GME Options History — November 2021 In November 2021, GME traded between $49.15 and $61.80. ATM implied volatility averaged 99.6%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 40.1% (HV 20d: 59.6%). Max pain ranged from $42.50 to $50.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.34.
Notable Days 2021-11-03 : Highest Volume — 1,351,284 contracts2021-11-19 : Largest IV spike — 17.0% change2021-11-22 : Highest IV Rank — 29.6%2021-11-22 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $52.63 $49.15 $61.80 $50.17 $49.15 Max Pain $49.11 $42.50 $50.00 $42.50 $50.00 ATM IV 99.6% 82.3% 129.6% 82.3% 100.7% Expected Move 29.2% 23.8% 39.1% 23.8% 31.9% HV 20d 59.6% 49.1% 81.5% 49.1% 76.3% HV 60d 63.8% 46.0% 71.9% 71.1% 58.6% IV Rank 21.0% 15.9% 29.6% 15.9% 21.3% IV Percentile 22.8% 10.7% 51.6% 10.7% 25.0% Term Structure 1.0% -7.3% 10.3% 7.0% 8.0% VWIV 117.8% 91.8% 161.1% 91.8% 118.9% Skew 25d -31.0% -50.7% -17.0% -19.1% -17.0% Skew 10d -66.0% -82.3% -40.3% -40.3% -40.6% Call IV 25d 124.4% 98.4% 169.2% 98.4% 115.7% Put IV 25d 93.4% 79.3% 118.5% 79.3% 98.8% Bid-Ask Spread % 11.26 6.92 17.80 15.45 12.63 Gamma HHI 0.05 0.04 0.09 0.05 0.04 Net GEX 16.7M -4.0M 34.9M 17.8M 5.1M Net DEX -1.14B -1.98B -634.3M -1.04B -634.3M Net VEX -6.0M -7.2M -4.9M -4.9M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.21 0.56 0.23 0.55 Total Volume 435,735.619 216,596 1,351,284 770,832 235,252 Total OI 2,866,645.905 2,493,844 3,183,492 2,676,004 2,571,788
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 2021-11-01 $50.17 $42.50 82.3% 23.8% 49.1% 15.9% 91.8% -19.1% 7.0% 17.8M -1.04B -4.9M 0.23 15.45 N/A N/A 624,812 146,020 868,600 1,807,404 2021-11-02 $51.91 $43.75 90.7% 26.6% 50.0% 18.4% 102.9% -25.6% 4.9% 29.0M -1.37B -5.9M 0.21 17.04 N/A N/A 463,840 97,000 1,029,964 1,860,328 2021-11-03 $54.30 $45.00 97.1% 29.3% 50.5% 20.2% 121.0% -41.7% 8.7% 31.9M -1.71B -6.2M 0.24 17.80 N/A N/A 1,086,264 265,020 1,073,624 1,880,156 2021-11-04 $53.85 $50.00 98.4% 30.3% 51.0% 20.6% 118.5% -36.9% 10.3% 31.5M -1.55B -6.5M 0.24 9.31 N/A N/A 434,824 103,536 1,196,048 1,931,296 2021-11-05 $53.36 $50.00 95.3% 28.4% 51.3% 19.7% 116.0% -37.1% 9.8% 18.1M -1.45B -6.2M 0.33 8.51 N/A N/A 347,576 113,664 1,232,292 1,951,200 2021-11-08 $54.25 $50.00 102.7% 30.1% 50.4% 21.8% 123.1% -41.9% 0.8% 21.2M -1.37B -6.4M 0.33 9.50 N/A N/A 266,032 87,176 970,804 1,862,132 2021-11-09 $51.78 $50.00 97.1% 27.8% 53.3% 20.2% 112.1% -35.2% -1.1% 14.6M -1.06B -6.0M 0.42 9.27 N/A N/A 200,536 83,908 1,022,812 1,891,736 2021-11-10 $49.80 $50.00 98.0% 27.2% 54.1% 20.5% 107.9% -29.4% -2.3% 5.6M -817.3M -5.7M 0.43 10.35 N/A N/A 173,752 73,992 1,050,176 1,915,592 2021-11-11 $50.84 $50.00 94.4% 26.1% 54.4% 19.4% 111.4% -25.8% -4.0% 7.1M -869.6M -5.7M 0.37 8.90 N/A N/A 192,664 72,164 1,059,588 1,926,404 2021-11-12 $50.55 $50.00 92.4% 26.2% 54.5% 18.9% 112.7% -22.1% -0.8% 1.9M -831.3M -5.4M 0.56 10.26 N/A N/A 170,220 95,464 1,094,808 1,938,396 2021-11-15 $51.93 $50.00 96.6% 27.5% 55.1% 20.1% 112.5% -27.5% -2.8% 12.1M -949.7M -5.5M 0.29 10.67 N/A N/A 201,856 59,096 940,820 1,890,016 2021-11-16 $51.88 $50.00 95.7% 27.3% 55.1% 19.8% 117.0% -25.6% 0.1% 16.3M -993.6M -5.7M 0.28 8.11 N/A N/A 176,752 48,900 999,056 1,901,056 2021-11-17 $52.30 $50.00 94.0% 26.9% 54.8% 19.3% 111.7% -27.8% -1.3% 20.2M -1.06B -5.7M 0.34 10.69 N/A N/A 174,956 59,940 1,030,712 1,908,596 2021-11-18 $52.28 $50.00 96.4% 27.8% 53.7% 20.0% 118.3% -28.5% -3.1% 22.0M -1.05B -5.7M 0.37 10.32 N/A N/A 157,964 58,632 1,055,628 1,914,824 2021-11-19 $56.65 $50.00 112.7% 33.1% 53.8% 24.7% 131.9% -38.3% -7.3% 34.9M -1.65B -6.3M 0.23 6.92 N/A N/A 590,888 138,832 1,084,384 1,922,184 2021-11-22 $61.80 $50.00 129.6% 39.1% 59.7% 29.6% 161.1% -50.7% -2.6% 28.0M -1.98B -7.2M 0.23 10.36 N/A N/A 549,936 126,344 871,560 1,640,920 2021-11-23 $54.05 $50.00 110.0% 32.3% 80.2% 24.0% 126.6% -42.9% -1.2% 18.1M -1.16B -6.6M 0.33 13.18 N/A N/A 473,192 154,976 1,024,596 1,694,324 2021-11-24 $53.03 $50.00 102.5% 30.5% 80.2% 21.8% 117.7% -30.7% -2.3% 11.6M -926.6M -6.3M 0.37 10.62 N/A N/A 266,328 99,660 1,104,876 1,723,700 2021-11-26 $50.67 $50.00 106.4% 31.8% 81.5% 22.9% 118.8% -27.0% -4.7% -4.0M -671.2M -5.9M 0.55 12.48 N/A N/A 163,324 90,228 1,122,900 1,740,420 2021-11-29 $50.74 $50.00 99.3% 29.8% 81.5% 20.9% 121.8% -20.9% 4.6% 6.9M -769.5M -5.7M 0.31 14.05 N/A N/A 171,940 52,988 822,248 1,671,596 2021-11-30 $49.15 $50.00 100.7% 31.9% 76.3% 21.3% 118.9% -17.0% 8.0% 5.1M -634.3M -5.5M 0.55 12.63 N/A N/A 151,364 83,888 880,548 1,691,240
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