GME Options History — April 2021 In April 2021, GME traded between $35.16 and $47.40. ATM implied volatility averaged 156.3%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 44.2%. IV traded below realized volatility by 32.1% (HV 20d: 188.4%). Max pain ranged from $30.00 to $50.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.79.
Notable Days 2021-04-14 : Highest Volume — 1,357,100 contracts2021-04-06 : Largest IV drop — 13.0% change2021-04-01 : Highest IV Rank — 49.1%2021-04-01 : Largest Expected Move — 53.3%Monthly Statistics Metric Avg Min Max Open Close Price $41.51 $35.16 $47.40 $47.40 $43.56 Max Pain $45.18 $30.00 $50.00 $30.00 $45.00 ATM IV 156.3% 118.7% 197.1% 197.1% 119.4% Expected Move 44.2% 33.3% 53.3% 53.3% 33.6% HV 20d 188.4% 93.1% 267.0% 266.3% 100.5% HV 60d 386.7% 267.8% 426.1% 425.1% 267.9% IV Rank 37.3% 26.4% 49.1% 49.1% 26.7% IV Percentile 58.6% 22.2% 82.9% 82.9% 23.8% Term Structure -0.7% -4.5% 5.7% -1.6% 5.7% VWIV 169.5% 133.2% 207.6% 207.6% 139.5% Skew 25d -24.8% -37.9% -9.4% -9.4% -31.4% Skew 10d -39.5% -56.2% -15.2% -27.8% -56.2% Call IV 25d 180.8% 141.1% 214.4% 208.6% 144.3% Put IV 25d 156.0% 112.9% 199.3% 199.3% 112.9% Bid-Ask Spread % 5.27 3.19 9.06 9.06 5.77 Gamma HHI 0.05 0.03 0.16 0.03 0.07 Net GEX 4.6M -10.8M 17.1M 6.0M 11.5M Net DEX -1.05B -1.67B -571.0M -1.67B -1.17B Net VEX -6.4M -7.3M -5.8M -7.3M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.38 2.19 0.58 0.48 Total Volume 684,564.571 319,756 1,357,100 962,812 535,844 Total OI 5,638,843.238 4,403,924 6,916,544 6,587,204 4,918,852
Daily Data (21 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 2021-04-01 $47.40 $30.00 197.1% 53.3% 266.3% 49.1% 207.6% -9.4% -1.6% 6.0M -1.67B -7.3M 0.58 9.06 N/A N/A 608,532 354,280 1,375,836 5,211,368 2021-04-05 $45.66 $50.00 181.2% 50.7% 267.0% 44.5% 182.5% -12.4% -1.6% 4.1M -1.47B -7.0M 2.19 4.75 N/A N/A 196,884 431,480 1,119,208 4,859,640 2021-04-06 $46.02 $48.75 157.8% 44.3% 238.1% 37.7% 161.5% -12.8% -0.5% 6.8M -1.47B -6.9M 1.16 7.08 N/A N/A 220,088 254,572 1,240,396 5,036,820 2021-04-07 $44.47 $48.75 160.4% 44.8% 221.2% 38.5% 165.4% -14.5% -1.6% 3.7M -1.27B -6.6M 1.33 3.19 N/A N/A 270,932 359,600 1,276,892 5,103,576 2021-04-08 $42.55 $47.50 172.1% 48.5% 217.7% 41.9% 177.6% -16.6% -2.5% -108.5K -1.09B -6.7M 0.97 3.49 N/A N/A 395,816 384,824 1,329,020 5,165,344 2021-04-09 $39.46 $48.75 167.6% 48.0% 218.4% 40.5% 176.6% -15.0% -0.7% -10.8M -679.0M -6.4M 1.04 3.19 N/A N/A 507,928 527,096 1,428,008 5,252,384 2021-04-12 $35.95 $48.75 187.3% 52.4% 218.7% 46.2% 193.6% -23.5% -3.5% -1.9M -669.0M -6.4M 1.06 5.31 N/A N/A 467,476 494,568 1,227,140 5,003,608 2021-04-13 $35.16 $47.50 177.1% 50.2% 211.1% 43.3% 189.6% -26.9% -1.1% -2.1M -571.0M -6.0M 1.06 4.19 N/A N/A 272,944 288,828 1,352,020 5,087,952 2021-04-14 $41.41 $45.00 181.1% 50.6% 220.7% 44.4% 193.5% -31.4% -4.5% 5.6M -1.24B -6.6M 0.52 4.45 N/A N/A 894,408 462,692 1,410,336 5,131,624 2021-04-15 $39.10 $45.00 167.8% 48.0% 221.2% 40.6% 179.9% -33.4% -0.7% 1.7M -945.4M -6.7M 0.64 6.00 N/A N/A 549,224 352,400 1,558,512 5,258,948 2021-04-16 $38.66 $45.00 163.8% 46.5% 220.9% 39.5% 176.2% -33.5% -2.8% 173.8K -871.7M -6.4M 0.48 4.95 N/A N/A 547,292 260,476 1,639,200 5,277,344 2021-04-19 $41.30 $43.75 160.5% 46.0% 222.4% 38.5% 175.8% -27.0% -1.1% 6.2M -986.3M -6.4M 0.47 4.70 N/A N/A 434,060 201,956 948,748 3,502,344 2021-04-20 $39.32 $43.75 156.8% 45.0% 222.3% 37.4% 176.0% -25.2% -4.3% 5.5M -833.8M -6.2M 0.66 5.15 N/A N/A 192,556 127,200 1,089,100 3,554,472 2021-04-21 $39.44 $43.75 146.3% 41.9% 222.2% 34.4% 166.2% -27.1% -0.5% 5.2M -800.9M -6.1M 0.59 5.25 N/A N/A 216,516 126,964 1,125,176 3,580,956 2021-04-22 $37.48 $43.75 141.9% 40.8% 165.4% 33.1% 155.3% -27.9% -1.5% -437.8K -586.8M -5.9M 0.64 4.94 N/A N/A 272,544 173,724 1,199,148 3,605,760 2021-04-23 $37.83 $43.75 129.7% 37.2% 93.1% 29.6% 156.1% -27.7% 0.6% -3.7M -613.4M -5.8M 0.52 4.76 N/A N/A 423,556 218,800 1,261,908 3,639,828 2021-04-26 $42.69 $45.00 139.3% 40.7% 103.8% 32.4% 160.4% -37.9% 0.4% 8.6M -1.14B -6.3M 0.38 5.89 N/A N/A 549,224 207,220 928,748 3,475,176 2021-04-27 $44.73 $45.00 131.2% 37.7% 105.1% 30.1% 150.0% -33.1% 0.1% 16.2M -1.40B -6.6M 0.65 5.19 N/A N/A 387,712 251,992 1,077,428 3,530,568 2021-04-28 $45.05 $45.00 125.3% 35.7% 100.7% 28.4% 143.9% -27.2% 3.2% 17.0M -1.39B -6.4M 0.63 6.63 N/A N/A 271,180 170,184 1,138,000 3,642,988 2021-04-29 $44.44 $45.00 118.7% 33.3% 100.4% 26.4% 133.2% -26.6% 5.0% 17.1M -1.27B -6.5M 0.66 6.69 N/A N/A 309,320 202,964 1,173,544 3,677,788 2021-04-30 $43.56 $45.00 119.4% 33.6% 100.5% 26.7% 139.5% -31.4% 5.7% 11.5M -1.17B -6.2M 0.48 5.77 N/A N/A 361,528 174,316 1,216,616 3,702,236
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