GME Options History — February 2022

In February 2022, GME traded between $24.60 and $31.91. ATM implied volatility averaged 114.3%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 14.1% (HV 20d: 100.2%). Max pain ranged from $26.25 to $32.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.51.

Notable Days

2022-02-08: Highest Volume — 464,448 contracts
2022-02-22: Largest IV spike — 6.9% change
2022-02-01: Highest IV Rank — 25.6%
2022-02-02: Largest Expected Move — 35.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.13	$24.60	$31.91	$28.04	$30.59
Max Pain	$27.86	$26.25	$32.50	$32.50	$28.75
ATM IV	114.3%	107.4%	123.7%	115.9%	120.1%
Expected Move	32.7%	30.9%	35.6%	35.0%	33.3%
HV 20d	100.2%	92.8%	105.6%	94.0%	97.0%
HV 60d	91.8%	86.6%	96.6%	86.6%	90.6%
IV Rank	15.5%	12.7%	25.6%	25.6%	16.9%
IV Percentile	51.3%	40.1%	66.3%	52.8%	61.1%
Term Structure	1.9%	-1.7%	8.3%	0.4%	-0.2%
VWIV	127.3%	117.8%	136.1%	136.1%	126.2%
Skew 25d	-15.9%	-19.7%	-4.8%	-17.8%	-4.8%
Skew 10d	-31.9%	-45.2%	-14.4%	-35.0%	-14.4%
Call IV 25d	132.0%	125.2%	141.6%	135.2%	131.5%
Put IV 25d	116.1%	107.5%	126.7%	117.3%	126.7%
Bid-Ask Spread %	11.05	8.85	13.81	11.85	13.45
Gamma HHI	0.04	0.03	0.05	0.03	0.05
Net GEX	7.1M	1.1M	12.9M	7.1M	6.6M
Net DEX	-314.2M	-538.7M	-52.3M	-282.4M	-334.4M
Net VEX	-4.0M	-4.3M	-3.4M	-3.9M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.32	0.84	0.48	0.32
Total Volume	307,627.579	214,188	464,448	275,172	239,192
Total OI	1,855,357.474	1,521,900	2,101,212	1,797,408	1,521,900

Daily Data (19 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
2022-02-01	$28.04	$32.50	115.9%	35.0%	94.0%	25.6%	136.1%	-17.8%	0.4%	7.1M	-282.4M	-3.9M	0.48	11.85	N/A	N/A	186,200	88,972	962,848	834,560
2022-02-02	$24.60	$32.50	114.0%	35.6%	102.6%	14.9%	131.4%	-17.8%	-0.9%	1.7M	-52.3M	-3.4M	0.84	13.81	N/A	N/A	159,840	134,932	1,015,700	856,560
2022-02-03	$24.70	$26.25	115.9%	33.0%	93.9%	15.5%	135.0%	-19.3%	-1.1%	1.1M	-65.5M	-3.6M	0.53	9.19	N/A	N/A	188,204	99,032	1,064,372	893,100
2022-02-04	$25.53	$26.25	112.1%	32.1%	95.4%	14.3%	129.1%	-14.8%	-1.7%	1.4M	-94.8M	-3.6M	0.64	10.67	N/A	N/A	220,704	140,364	1,118,720	910,532
2022-02-07	$25.53	$26.25	112.6%	32.1%	92.8%	14.4%	134.2%	-17.2%	0.7%	3.1M	-110.1M	-3.6M	0.68	12.55	N/A	N/A	140,604	96,008	934,464	813,508
2022-02-08	$28.34	$26.25	109.5%	31.6%	99.8%	13.4%	124.2%	-14.3%	0.8%	7.6M	-299.3M	-4.0M	0.41	10.61	N/A	N/A	329,996	134,452	990,836	849,568
2022-02-09	$31.03	$26.25	111.7%	32.2%	105.5%	14.2%	126.1%	-18.4%	0.2%	12.6M	-538.7M	-4.3M	0.41	9.28	N/A	N/A	263,512	108,520	1,065,140	900,776
2022-02-10	$30.32	$27.50	110.9%	31.7%	105.6%	13.9%	125.4%	-17.7%	0.4%	12.9M	-499.6M	-4.3M	0.52	9.34	N/A	N/A	282,292	146,856	1,108,872	930,500
2022-02-11	$30.90	$27.50	112.6%	31.9%	104.3%	14.4%	122.3%	-14.7%	-0.9%	11.3M	-517.6M	-4.3M	0.56	10.04	N/A	N/A	292,164	163,900	1,139,404	959,316
2022-02-14	$29.44	$27.50	112.6%	32.4%	104.3%	14.4%	124.6%	-19.7%	7.1%	5.7M	-282.0M	-4.0M	0.56	9.97	N/A	N/A	153,468	85,724	947,972	855,448
2022-02-15	$31.50	$27.50	107.4%	30.9%	104.1%	12.7%	119.2%	-17.7%	6.8%	9.3M	-418.2M	-4.1M	0.51	10.27	N/A	N/A	156,484	79,792	998,900	879,284
2022-02-16	$31.91	$27.50	107.9%	30.9%	103.7%	12.9%	117.8%	-18.7%	8.3%	11.5M	-482.4M	-4.2M	0.40	8.85	N/A	N/A	236,920	94,000	1,048,544	894,232
2022-02-17	$30.86	$27.50	111.8%	31.8%	103.4%	14.2%	122.4%	-16.5%	5.3%	8.4M	-381.2M	-4.2M	0.65	9.97	N/A	N/A	166,208	107,296	1,113,200	928,076
2022-02-18	$30.52	$27.50	113.1%	31.9%	103.0%	14.6%	126.1%	-18.0%	6.4%	5.4M	-332.6M	-4.1M	0.57	10.49	N/A	N/A	196,516	112,820	1,151,256	949,956
2022-02-22	$29.91	$27.50	120.9%	33.6%	97.0%	17.1%	131.2%	-16.6%	1.8%	5.9M	-322.8M	-4.0M	0.42	12.77	N/A	N/A	151,476	63,428	769,668	757,716
2022-02-23	$28.74	$27.50	123.0%	33.7%	98.3%	17.8%	130.1%	-17.8%	-0.3%	4.7M	-261.7M	-3.9M	0.39	10.72	N/A	N/A	154,128	60,060	832,528	779,268
2022-02-24	$31.26	$28.00	123.7%	35.0%	101.9%	18.1%	135.5%	-10.8%	1.1%	11.6M	-415.6M	-4.0M	0.35	13.50	N/A	N/A	204,968	72,568	903,980	795,864
2022-02-25	$29.66	$28.75	116.0%	32.4%	96.9%	15.5%	121.3%	-9.2%	2.0%	7.3M	-279.7M	-3.9M	0.46	12.61	N/A	N/A	228,112	105,212	962,296	812,928
2022-02-28	$30.59	$28.75	120.1%	33.3%	97.0%	16.9%	126.2%	-4.8%	-0.2%	6.6M	-334.4M	-3.9M	0.32	13.45	N/A	N/A	181,472	57,720	754,556	767,344