GME Options History — September 2021 In September 2021, GME traded between $44.12 and $53.26. ATM implied volatility averaged 93.7%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 9.1% (HV 20d: 84.6%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2021-09-09 : Highest Volume — 1,025,784 contracts2021-09-09 : Largest IV drop — 15.1% change2021-09-01 : Highest IV Rank — 28.8%2021-09-01 : Largest Expected Move — 38.8%Monthly Statistics Metric Avg Min Max Open Close Price $48.89 $44.12 $53.26 $53.26 $44.12 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 93.7% 77.0% 126.8% 126.8% 88.1% Expected Move 26.5% 21.0% 38.8% 38.8% 24.4% HV 20d 84.6% 46.9% 106.3% 100.2% 47.0% HV 60d 80.7% 75.8% 109.0% 109.0% 75.8% IV Rank 19.2% 14.4% 28.8% 28.8% 17.6% IV Percentile 6.2% 0.4% 32.1% 32.1% 3.2% Term Structure 0.8% -4.6% 4.7% -3.3% 4.7% VWIV 103.1% 78.2% 148.1% 148.1% 95.0% Skew 25d -15.2% -29.8% -4.0% -29.8% -8.1% Skew 10d -39.5% -64.0% -16.7% -63.8% -36.1% Call IV 25d 106.9% 82.1% 150.2% 150.2% 98.6% Put IV 25d 91.7% 76.8% 120.3% 120.3% 90.5% Bid-Ask Spread % 15.92 9.87 42.99 9.94 42.99 Gamma HHI 0.05 0.03 0.23 0.04 0.05 Net GEX 4.9M -18.6M 22.2M 21.1M -6.2M Net DEX -806.5M -1.50B -325.2M -1.50B -363.9M Net VEX -5.6M -7.2M -4.5M -7.2M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.29 0.88 0.29 0.56 Total Volume 392,427.429 182,856 1,025,784 450,524 528,508 Total OI 3,040,275.81 2,725,556 3,368,240 3,151,668 2,958,180
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 2021-09-01 $53.26 $50.00 126.8% 38.8% 100.2% 28.8% 148.1% -29.8% -3.3% 21.1M -1.50B -7.2M 0.29 9.94 N/A N/A 349,092 101,432 1,052,408 2,099,260 2021-09-02 $53.22 $50.00 122.4% 34.0% 100.1% 27.5% 137.7% -28.2% -1.8% 22.2M -1.47B -7.1M 0.38 15.82 N/A N/A 231,548 88,732 1,088,880 2,122,936 2021-09-03 $50.81 $50.00 109.4% 30.8% 102.3% 23.8% 122.7% -21.3% -1.1% 8.5M -1.09B -6.5M 0.50 16.35 N/A N/A 387,020 192,600 1,155,928 2,154,160 2021-09-07 $49.48 $50.00 111.9% 31.5% 101.2% 24.5% 123.8% -26.0% -1.9% 7.4M -918.0M -6.2M 0.57 12.62 N/A N/A 198,332 113,204 913,028 2,070,012 2021-09-08 $49.77 $50.00 115.4% 31.9% 100.8% 25.5% 125.8% -24.7% -4.6% 7.4M -948.3M -6.3M 0.69 17.82 N/A N/A 309,880 214,332 966,796 2,107,976 2021-09-09 $49.68 $50.00 97.9% 28.5% 100.7% 20.5% 113.9% -23.4% 2.6% 4.3M -840.7M -5.7M 0.52 11.79 N/A N/A 674,292 351,492 1,028,032 2,153,140 2021-09-10 $47.55 $50.00 89.2% 25.9% 102.5% 17.9% 99.5% -20.3% 0.9% -7.5M -568.7M -5.5M 0.54 12.26 N/A N/A 348,692 188,880 1,110,312 2,257,928 2021-09-13 $50.52 $50.00 90.5% 26.0% 104.2% 18.3% 108.1% -19.2% 4.6% 9.7M -925.5M -5.7M 0.36 18.14 N/A N/A 413,928 149,084 911,564 2,097,868 2021-09-14 $50.05 $50.00 88.4% 25.4% 104.4% 17.7% 95.0% -17.3% 1.9% 9.5M -882.9M -5.6M 0.48 12.64 N/A N/A 182,940 87,108 958,864 2,116,232 2021-09-15 $51.14 $50.00 90.3% 25.9% 104.4% 18.3% 98.1% -15.2% 1.6% 15.5M -1.03B -5.7M 0.38 15.87 N/A N/A 200,680 77,072 1,054,016 2,148,560 2021-09-16 $51.45 $50.00 89.3% 25.5% 103.3% 18.0% 100.2% -18.6% 2.1% 17.8M -1.09B -5.9M 0.34 15.42 N/A N/A 366,504 124,736 1,080,476 2,165,604 2021-09-17 $51.60 $50.00 87.6% 25.1% 102.2% 17.5% 93.5% -13.6% 0.8% 8.7M -1.10B -5.7M 0.40 9.87 N/A N/A 297,476 119,600 1,125,472 2,177,012 2021-09-20 $48.07 $50.00 94.4% 26.9% 106.3% 19.4% 101.5% -11.7% -0.7% 4.9M -683.6M -5.4M 0.88 12.33 N/A N/A 217,256 190,544 764,680 1,960,876 2021-09-21 $47.43 $50.00 89.3% 25.3% 106.0% 18.0% 97.0% -8.1% 1.8% 3.5M -628.3M -5.3M 0.65 16.68 N/A N/A 138,136 89,948 808,372 1,981,392 2021-09-22 $47.63 $50.00 85.3% 24.1% 52.7% 16.8% 96.7% -7.7% 1.6% 1.6M -605.3M -5.2M 0.47 17.66 N/A N/A 124,696 58,160 859,552 2,025,136 2021-09-23 $47.80 $50.00 80.5% 22.4% 46.9% 15.4% 83.4% -4.0% 2.3% 1.2M -585.8M -5.1M 0.47 15.04 N/A N/A 158,200 73,584 890,824 2,052,868 2021-09-24 $46.30 $50.00 77.4% 21.1% 47.2% 14.5% 80.5% -5.4% 2.0% -18.6M -415.7M -4.7M 0.55 14.47 N/A N/A 162,236 89,832 916,396 2,072,652 2021-09-27 $47.37 $50.00 77.3% 21.0% 48.2% 14.5% 83.0% -5.5% 1.8% 1.3M -549.5M -4.7M 0.35 15.67 N/A N/A 168,280 59,128 762,612 1,983,220 2021-09-28 $45.23 $50.00 79.5% 21.2% 49.5% 15.2% 82.9% -6.3% 0.4% -2.1M -421.0M -4.6M 0.74 15.91 N/A N/A 124,324 92,248 796,428 2,002,056 2021-09-29 $44.30 $50.00 77.0% 21.0% 47.0% 14.4% 78.2% -5.4% 0.4% -6.3M -325.2M -4.5M 0.64 15.06 N/A N/A 120,100 77,140 867,444 2,026,640 2021-09-30 $44.12 $50.00 88.1% 24.4% 47.0% 17.6% 95.0% -8.1% 4.7% -6.2M -363.9M -4.9M 0.56 42.99 N/A N/A 339,652 188,856 905,416 2,052,764
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