2020-12-14 $3.20 $3.75 120.2% 35.0% 108.8% 42.0% 127.3% -13.0% -0.9% -190.4K 16.6M -889.5K 0.46 4.19 N/A N/A 307,780 141,804 1,409,616 1,473,392 2020-12-15 $3.46 $3.75 125.6% 36.2% 109.3% 45.3% 132.3% -13.7% -3.7% 574.7K -44.0M -965.8K 0.45 2.33 N/A N/A 355,236 159,768 1,494,880 1,477,788 2020-12-16 $3.44 $3.75 121.4% 34.8% 108.6% 42.8% 123.2% -12.8% -2.9% 992.4K -37.0M -957.5K 0.38 3.25 N/A N/A 127,528 48,140 1,603,620 1,509,600 2020-12-17 $3.71 $3.75 119.6% 34.4% 111.1% 41.7% 123.2% -7.4% -2.0% 2.0M -100.2M -990.3K 0.38 3.72 N/A N/A 244,012 93,864 1,613,276 1,500,216 2020-12-18 $3.92 $3.75 118.3% 34.7% 110.4% 40.9% 122.0% -6.7% -15.2% 1.1M -154.7M -1.0M 0.61 5.48 N/A N/A 417,416 253,452 1,641,380 1,497,596 2020-12-21 $3.94 $4.25 126.0% 38.8% 110.3% 45.5% 135.3% -15.1% 7.6% 959.4K -134.5M -1.0M 0.83 16.91 N/A N/A 181,104 150,404 1,338,352 1,340,940 2020-12-22 $4.86 $4.25 135.4% 41.6% 128.8% 51.0% 148.2% -2.7% 1.6% 1.2M -342.9M -1.2M 0.78 6.90 N/A N/A 1,003,700 785,804 1,393,888 1,445,496 2020-12-23 $5.24 $4.50 151.0% 45.4% 129.8% 60.3% 160.1% -24.6% -0.8% 2.2M -409.3M -1.2M 0.81 4.98 N/A N/A 1,010,092 814,012 1,529,372 1,518,080 2020-12-24 $5.01 $5.00 134.2% 42.6% 129.6% 50.3% 152.8% -2.0% -23.2% 147.9K -286.5M -1.4M 0.33 6.09 N/A N/A 368,772 120,608 1,693,772 1,752,640 2020-12-28 $5.26 $5.00 140.7% 44.0% 128.7% 54.2% 155.6% -21.9% -3.1% 633.4K -321.4M -1.3M 0.55 4.75 N/A N/A 371,404 206,016 1,508,904 1,627,408 2020-12-29 $4.88 $5.00 141.8% 43.2% 130.7% 54.8% 152.8% -24.6% -4.1% 132.2K -210.6M -1.3M 0.50 7.16 N/A N/A 329,692 164,904 1,567,500 1,682,980 2020-12-30 $4.82 $5.00 139.1% 40.1% 128.1% 53.2% 143.0% -18.8% -3.7% -257.1K -175.6M -1.3M 0.46 8.79 N/A N/A 215,896 99,588 1,613,108 1,730,692 2020-12-31 $4.72 $5.00 129.9% 39.5% 128.0% 47.8% 145.4% -12.6% 6.2% -2.3M -144.6M -1.3M 0.64 4.58 N/A N/A 188,000 120,956 1,626,716 1,759,300
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