GME Options History — December 2021 In December 2021, GME traded between $34.16 and $45.25. ATM implied volatility averaged 106.0%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 12.2% (HV 20d: 93.8%). Max pain ranged from $37.50 to $50.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2021-12-09 : Highest Volume — 741,864 contracts2021-12-13 : Largest IV spike — 17.4% change2021-12-14 : Highest IV Rank — 27.8%2021-12-03 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $39.39 $34.16 $45.25 $45.24 $37.29 Max Pain $39.20 $37.50 $50.00 $50.00 $37.50 ATM IV 106.0% 88.5% 123.3% 103.0% 88.5% Expected Move 30.5% 23.9% 39.8% 33.3% 23.9% HV 20d 93.8% 78.1% 113.3% 80.4% 90.3% HV 60d 70.2% 60.7% 75.4% 60.8% 75.4% IV Rank 22.8% 17.8% 27.8% 21.9% 17.8% IV Percentile 31.5% 12.7% 49.6% 28.6% 12.7% Term Structure 1.1% -3.1% 5.6% 4.2% 4.1% VWIV 122.6% 102.0% 151.9% 124.3% 102.6% Skew 25d -11.7% -21.8% -4.3% -17.2% -5.8% Skew 10d -34.2% -61.0% -13.9% -43.3% -13.9% Call IV 25d 121.2% 96.0% 141.1% 119.1% 96.0% Put IV 25d 109.5% 90.2% 131.3% 101.9% 90.2% Bid-Ask Spread % 12.13 8.79 21.34 14.03 17.74 Gamma HHI 0.05 0.03 0.20 0.03 0.04 Net GEX 2.1M -8.5M 14.3M 1.3M -2.1M Net DEX -260.8M -442.2M 44.0M -404.6M -198.3M Net VEX -4.4M -5.3M -3.8M -5.2M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.34 1.27 0.58 0.49 Total Volume 330,708.909 187,864 741,864 247,180 274,440 Total OI 2,776,001.091 2,554,364 3,010,908 2,612,456 2,905,900
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 2021-12-01 $45.24 $50.00 103.0% 33.3% 80.4% 21.9% 124.3% -17.2% 4.2% 1.3M -404.6M -5.2M 0.58 14.03 N/A N/A 156,540 90,640 904,932 1,707,524 2021-12-02 $45.25 $50.00 104.4% 33.5% 78.1% 22.3% 128.1% -13.7% 0.2% 1.8M -386.5M -5.3M 0.72 12.47 N/A N/A 144,496 103,384 937,056 1,726,928 2021-12-03 $41.77 $50.00 122.3% 39.8% 82.0% 27.5% 151.9% -7.7% -1.6% -3.7M -174.8M -5.1M 0.80 10.21 N/A N/A 218,388 175,000 966,028 1,745,064 2021-12-06 $41.87 $37.50 117.5% 33.2% 82.2% 26.1% 140.1% -7.6% 0.2% 1.8M -315.5M -4.8M 0.68 9.88 N/A N/A 146,268 98,860 852,324 1,702,040 2021-12-07 $43.95 $37.50 107.8% 30.7% 84.4% 23.3% 121.4% -11.6% 1.3% 3.7M -426.1M -4.9M 0.56 10.62 N/A N/A 137,436 77,068 903,600 1,731,708 2021-12-08 $43.62 $37.50 113.1% 30.6% 83.3% 24.8% 121.2% -16.4% -3.1% 4.4M -409.9M -5.0M 0.87 9.96 N/A N/A 205,056 179,040 949,900 1,749,256 2021-12-09 $38.79 $37.50 102.0% 29.3% 91.4% 21.6% 115.1% -4.3% 1.1% -8.5M 44.0M -4.1M 0.99 10.60 N/A N/A 372,020 369,844 1,041,060 1,841,316 2021-12-10 $39.67 $37.50 101.9% 29.5% 91.5% 21.6% 122.4% -11.0% 2.4% -1.4M -91.9M -4.3M 0.80 12.53 N/A N/A 322,596 256,960 1,107,704 1,850,356 2021-12-13 $34.16 $37.50 119.6% 33.8% 103.5% 26.7% 135.5% -17.5% 0.1% -1.3M -9.1M -4.0M 1.27 9.25 N/A N/A 209,320 266,100 944,860 1,747,552 2021-12-14 $36.94 $37.50 123.3% 34.5% 108.1% 27.8% 147.9% -9.8% -2.7% 1.2M -178.9M -4.7M 0.91 11.49 N/A N/A 234,764 214,016 1,026,816 1,828,812 2021-12-15 $37.42 $37.50 112.7% 32.0% 108.5% 24.7% 127.9% -7.7% -1.0% 2.4M -184.3M -4.6M 0.74 15.08 N/A N/A 172,168 126,928 1,086,204 1,871,356 2021-12-16 $36.05 $37.50 109.4% 31.2% 108.3% 23.8% 130.4% -13.1% -1.1% -43.2K -81.5M -4.2M 0.84 10.86 N/A N/A 150,468 126,480 1,111,452 1,875,536 2021-12-17 $38.88 $37.50 111.4% 31.7% 113.3% 24.3% 126.3% -14.0% -1.2% 14.3M -334.7M -4.6M 0.52 9.60 N/A N/A 340,144 177,748 1,142,476 1,868,432 2021-12-20 $39.25 $37.50 113.6% 32.5% 108.0% 25.0% 138.7% -21.8% -0.8% 5.6M -442.2M -4.6M 0.48 8.79 N/A N/A 179,700 86,612 896,644 1,735,536 2021-12-21 $39.26 $37.50 105.9% 30.3% 101.0% 22.8% 119.2% -14.0% 3.0% 6.6M -424.9M -4.6M 0.40 9.50 N/A N/A 134,044 53,820 972,740 1,768,360 2021-12-22 $38.43 $37.50 100.8% 28.9% 92.1% 21.3% 114.7% -10.1% 3.4% 5.1M -340.2M -4.2M 0.40 8.98 N/A N/A 166,756 65,992 1,017,332 1,772,064 2021-12-23 $37.87 $37.50 95.7% 27.3% 92.1% 19.8% 108.2% -7.9% 1.7% 1.5M -273.2M -4.2M 0.48 15.81 N/A N/A 171,964 81,972 1,046,324 1,787,764 2021-12-27 $36.92 $37.50 97.4% 27.6% 91.5% 20.3% 105.5% -11.2% 5.6% 1.1M -229.1M -3.9M 0.63 13.64 N/A N/A 124,992 78,740 890,088 1,742,716 2021-12-28 $36.90 $37.50 98.1% 27.0% 91.5% 20.5% 106.9% -16.9% 2.0% 795.9K -235.6M -3.9M 0.48 12.40 N/A N/A 145,548 69,264 930,540 1,771,668 2021-12-29 $38.28 $37.50 93.2% 25.4% 93.1% 19.1% 107.1% -9.8% 4.5% 2.7M -283.6M -3.9M 0.37 12.04 N/A N/A 229,232 84,688 973,000 1,790,628 2021-12-30 $38.79 $37.50 91.3% 24.7% 89.6% 18.5% 102.0% -8.5% 2.8% 8.3M -356.8M -4.0M 0.34 21.34 N/A N/A 191,524 64,576 1,041,240 1,809,188 2021-12-31 $37.29 $37.50 88.5% 23.9% 90.3% 17.8% 102.6% -5.8% 4.1% -2.1M -198.3M -3.8M 0.49 17.74 N/A N/A 183,856 90,584 1,084,876 1,821,024
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