GME Options History — October 2021 In October 2021, GME traded between $42.44 and $46.72. ATM implied volatility averaged 73.8%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 33.0% (HV 20d: 40.9%). Max pain ranged from $42.50 to $50.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2021-10-11 : Highest Volume — 434,100 contracts2021-10-22 : Largest IV spike — 6.8% change2021-10-04 : Highest IV Rank — 15.7%2021-10-04 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.50 $42.44 $46.72 $44.16 $45.98 Max Pain $42.86 $42.50 $50.00 $50.00 $42.50 ATM IV 73.8% 68.6% 81.5% 81.3% 71.1% Expected Move 21.4% 19.8% 24.0% 21.7% 20.3% HV 20d 40.9% 35.2% 47.1% 47.1% 40.7% HV 60d 71.6% 69.0% 76.0% 75.8% 69.0% IV Rank 13.5% 12.0% 15.7% 15.7% 12.7% IV Percentile 1.7% 0.4% 3.2% 2.4% 2.8% Term Structure 1.3% -2.7% 4.9% 4.0% 4.3% VWIV 83.4% 74.2% 93.6% 83.9% 74.2% Skew 25d -9.7% -13.2% -6.3% -7.3% -13.1% Skew 10d -27.0% -36.3% -17.7% -17.7% -31.7% Call IV 25d 82.7% 77.9% 90.0% 90.0% 80.9% Put IV 25d 73.0% 66.9% 82.7% 82.7% 67.7% Bid-Ask Spread % 15.92 12.73 21.27 19.40 12.73 Gamma HHI 0.06 0.04 0.22 0.04 0.19 Net GEX 4.9M -11.7M 27.4M -1.8M 27.4M Net DEX -510.9M -784.5M -290.3M -354.7M -784.5M Net VEX -4.5M -4.8M -4.3M -4.8M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.21 0.78 0.38 0.40 Total Volume 275,388.952 159,292 434,100 330,128 341,184 Total OI 2,824,282.286 2,487,948 3,098,780 2,991,464 2,857,912
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 2021-10-01 $44.16 $50.00 81.3% 21.7% 47.1% 15.7% 83.9% -7.3% 4.0% -1.8M -354.7M -4.8M 0.38 19.40 N/A N/A 239,116 91,012 933,764 2,057,700 2021-10-04 $42.95 $42.50 81.5% 24.0% 45.6% 15.7% 91.4% -7.0% 1.0% -1.7M -360.7M -4.7M 0.62 14.22 N/A N/A 110,572 68,108 815,912 1,992,008 2021-10-05 $43.16 $42.50 81.2% 23.6% 45.3% 15.6% 88.9% -6.7% -2.7% -2.1M -355.3M -4.5M 0.52 16.12 N/A N/A 106,620 55,000 845,220 2,003,340 2021-10-06 $42.44 $42.50 80.0% 23.9% 45.2% 15.3% 90.1% -9.3% 1.6% -3.8M -319.4M -4.6M 0.33 14.74 N/A N/A 119,356 39,936 891,648 2,030,048 2021-10-07 $43.13 $42.50 75.7% 22.4% 45.9% 14.1% 87.1% -7.2% 1.3% -731.3K -367.7M -4.6M 0.40 13.89 N/A N/A 132,364 52,836 928,752 2,046,644 2021-10-08 $43.03 $42.50 73.6% 21.7% 43.8% 13.4% 85.9% -6.3% 0.8% -462.6K -341.0M -4.5M 0.43 12.90 N/A N/A 158,204 67,404 956,504 2,054,408 2021-10-11 $44.67 $42.50 75.4% 22.5% 39.8% 14.0% 93.6% -13.2% 3.5% 1.8M -496.7M -4.5M 0.21 16.93 N/A N/A 357,776 76,324 819,812 1,982,296 2021-10-12 $43.81 $42.50 74.6% 21.8% 40.0% 13.7% 89.6% -8.7% 2.1% 980.5K -419.0M -4.3M 0.33 15.67 N/A N/A 126,744 41,880 859,456 1,999,404 2021-10-13 $45.79 $42.50 77.6% 22.5% 42.8% 14.6% 90.7% -10.3% 1.2% 10.4M -631.8M -4.8M 0.24 15.14 N/A N/A 270,772 63,692 974,372 2,016,028 2021-10-14 $45.83 $42.50 73.6% 21.4% 42.7% 13.5% 85.0% -10.3% 0.6% 12.8M -625.1M -4.6M 0.25 18.11 N/A N/A 280,272 69,036 1,003,088 2,025,744 2021-10-15 $45.90 $42.50 69.1% 20.2% 42.7% 12.2% 77.1% -9.9% 1.4% 5.8M -621.8M -4.4M 0.30 16.92 N/A N/A 227,752 68,388 1,058,212 2,040,568 2021-10-18 $46.34 $42.50 68.6% 19.8% 35.3% 12.0% 75.4% -9.6% 1.4% 7.1M -623.7M -4.5M 0.32 15.75 N/A N/A 183,408 57,972 726,976 1,760,972 2021-10-19 $46.72 $42.50 70.8% 20.4% 35.2% 12.6% 77.1% -10.8% -1.7% 10.0M -684.7M -4.5M 0.23 14.73 N/A N/A 189,720 43,140 758,928 1,776,504 2021-10-20 $46.29 $42.50 69.4% 19.9% 35.3% 12.2% 78.6% -9.9% -0.3% 12.8M -662.1M -4.7M 0.28 16.23 N/A N/A 162,584 45,888 884,868 1,821,380 2021-10-21 $45.16 $42.50 68.9% 19.8% 36.2% 12.1% 76.2% -10.8% -1.7% 2.6M -558.8M -4.6M 0.23 14.61 N/A N/A 263,028 59,656 910,372 1,832,876 2021-10-22 $42.61 $42.50 73.6% 21.4% 40.0% 13.5% 80.8% -11.5% -2.6% -11.7M -290.3M -4.3M 0.78 14.02 N/A N/A 240,540 186,724 985,092 1,843,760 2021-10-25 $43.36 $42.50 72.4% 21.3% 39.6% 13.1% 85.5% -9.6% 2.6% 2.2M -463.7M -4.4M 0.38 19.41 N/A N/A 169,920 64,376 806,860 1,802,160 2021-10-26 $44.38 $42.50 71.4% 20.4% 37.5% 12.8% 83.1% -11.5% 4.9% 8.1M -570.8M -4.6M 0.24 21.27 N/A N/A 284,664 68,716 859,948 1,818,260 2021-10-27 $43.48 $42.50 69.6% 20.1% 37.5% 12.3% 77.8% -11.1% 3.6% 6.8M -501.3M -4.4M 0.32 15.37 N/A N/A 174,408 56,348 917,356 1,829,140 2021-10-28 $45.38 $42.50 71.4% 20.6% 40.5% 12.8% 80.5% -10.3% 2.1% 17.3M -696.0M -4.6M 0.31 16.26 N/A N/A 279,872 87,856 940,236 1,841,400 2021-10-29 $45.98 $42.50 71.1% 20.3% 40.7% 12.7% 74.2% -13.1% 4.3% 27.4M -784.5M -4.6M 0.40 12.73 N/A N/A 244,324 96,860 998,796 1,859,116
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