GME Options History — May 2021 In May 2021, GME traded between $35.91 and $63.80. ATM implied volatility averaged 132.1%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 38.3%. IV traded above realized volatility by 30.7% (HV 20d: 101.4%). Max pain ranged from $38.75 to $50.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2021-05-26 : Highest Volume — 1,340,836 contracts2021-05-25 : Largest IV spike — 22.9% change2021-05-27 : Highest IV Rank — 43.5%2021-05-27 : Largest Expected Move — 54.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.40 $35.91 $63.80 $40.47 $55.82 Max Pain $42.31 $38.75 $50.00 $47.50 $50.00 ATM IV 132.1% 104.5% 178.0% 125.8% 168.5% Expected Move 38.3% 29.2% 54.4% 34.2% 51.0% HV 20d 101.4% 79.8% 127.5% 102.9% 127.5% HV 60d 218.0% 174.3% 244.2% 244.2% 177.6% IV Rank 30.3% 22.4% 43.5% 28.5% 40.8% IV Percentile 38.1% 12.7% 76.6% 29.8% 73.0% Term Structure -0.1% -7.2% 13.8% 6.7% -5.5% VWIV 146.1% 119.0% 202.0% 145.4% 191.3% Skew 25d -22.3% -32.3% -16.5% -28.6% -29.9% Skew 10d -38.0% -50.6% -20.7% -50.6% -39.5% Call IV 25d 152.7% 117.6% 208.0% 152.0% 198.0% Put IV 25d 130.4% 97.8% 175.7% 123.4% 168.0% Bid-Ask Spread % 7.02 4.82 10.50 4.98 5.66 Gamma HHI 0.07 0.03 0.27 0.04 0.05 Net GEX 8.1M -11.2M 32.4M 3.2M 6.7M Net DEX -1.20B -3.37B -400.6M -788.5M -2.18B Net VEX -6.3M -9.4M -5.1M -5.9M -8.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.39 1.22 0.75 0.62 Total Volume 598,969.8 244,684 1,340,836 412,636 1,130,008 Total OI 4,601,010.4 4,144,528 4,845,712 4,424,348 4,845,712
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 2021-05-03 $40.47 $47.50 125.8% 34.2% 102.9% 28.5% 145.4% -28.6% 6.7% 3.2M -788.5M -5.9M 0.75 4.98 N/A N/A 235,780 176,856 884,524 3,539,824 2021-05-04 $40.05 $46.25 123.9% 32.8% 102.8% 28.0% 129.6% -23.1% 6.8% 1.1M -694.2M -5.7M 0.76 5.09 N/A N/A 188,612 142,484 953,296 3,595,596 2021-05-05 $39.88 $46.25 115.7% 29.2% 102.3% 25.6% 119.0% -21.8% 10.1% 189.7K -674.0M -5.7M 0.56 6.20 N/A N/A 156,372 88,312 997,992 3,613,940 2021-05-06 $40.17 $38.75 112.4% 35.2% 101.3% 24.6% 133.4% -21.4% 13.5% -246.7K -697.6M -5.6M 0.58 7.49 N/A N/A 207,064 120,216 1,035,044 3,628,992 2021-05-07 $40.17 $38.75 104.5% 33.0% 97.6% 22.4% 134.2% -19.8% 13.8% -11.2M -696.6M -5.5M 0.44 10.50 N/A N/A 372,772 162,804 1,087,972 3,654,340 2021-05-10 $35.91 $41.25 123.4% 35.5% 100.2% 27.8% 132.2% -16.5% -2.9% -1.6M -400.6M -5.1M 1.22 7.50 N/A N/A 210,316 256,276 869,608 3,542,852 2021-05-11 $36.59 $40.00 123.8% 35.1% 100.1% 27.9% 131.2% -16.8% -3.1% -2.3M -413.3M -5.3M 0.74 9.05 N/A N/A 213,900 157,736 932,836 3,620,776 2021-05-12 $36.30 $38.75 129.7% 36.6% 79.8% 29.6% 146.6% -18.3% -2.1% -985.6K -437.4M -5.4M 0.60 7.72 N/A N/A 159,216 95,660 980,992 3,635,224 2021-05-13 $41.42 $38.75 136.2% 38.6% 91.3% 31.5% 148.7% -27.4% -1.7% 14.0M -1.08B -6.1M 0.57 9.41 N/A N/A 584,560 331,744 1,039,772 3,650,040 2021-05-14 $40.05 $38.75 121.9% 35.0% 92.1% 27.4% 127.0% -17.0% 0.2% 20.0M -872.0M -5.7M 0.44 8.19 N/A N/A 332,404 146,432 1,142,220 3,665,472 2021-05-17 $44.96 $38.75 134.7% 38.4% 98.2% 31.1% 141.2% -18.7% -3.7% 12.2M -1.23B -5.9M 0.40 9.10 N/A N/A 418,284 168,032 922,444 3,576,624 2021-05-18 $45.77 $38.75 132.3% 37.8% 96.2% 30.4% 141.2% -21.1% -3.6% 16.1M -1.36B -6.4M 0.43 7.15 N/A N/A 406,412 172,752 1,018,372 3,627,584 2021-05-19 $41.78 $40.00 130.8% 37.5% 102.4% 29.9% 138.2% -18.5% -3.2% 4.4M -856.8M -6.1M 0.75 7.53 N/A N/A 228,068 171,612 1,051,292 3,666,660 2021-05-20 $42.54 $40.00 122.2% 35.2% 100.5% 27.5% 134.5% -18.9% -3.0% 6.2M -949.2M -6.0M 0.43 4.87 N/A N/A 176,376 76,348 1,078,408 3,689,948 2021-05-21 $44.23 $40.00 119.8% 34.6% 101.2% 26.8% 135.7% -20.6% -3.0% 7.8M -1.19B -6.0M 0.60 4.82 N/A N/A 381,884 229,584 1,105,468 3,693,388 2021-05-24 $44.98 $45.00 121.8% 35.8% 92.1% 27.4% 136.3% -20.4% -1.3% 9.3M -1.15B -6.0M 0.51 6.46 N/A N/A 310,368 159,524 860,972 3,283,556 2021-05-25 $52.95 $45.00 149.8% 44.9% 107.5% 35.4% 166.4% -28.1% -5.2% 18.4M -2.01B -7.3M 0.39 6.24 N/A N/A 806,156 316,368 957,032 3,335,256 2021-05-26 $60.22 $45.00 166.5% 50.1% 115.6% 40.2% 187.3% -27.6% -7.0% 26.8M -2.93B -8.5M 0.51 5.48 N/A N/A 887,912 452,924 1,068,060 3,450,904 2021-05-27 $63.80 $48.75 178.0% 54.4% 116.1% 43.5% 202.0% -32.3% -7.2% 32.4M -3.37B -9.4M 0.41 6.86 N/A N/A 812,508 334,760 1,154,084 3,563,132 2021-05-28 $55.82 $50.00 168.5% 51.0% 127.5% 40.8% 191.3% -29.9% -5.5% 6.7M -2.18B -8.7M 0.62 5.66 N/A N/A 695,864 434,144 1,217,696 3,628,016
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