GME Options History — March 2021 In March 2021, GME traded between $29.11 and $67.84. ATM implied volatility averaged 306.9%, placing in the 80.7% IV rank vs the trailing year. The 30-day expected move averaged 87.2%. IV traded below realized volatility by 22.9% (HV 20d: 329.8%). Max pain ranged from $17.50 to $28.75. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.32.
Notable Days 2021-03-04 : Highest Volume — 3,531,440 contracts2021-03-02 : Largest IV spike — 26.6% change2021-03-10 : Highest IV Rank — 99.9%2021-03-02 : Largest Expected Move — 107.6%Monthly Statistics Metric Avg Min Max Open Close Price $47.22 $29.11 $67.84 $29.84 $47.70 Max Pain $23.80 $17.50 $28.75 $23.75 $28.75 ATM IV 306.9% 219.4% 373.5% 290.4% 219.4% Expected Move 87.2% 60.9% 107.6% 107.6% 60.9% HV 20d 329.8% 266.8% 497.9% 497.9% 267.3% HV 60d 412.7% 404.8% 426.3% 404.9% 425.0% IV Rank 80.7% 55.5% 99.9% 75.9% 55.5% IV Percentile 94.5% 86.9% 99.6% 97.6% 86.9% Term Structure -2.5% -18.6% 173.7% 173.7% -0.8% VWIV 313.1% 229.9% 361.0% 334.7% 229.9% Skew 25d -13.4% -52.8% 0.3% -27.9% -7.8% Skew 10d -19.9% -74.9% 18.4% -58.2% -24.1% Call IV 25d 324.2% 229.1% 396.0% 386.9% 229.1% Put IV 25d 310.8% 221.3% 375.2% 359.1% 221.3% Bid-Ask Spread % 7.89 3.62 16.00 5.24 9.02 Gamma HHI 0.05 0.03 0.11 0.04 0.03 Net GEX 6.9M -6.9M 23.8M 2.2M 8.6M Net DEX -2.87B -6.25B -327.1M -1.74B -1.81B Net VEX -8.2M -11.4M -6.3M -6.4M -7.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.49 5.24 0.99 0.79 Total Volume 1,578,686.957 638,552 3,531,440 1,500,548 681,008 Total OI 7,371,758.261 5,976,716 8,769,608 7,263,128 6,477,220
Daily Data (23 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 2021-03-01 $29.84 $23.75 290.4% 0.0% 497.9% 75.9% 334.7% -27.9% 173.7% 2.2M -1.74B -6.4M 0.99 5.24 N/A N/A 754,424 746,124 1,618,904 5,644,224 2021-03-02 $29.11 $23.75 367.6% 107.6% 483.5% 98.2% 361.0% -36.9% -18.6% 2.9M -1.70B -6.6M 1.69 4.63 N/A N/A 594,356 1,003,076 1,744,164 5,786,036 2021-03-03 $31.02 $23.75 328.8% 90.0% 374.6% 87.0% 319.3% -34.4% -13.9% 4.9M -1.88B -6.6M 5.24 7.29 N/A N/A 453,172 2,373,100 1,821,668 5,931,512 2021-03-04 $33.87 $17.50 345.7% 93.4% 375.4% 91.9% 330.8% -41.8% -14.7% 7.0M -2.39B -7.2M 3.17 7.35 N/A N/A 847,236 2,684,204 1,881,504 5,989,684 2021-03-05 $34.42 $17.50 326.0% 90.2% 315.9% 86.2% 323.2% -52.8% -11.6% 10.3M -2.40B -6.8M 0.49 16.00 N/A N/A 964,720 476,068 1,974,196 5,994,572 2021-03-08 $48.24 $17.50 356.1% 97.1% 330.4% 94.9% 345.6% -16.6% -13.5% 10.8M -3.80B -8.3M 0.62 5.32 N/A N/A 1,267,648 787,284 1,508,580 5,428,036 2021-03-09 $60.96 $20.00 335.2% 92.0% 330.4% 88.8% 326.6% -7.3% -11.9% 18.6M -5.62B -9.6M 0.88 5.78 N/A N/A 809,736 715,356 1,684,312 5,667,988 2021-03-10 $66.86 $21.25 373.5% 102.3% 316.8% 99.9% 359.9% -1.9% -15.3% 21.5M -6.25B -8.8M 0.96 6.05 N/A N/A 1,569,752 1,510,248 1,748,388 5,928,372 2021-03-11 $65.93 $25.00 360.3% 98.8% 318.6% 96.1% 347.8% -11.8% -17.6% 14.6M -5.68B -9.7M 1.04 8.61 N/A N/A 801,776 831,168 1,910,140 6,417,920 2021-03-12 $67.84 $25.00 340.0% 94.5% 317.7% 90.2% 339.1% -8.8% -16.3% 23.8M -6.11B -11.4M 0.63 9.15 N/A N/A 1,204,236 759,884 2,042,492 6,727,116 2021-03-15 $56.43 $25.00 345.5% 97.7% 330.8% 91.8% 342.7% 0.3% -14.1% 6.3M -3.72B -9.1M 1.44 8.84 N/A N/A 466,020 673,056 1,560,088 6,132,984 2021-03-16 $53.08 $25.00 339.4% 96.9% 331.8% 90.1% 341.5% -4.2% -16.2% 3.1M -3.21B -8.9M 1.19 9.34 N/A N/A 682,020 809,000 1,651,544 6,332,188 2021-03-17 $51.66 $25.00 311.9% 89.4% 329.6% 82.1% 318.1% -3.0% -9.8% 4.1M -3.04B -9.4M 0.86 8.80 N/A N/A 412,388 353,596 1,682,568 6,474,456 2021-03-18 $49.44 $25.00 290.9% 83.8% 324.9% 76.1% 303.6% -1.2% -9.5% 1.9M -2.65B -9.1M 1.16 7.95 N/A N/A 453,896 528,196 1,757,328 6,520,104 2021-03-19 $50.60 $25.00 276.9% 80.0% 323.7% 72.0% 291.6% -13.4% -4.7% 523.2K -2.75B -8.8M 0.67 3.96 N/A N/A 959,052 644,356 1,802,680 6,607,788 2021-03-22 $48.07 $25.00 276.5% 80.9% 326.8% 71.9% 294.3% -12.7% -7.1% 3.9M -1.98B -8.3M 1.69 3.62 N/A N/A 237,520 401,032 1,106,340 4,870,376 2021-03-23 $46.48 $25.00 293.2% 86.7% 327.6% 76.7% 308.6% -2.0% -8.6% -249.2K -1.70B -7.8M 1.88 10.13 N/A N/A 303,020 569,468 1,160,216 5,008,820 2021-03-24 $30.85 $25.00 259.1% 76.3% 271.9% 66.9% 280.0% -0.3% -7.3% -6.9M -327.1M -6.3M 1.27 9.36 N/A N/A 669,068 846,480 1,272,212 5,252,900 2021-03-25 $44.93 $25.00 270.3% 80.6% 283.4% 70.1% 293.9% -5.7% -5.7% 2.7M -1.75B -7.8M 0.80 8.21 N/A N/A 1,090,708 873,696 1,370,496 5,402,584 2021-03-26 $44.47 $25.00 260.1% 75.5% 271.6% 67.2% 278.9% -5.5% -5.2% 7.9M -1.79B -7.9M 0.75 7.79 N/A N/A 1,120,152 841,564 1,566,120 5,563,052 2021-03-29 $45.21 $26.25 254.1% 74.7% 266.8% 65.5% 275.9% -4.8% -6.2% 3.4M -1.69B -7.8M 1.38 6.94 N/A N/A 280,316 387,196 1,182,548 5,009,740 2021-03-30 $49.02 $27.50 237.0% 68.4% 267.1% 60.6% 255.0% -8.8% -3.2% 7.7M -2.06B -8.0M 0.87 12.01 N/A N/A 466,412 407,012 1,251,788 5,084,492 2021-03-31 $47.70 $28.75 219.4% 60.9% 267.3% 55.5% 229.9% -7.8% -0.8% 8.6M -1.81B -7.7M 0.79 9.02 N/A N/A 380,192 300,816 1,315,644 5,161,576
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