GME Options History — February 2021 In February 2021, GME traded between $10.14 and $55.36. ATM implied volatility averaged 229.5%, placing in the 58.3% IV rank vs the trailing year. The 30-day expected move averaged 65.6%. IV traded below realized volatility by 362.2% (HV 20d: 591.7%). Max pain ranged from $18.75 to $27.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.41.
Notable Days 2021-02-25 : Highest Volume — 4,435,220 contracts2021-02-03 : Largest IV spike — 1288.9% change2021-02-03 : Highest IV Rank — 100.0%2021-02-24 : Largest Expected Move — 98.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.12 $10.14 $55.36 $55.36 $25.32 Max Pain $22.37 $18.75 $27.50 $18.75 $22.50 ATM IV 229.5% 26.9% 373.9% 199.7% 236.4% Expected Move 65.6% 44.8% 98.6% 86.5% 98.6% HV 20d 591.7% 474.0% 631.4% 474.0% 511.8% HV 60d 368.2% 294.9% 404.5% 294.9% 404.5% IV Rank 58.3% 0.0% 100.0% 48.8% 60.4% IV Percentile 88.7% 0.0% 100.0% 97.6% 96.4% Term Structure -13.7% -172.1% 20.0% 0.5% -11.7% VWIV 241.0% 146.4% 317.3% 181.4% 317.3% Skew 25d 7.7% -87.0% 191.8% 9.4% 179.6% Skew 10d -18.6% -176.3% 160.7% -176.3% 145.1% Call IV 25d 243.4% 27.2% 386.3% 374.8% 199.0% Put IV 25d 251.1% 2.5% 384.2% 384.2% 378.5% Bid-Ask Spread % 12.04 4.41 30.12 6.06 7.32 Gamma HHI 0.10 0.03 0.34 0.09 0.03 Net GEX -5.7M -17.0M 4.5M -138.1K 863.4K Net DEX -191.9M -3.62B 742.7M -3.62B -1.59B Net VEX -4.0M -6.1M -2.6M -2.6M -6.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.41 0.55 2.43 2.43 0.84 Total Volume 1,973,097.684 495,164 4,435,220 2,341,164 3,128,560 Total OI 8,345,468.632 6,349,452 10,119,552 7,390,172 8,276,540
Daily Data (19 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 2021-02-01 $55.36 $18.75 199.7% 0.0% 474.0% 48.8% 0.0% 9.4% 0.5% -138.1K -3.62B -2.6M 2.43 6.06 N/A N/A 682,612 1,658,552 1,045,964 6,344,208 2021-02-02 $23.61 $18.75 26.9% 0.0% 584.1% 0.0% 181.4% -24.7% -172.1% -5.2M -50.5M -3.8M 2.38 4.68 N/A N/A 1,086,868 2,589,728 1,170,584 7,090,736 2021-02-03 $23.50 $20.00 373.9% 0.0% 584.4% 100.0% 146.4% 179.3% -22.5% -5.0M -76.6M -4.0M 1.87 5.43 N/A N/A 683,684 1,280,020 1,420,432 7,682,872 2021-02-04 $13.89 $27.50 341.5% 86.5% 623.2% 90.7% 315.6% -38.0% -24.8% -5.4M 742.7M -3.4M 2.33 9.57 N/A N/A 1,069,976 2,495,552 1,535,756 7,824,588 2021-02-05 $16.30 $25.00 335.3% 87.9% 623.8% 88.9% 308.9% 143.4% -17.3% -17.0M 434.2M -4.7M 1.50 7.85 N/A N/A 1,326,500 1,993,888 1,755,776 8,363,776 2021-02-08 $14.63 $25.00 297.1% 80.1% 626.0% 77.9% 298.3% -54.8% -15.7% -7.4M 326.4M -4.6M 1.74 4.41 N/A N/A 537,016 932,200 1,342,424 7,403,368 2021-02-09 $12.21 $25.00 259.1% 71.7% 631.4% 66.9% 266.5% -44.2% -7.9% -8.6M 599.9M -4.2M 1.86 5.86 N/A N/A 580,228 1,081,024 1,513,588 7,556,064 2021-02-10 $12.87 $25.00 263.1% 74.3% 631.3% 68.1% 280.4% -87.0% -3.3% -7.4M 445.5M -4.2M 1.25 7.63 N/A N/A 827,600 1,037,076 1,658,436 7,664,296 2021-02-11 $12.84 $25.00 233.6% 66.1% 611.4% 59.6% 244.8% -75.4% -4.5% -8.0M 481.1M -4.1M 1.36 10.49 N/A N/A 461,532 629,132 1,801,140 7,695,792 2021-02-12 $12.94 $25.00 208.3% 58.4% 607.4% 52.3% 221.5% -72.4% -2.6% -8.8M 474.9M -3.8M 1.15 11.04 N/A N/A 627,044 721,664 1,891,468 7,654,960 2021-02-16 $12.44 $25.00 178.5% 51.2% 606.3% 43.7% 194.7% -50.6% 16.6% -7.4M 466.6M -3.4M 1.07 12.08 N/A N/A 472,200 503,616 1,374,532 6,572,528 2021-02-17 $11.56 $22.50 179.2% 51.4% 606.4% 43.9% 195.5% -43.0% 11.7% -8.2M 531.5M -3.3M 1.29 29.56 N/A N/A 345,056 446,260 1,558,644 6,587,316 2021-02-18 $10.29 $21.25 174.2% 49.1% 608.1% 42.4% 191.1% -63.3% 14.3% -8.3M 605.5M -3.3M 0.66 13.72 N/A N/A 737,532 487,144 1,698,380 6,607,716 2021-02-19 $10.14 $20.00 163.0% 44.8% 607.4% 39.2% 170.7% -30.3% 20.0% -11.6M 641.2M -3.0M 1.30 14.74 N/A N/A 605,892 785,940 1,911,328 6,611,224 2021-02-22 $11.32 $20.00 191.8% 52.2% 593.9% 47.5% 206.3% -53.9% -3.8% -4.0M 210.3M -3.4M 0.76 12.83 N/A N/A 632,540 482,748 1,243,056 5,106,396 2021-02-23 $11.17 $20.00 179.3% 46.2% 583.8% 43.9% 179.1% -47.1% -5.0% -3.2M 205.7M -3.4M 1.48 28.12 N/A N/A 199,572 295,592 1,478,280 5,231,892 2021-02-24 $22.93 $20.00 323.1% 98.6% 602.8% 85.4% 310.4% 128.4% -31.9% 2.5M -1.47B -5.3M 0.55 30.12 N/A N/A 1,048,424 580,664 1,526,232 5,263,828 2021-02-25 $30.98 $18.75 197.4% 0.0% 524.8% 49.1% 308.4% 191.8% -1.1% 4.5M -3.01B -6.1M 1.03 7.29 N/A N/A 2,183,748 2,251,472 1,777,540 5,322,244 2021-02-26 $25.32 $22.50 236.4% 0.0% 511.8% 60.4% 317.3% 179.6% -11.7% 863.4K -1.59B -6.1M 0.84 7.32 N/A N/A 1,702,852 1,425,708 2,046,760 6,229,780
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