GME Options History — July 2021 In July 2021, GME traded between $40.06 and $51.32. ATM implied volatility averaged 102.8%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 17.5% (HV 20d: 85.2%). Max pain ranged from $42.50 to $50.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2021-07-16 : Highest Volume — 536,100 contracts2021-07-23 : Largest IV drop — 7.5% change2021-07-01 : Highest IV Rank — 25.5%2021-07-07 : Largest Expected Move — 33.3%Monthly Statistics Metric Avg Min Max Open Close Price $45.37 $40.06 $51.32 $51.32 $40.06 Max Pain $46.61 $42.50 $50.00 $42.50 $45.00 ATM IV 102.8% 89.6% 115.2% 115.2% 93.4% Expected Move 29.1% 25.0% 33.3% 30.8% 25.0% HV 20d 85.2% 58.1% 153.4% 153.4% 63.9% HV 60d 127.4% 125.3% 133.1% 133.1% 125.6% IV Rank 21.9% 18.1% 25.5% 25.5% 19.2% IV Percentile 7.8% 2.8% 15.1% 15.1% 2.8% Term Structure 2.2% -1.1% 6.5% 1.3% 6.5% VWIV 117.2% 95.7% 139.2% 125.8% 95.7% Skew 25d -14.8% -29.3% -5.1% -29.3% -9.7% Skew 10d -31.8% -66.7% -5.1% -66.7% -26.8% Call IV 25d 117.1% 97.7% 141.4% 141.4% 101.3% Put IV 25d 102.3% 90.1% 113.7% 112.1% 91.6% Bid-Ask Spread % 10.43 6.33 15.83 11.14 8.84 Gamma HHI 0.07 0.03 0.33 0.05 0.33 Net GEX -2.5M -25.2M 9.3M -1.3M -18.3M Net DEX -587.3M -999.3M -177.2M -999.3M -177.2M Net VEX -5.9M -7.2M -5.1M -7.2M -5.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.38 1.24 0.52 0.93 Total Volume 330,088 143,252 536,100 405,652 307,356 Total OI 3,962,120.19 2,717,452 5,126,804 4,969,064 2,962,988
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 2021-07-01 $51.32 $42.50 115.2% 30.8% 153.4% 25.5% 125.8% -29.3% 1.3% -1.3M -999.3M -7.2M 0.52 11.14 N/A N/A 266,808 138,844 1,181,160 3,787,904 2021-07-02 $50.37 $42.50 110.3% 28.8% 153.2% 24.0% 116.4% -27.1% 5.1% -25.2M -874.7M -6.9M 0.74 8.64 N/A N/A 265,616 195,764 1,279,948 3,817,240 2021-07-06 $49.77 $47.50 111.8% 32.6% 147.4% 24.5% 136.2% -24.4% 0.3% 1.5M -911.1M -6.5M 0.60 6.33 N/A N/A 192,836 115,924 1,035,776 3,701,692 2021-07-07 $47.35 $47.50 114.3% 33.3% 142.5% 25.2% 139.2% -22.4% 2.1% -1.9M -696.6M -6.4M 0.74 8.56 N/A N/A 230,528 169,672 1,096,520 3,740,528 2021-07-08 $47.40 $47.50 114.2% 33.0% 141.8% 25.1% 131.0% -25.3% 0.3% 167.9K -716.2M -6.3M 0.69 8.48 N/A N/A 179,816 124,272 1,163,312 3,769,828 2021-07-09 $47.69 $48.75 107.8% 31.5% 64.1% 23.3% 126.5% -24.6% 1.8% -877.3K -746.5M -6.3M 0.57 8.25 N/A N/A 205,972 118,036 1,194,816 3,786,788 2021-07-12 $47.37 $50.00 104.1% 30.3% 58.1% 22.2% 123.2% -5.1% 1.7% 1.0M -775.2M -6.1M 0.60 8.23 N/A N/A 173,120 103,720 1,052,608 3,701,880 2021-07-13 $45.10 $48.75 101.5% 29.4% 59.8% 21.5% 119.1% -6.6% 0.5% -3.2M -551.1M -5.8M 0.62 6.89 N/A N/A 179,272 111,188 1,118,260 3,734,024 2021-07-14 $41.44 $47.50 103.6% 29.5% 65.0% 22.1% 116.7% -7.9% -1.1% -6.8M -278.3M -5.5M 1.15 9.93 N/A N/A 196,272 224,968 1,183,256 3,771,476 2021-07-15 $41.05 $47.50 108.9% 31.2% 64.5% 23.6% 127.4% -12.3% -0.2% -9.4M -248.9M -5.5M 1.24 8.50 N/A N/A 232,084 287,584 1,228,836 3,808,964 2021-07-16 $42.31 $47.50 101.7% 29.4% 66.1% 21.5% 113.4% -10.7% 1.3% -4.6M -399.9M -5.8M 0.92 10.57 N/A N/A 279,012 257,088 1,277,136 3,849,668 2021-07-19 $42.97 $46.25 107.5% 30.9% 65.9% 23.2% 127.4% -14.4% 0.9% 690.8K -469.3M -5.8M 0.57 9.71 N/A N/A 181,836 103,744 731,360 2,064,108 2021-07-20 $47.97 $46.25 103.5% 29.6% 74.9% 22.1% 118.0% -14.8% 1.6% 8.9M -851.0M -6.0M 0.49 10.52 N/A N/A 230,604 114,136 800,192 2,085,124 2021-07-21 $46.29 $46.25 101.0% 28.9% 69.9% 21.3% 115.7% -14.4% 2.3% 9.3M -750.0M -6.0M 0.56 12.19 N/A N/A 168,788 94,072 878,872 2,102,336 2021-07-22 $44.64 $46.25 96.8% 27.6% 70.1% 20.1% 107.9% -9.2% 3.4% 3.3M -547.9M -5.8M 0.67 15.13 N/A N/A 145,940 98,016 903,076 2,119,916 2021-07-23 $45.04 $46.25 89.6% 25.4% 70.1% 18.1% 99.9% -7.6% 2.9% -1.0M -544.4M -5.6M 0.72 15.83 N/A N/A 169,352 121,804 923,916 2,142,632 2021-07-26 $45.83 $46.25 91.9% 25.4% 67.7% 18.7% 103.7% -11.4% 4.3% 3.2M -593.3M -5.5M 0.79 13.35 N/A N/A 117,632 93,116 693,180 2,024,272 2021-07-27 $44.69 $46.25 92.2% 25.5% 63.0% 18.8% 100.3% -11.7% 2.9% 1.6M -535.7M -5.6M 0.73 13.53 N/A N/A 82,616 60,636 726,576 2,047,636 2021-07-28 $42.58 $46.25 96.3% 26.8% 64.6% 20.0% 111.4% -12.5% 3.2% -2.3M -380.6M -5.4M 0.66 12.49 N/A N/A 217,144 142,520 776,080 2,062,208 2021-07-29 $41.48 $46.25 92.3% 25.4% 64.2% 18.9% 105.2% -9.5% 4.6% -6.8M -285.0M -5.3M 0.38 11.81 N/A N/A 169,616 64,524 802,844 2,075,588 2021-07-30 $40.06 $45.00 93.4% 25.0% 63.9% 19.2% 95.7% -9.7% 6.5% -18.3M -177.2M -5.1M 0.93 8.84 N/A N/A 159,448 147,908 856,816 2,106,172
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