GME Options History — June 2021 In June 2021, GME traded between $50.02 and $77.12. ATM implied volatility averaged 158.5%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 45.2%. IV traded below realized volatility by 7.6% (HV 20d: 166.0%). Max pain ranged from $32.50 to $50.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2021-06-10 : Highest Volume — 1,823,488 contracts2021-06-02 : Largest IV spike — 17.4% change2021-06-02 : Highest IV Rank — 53.1%2021-06-02 : Largest Expected Move — 67.4%Monthly Statistics Metric Avg Min Max Open Close Price $58.73 $50.02 $77.12 $62.19 $53.45 Max Pain $38.47 $32.50 $50.00 $50.00 $40.00 ATM IV 158.5% 118.9% 211.2% 180.0% 118.9% Expected Move 45.2% 32.2% 67.4% 57.0% 32.2% HV 20d 166.0% 127.6% 194.8% 127.6% 155.4% HV 60d 155.0% 132.1% 178.8% 178.8% 133.0% IV Rank 37.9% 26.5% 53.1% 44.1% 26.5% IV Percentile 58.6% 20.6% 85.7% 79.0% 20.6% Term Structure -3.0% -9.1% 1.8% -7.7% 0.8% VWIV 189.6% 139.2% 248.5% 210.6% 139.2% Skew 25d -46.5% -74.5% -33.1% -33.1% -36.3% Skew 10d -81.4% -115.0% -35.2% -35.2% -75.8% Call IV 25d 200.8% 151.1% 270.7% 210.9% 151.1% Put IV 25d 154.3% 114.8% 205.1% 177.8% 114.8% Bid-Ask Spread % 14.45 5.31 19.28 5.31 12.16 Gamma HHI 0.05 0.03 0.17 0.04 0.03 Net GEX 9.8M -22.9M 29.1M 17.6M 7.5M Net DEX -1.98B -3.99B -872.3M -2.55B -1.30B Net VEX -9.0M -11.5M -7.4M -9.4M -7.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.35 3.78 0.43 0.47 Total Volume 687,667.091 318,436 1,823,488 583,940 318,436 Total OI 4,834,800.727 4,443,976 5,359,452 4,450,916 4,905,884
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 2021-06-01 $62.19 $50.00 180.0% 57.0% 127.6% 44.1% 210.6% -33.1% -7.7% 17.6M -2.55B -9.4M 0.43 5.31 N/A N/A 407,856 176,084 971,752 3,479,164 2021-06-02 $70.60 $50.00 211.2% 67.4% 132.2% 53.1% 248.5% -50.7% -9.1% 26.2M -3.75B -11.0M 0.35 5.99 N/A N/A 686,716 243,608 1,047,260 3,534,976 2021-06-03 $64.81 $32.50 201.4% 54.4% 137.9% 50.3% 240.8% -74.5% -8.5% 22.1M -3.01B -10.5M 0.47 15.94 N/A N/A 430,240 201,912 1,111,876 3,590,156 2021-06-04 $62.42 $32.50 173.4% 48.0% 139.6% 42.2% 213.0% -54.9% -7.4% 21.9M -2.59B -9.7M 0.55 18.09 N/A N/A 353,632 193,388 1,164,600 3,623,840 2021-06-07 $69.06 $32.50 183.8% 51.6% 142.0% 45.2% 213.2% -56.7% -1.3% 18.5M -3.08B -10.0M 0.53 19.25 N/A N/A 282,772 149,640 960,296 3,483,680 2021-06-08 $75.36 $32.50 197.2% 54.3% 133.5% 49.1% 215.5% -41.5% -6.6% 26.3M -3.88B -11.1M 0.50 17.21 N/A N/A 588,296 295,488 1,059,640 3,547,088 2021-06-09 $77.12 $35.00 182.6% 51.0% 133.5% 44.9% 200.3% -33.6% -4.3% 29.1M -3.99B -11.5M 0.55 17.21 N/A N/A 544,108 300,156 1,126,632 3,645,492 2021-06-10 $53.64 $37.50 189.0% 52.4% 194.8% 46.7% 216.3% -42.3% -6.9% -18.9K -1.20B -9.3M 0.94 15.13 N/A N/A 941,836 881,652 1,221,420 3,786,564 2021-06-11 $57.35 $37.50 168.4% 47.4% 191.2% 40.8% 193.5% -39.0% -4.3% -22.9M -1.39B -9.3M 0.86 14.67 N/A N/A 765,564 660,764 1,436,252 3,923,200 2021-06-14 $56.87 $37.50 166.3% 47.6% 190.5% 40.2% 210.4% -49.4% -2.3% 12.7M -1.82B -9.2M 0.63 16.44 N/A N/A 287,152 179,876 1,098,184 3,664,864 2021-06-15 $55.40 $37.50 154.9% 44.4% 187.4% 36.9% 193.5% -48.9% -2.3% 12.2M -1.63B -8.9M 0.79 19.28 N/A N/A 281,928 221,456 1,176,980 3,699,296 2021-06-16 $55.84 $37.50 154.1% 44.2% 187.4% 36.7% 180.6% -42.0% -3.0% 7.4M -1.56B -8.6M 3.78 18.33 N/A N/A 196,744 744,220 1,208,948 3,772,688 2021-06-17 $56.16 $38.75 147.8% 42.3% 183.6% 34.8% 181.7% -44.6% 1.5% 8.1M -1.60B -8.7M 1.30 17.41 N/A N/A 298,488 388,212 1,241,472 3,890,116 2021-06-18 $53.75 $37.50 137.5% 39.5% 184.7% 31.9% 174.3% -42.7% 1.8% 3.2M -1.30B -8.2M 0.60 15.73 N/A N/A 312,400 187,892 1,289,696 3,861,824 2021-06-21 $50.05 $38.75 135.8% 38.9% 186.7% 31.4% 172.2% -43.6% -0.6% 3.5M -1.07B -7.5M 0.84 16.11 N/A N/A 250,480 210,548 986,768 3,580,612 2021-06-22 $53.97 $38.75 140.6% 40.7% 188.3% 32.8% 173.9% -58.2% -1.8% 9.2M -1.47B -8.0M 0.62 13.98 N/A N/A 278,644 171,996 1,077,432 3,648,124 2021-06-23 $54.69 $40.00 140.2% 40.0% 179.3% 32.6% 179.5% -57.0% -2.0% 12.8M -1.63B -8.4M 0.86 12.35 N/A N/A 261,864 224,744 1,155,508 3,702,516 2021-06-24 $53.17 $40.00 130.0% 37.8% 173.1% 29.7% 167.3% -53.2% -3.2% 7.0M -1.32B -7.9M 0.93 12.94 N/A N/A 362,936 338,672 1,239,728 3,749,028 2021-06-25 $50.02 $40.00 129.4% 37.1% 172.5% 29.5% 152.0% -44.1% -0.4% -20.2M -872.3M -7.4M 0.76 12.54 N/A N/A 412,700 315,352 1,333,016 3,808,616 2021-06-28 $53.34 $40.00 123.6% 33.7% 168.2% 27.9% 146.1% -40.5% 0.5% 7.1M -1.35B -7.6M 0.70 9.24 N/A N/A 259,060 181,860 1,028,424 3,679,952 2021-06-29 $52.81 $40.00 120.4% 33.0% 163.1% 27.0% 149.9% -36.4% 0.3% 5.7M -1.25B -7.4M 0.71 12.51 N/A N/A 198,924 140,380 1,110,408 3,741,644 2021-06-30 $53.45 $40.00 118.9% 32.2% 155.4% 26.5% 139.2% -36.3% 0.8% 7.5M -1.30B -7.4M 0.47 12.16 N/A N/A 217,008 101,428 1,136,248 3,769,636
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