GME Options History — August 2021 In August 2021, GME traded between $36.75 and $53.76. ATM implied volatility averaged 112.1%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded above realized volatility by 40.6% (HV 20d: 71.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2021-08-24 : Highest Volume — 1,558,700 contracts2021-08-24 : Largest IV spike — 50.7% change2021-08-24 : Highest IV Rank — 35.4%2021-08-24 : Largest Expected Move — 45.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.82 $36.75 $53.76 $39.47 $53.76 Max Pain $48.07 $45.00 $50.00 $45.00 $50.00 ATM IV 112.1% 97.8% 149.8% 97.8% 125.0% Expected Move 32.5% 25.9% 45.7% 25.9% 37.9% HV 20d 71.5% 45.3% 105.4% 63.8% 101.4% HV 60d 117.8% 109.0% 125.9% 125.6% 110.6% IV Rank 24.5% 20.4% 35.4% 20.4% 28.3% IV Percentile 16.2% 4.4% 57.1% 4.4% 28.2% Term Structure 1.0% -5.2% 11.0% 7.1% -1.9% VWIV 128.8% 100.7% 190.3% 100.7% 144.3% Skew 25d -19.8% -47.5% -9.0% -11.0% -30.6% Skew 10d -44.3% -84.4% -29.0% -29.0% -57.3% Call IV 25d 130.4% 110.2% 180.6% 111.0% 148.5% Put IV 25d 110.6% 97.7% 145.4% 99.9% 117.9% Bid-Ask Spread % 12.15 9.12 21.82 11.74 10.47 Gamma HHI 0.06 0.04 0.13 0.06 0.04 Net GEX 5.6M -4.8M 25.4M -1.4M 20.1M Net DEX -636.9M -1.53B -93.6M -275.2M -1.53B Net VEX -5.4M -7.2M -4.5M -5.0M -7.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.28 0.87 0.82 0.28 Total Volume 385,790.545 122,176 1,558,700 289,804 412,140 Total OI 2,893,671.273 2,605,696 3,271,312 2,713,164 3,012,768
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 2021-08-02 $39.47 $45.00 97.8% 25.9% 63.8% 20.4% 100.7% -11.0% 7.1% -1.4M -275.2M -5.0M 0.82 11.74 N/A N/A 159,644 130,160 702,280 2,010,884 2021-08-03 $38.00 $45.00 102.0% 26.9% 64.5% 21.6% 104.3% -11.4% 8.1% -3.0M -159.9M -4.8M 0.87 16.11 N/A N/A 124,688 108,652 732,620 2,042,716 2021-08-04 $36.75 $45.00 103.7% 28.2% 63.5% 22.1% 106.2% -11.1% 9.3% -4.7M -93.6M -4.9M 0.67 21.82 N/A N/A 141,584 94,372 790,176 2,073,060 2021-08-05 $38.15 $50.00 104.7% 32.0% 65.8% 22.4% 123.9% -9.0% 8.5% -1.5M -212.6M -5.1M 0.46 11.67 N/A N/A 169,220 78,172 850,304 2,086,864 2021-08-06 $37.81 $50.00 100.4% 30.4% 65.5% 21.2% 119.1% -12.3% 11.0% -3.3M -168.7M -4.9M 0.66 11.01 N/A N/A 118,604 77,724 884,188 2,099,648 2021-08-09 $40.48 $50.00 112.8% 33.0% 71.4% 24.7% 130.0% -16.3% -0.5% 2.0M -442.4M -5.1M 0.37 12.47 N/A N/A 216,396 79,912 741,044 2,016,980 2021-08-10 $39.92 $50.00 111.8% 32.4% 69.8% 24.5% 123.6% -15.9% 0.9% 849.5K -395.9M -5.0M 0.69 11.02 N/A N/A 122,684 84,128 765,824 2,036,588 2021-08-11 $39.59 $50.00 112.9% 32.2% 63.4% 24.8% 126.9% -14.2% -0.7% 1.9M -381.4M -5.0M 0.57 9.56 N/A N/A 77,588 44,588 848,504 2,055,460 2021-08-12 $40.33 $50.00 110.2% 31.3% 63.7% 24.0% 121.1% -13.8% -1.5% 4.3M -441.0M -5.0M 0.48 10.34 N/A N/A 131,480 63,612 878,476 2,075,100 2021-08-13 $40.50 $50.00 104.5% 30.0% 62.7% 22.3% 115.5% -13.2% 1.1% 5.5M -423.5M -4.7M 0.67 13.01 N/A N/A 162,828 109,136 894,844 2,082,932 2021-08-16 $40.77 $50.00 104.5% 29.7% 62.5% 22.4% 119.6% -13.0% 1.1% 2.5M -439.9M -4.8M 0.32 11.27 N/A N/A 187,344 59,528 799,884 2,021,212 2021-08-17 $40.82 $50.00 103.4% 29.6% 46.3% 22.0% 123.2% -18.1% -0.8% 3.7M -443.1M -4.8M 0.47 11.89 N/A N/A 114,964 53,752 844,364 2,043,196 2021-08-18 $39.60 $47.50 101.1% 29.0% 45.9% 21.4% 112.1% -14.0% 0.3% 1.0M -344.0M -4.7M 0.58 13.24 N/A N/A 91,340 53,416 900,108 2,054,120 2021-08-19 $38.50 $46.25 102.0% 29.3% 45.3% 21.6% 112.5% -13.2% -1.9% -4.8M -240.8M -4.5M 0.83 11.70 N/A N/A 113,752 94,784 922,864 2,065,560 2021-08-20 $39.83 $46.25 98.3% 28.3% 47.3% 20.6% 110.3% -13.1% -1.5% 1.7M -330.4M -4.5M 0.44 12.39 N/A N/A 166,992 74,272 949,608 2,079,100 2021-08-23 $41.42 $46.25 99.4% 28.8% 49.4% 20.9% 109.3% -14.5% -0.6% 4.4M -506.1M -4.6M 0.38 11.35 N/A N/A 174,096 66,936 695,360 1,910,336 2021-08-24 $53.35 $45.00 149.8% 45.7% 103.5% 35.4% 190.3% -35.2% -3.6% 13.4M -1.50B -6.6M 0.49 11.30 N/A N/A 1,042,920 515,780 735,636 1,928,488 2021-08-25 $49.73 $45.00 140.4% 42.6% 105.4% 32.7% 181.9% -47.5% -5.2% 17.0M -1.40B -6.3M 0.31 13.36 N/A N/A 849,076 261,508 805,676 1,952,400 2021-08-26 $50.80 $46.25 132.4% 38.7% 104.7% 30.4% 157.9% -44.2% -3.2% 22.4M -1.52B -6.8M 0.37 10.22 N/A N/A 569,396 207,948 971,088 2,100,844 2021-08-27 $50.73 $50.00 123.1% 36.3% 103.4% 27.7% 150.8% -31.1% -4.2% 25.4M -1.45B -6.8M 0.34 9.12 N/A N/A 452,988 154,156 1,111,216 2,160,096 2021-08-30 $51.84 $50.00 125.8% 37.7% 103.0% 28.5% 150.8% -33.0% 0.1% 15.1M -1.31B -7.0M 0.35 12.28 N/A N/A 351,336 123,796 882,948 2,045,404 2021-08-31 $53.76 $50.00 125.0% 37.9% 101.4% 28.3% 144.3% -30.6% -1.9% 20.1M -1.53B -7.2M 0.28 10.47 N/A N/A 321,296 90,844 953,720 2,059,048
« Jul 2021 | All History | Sep 2021 » Home GME History August 2021