GME Options History — March 2022 In March 2022, GME traded between $19.64 and $46.26. ATM implied volatility averaged 120.3%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 8.3% (HV 20d: 111.9%). Max pain ranged from $27.50 to $37.50. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.56.
Notable Days 2022-03-23 : Highest Volume — 1,672,116 contracts2022-03-28 : Largest IV spike — 22.1% change2022-03-29 : Highest IV Rank — 49.0%2022-03-11 : Largest Expected Move — 39.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.97 $19.64 $46.26 $29.66 $42.06 Max Pain $30.03 $27.50 $37.50 $28.75 $37.50 ATM IV 120.3% 98.1% 151.1% 121.1% 122.1% Expected Move 33.1% 27.6% 39.3% 32.0% 33.8% HV 20d 111.9% 75.9% 164.3% 90.3% 163.5% HV 60d 99.0% 84.9% 120.7% 90.7% 120.7% IV Rank 23.0% 13.1% 49.0% 17.2% 37.5% IV Percentile 61.4% 26.2% 88.1% 62.3% 69.0% Term Structure -3.4% -7.4% 1.0% -3.8% -1.5% VWIV 122.1% 102.3% 144.2% 120.5% 124.4% Skew 25d -8.1% -34.4% 2.5% -7.7% -23.6% Skew 10d -15.9% -55.4% 1.2% -13.9% -45.1% Call IV 25d 131.0% 102.1% 178.0% 133.3% 142.4% Put IV 25d 122.9% 102.8% 146.1% 125.6% 118.7% Bid-Ask Spread % 13.53 9.02 18.23 12.76 12.22 Gamma HHI 0.06 0.03 0.25 0.05 0.05 Net GEX 7.6M -2.4M 30.3M 6.9M 17.3M Net DEX -472.9M -2.03B 181.4M -298.6M -1.26B Net VEX -3.9M -6.9M -2.4M -3.9M -6.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.31 1.02 0.34 0.41 Total Volume 624,584 190,876 1,672,116 200,208 957,984 Total OI 1,879,053.565 1,533,636 2,581,332 1,630,780 2,581,332
Daily Data (23 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 2022-03-01 $29.66 $28.75 121.1% 32.0% 90.3% 17.2% 120.5% -7.7% -3.8% 6.9M -298.6M -3.9M 0.34 12.76 N/A N/A 149,680 50,528 843,988 786,792 2022-03-02 $30.57 $30.00 112.5% 28.2% 89.9% 14.4% 107.6% -9.0% -2.5% 8.4M -300.5M -3.7M 0.31 15.69 N/A N/A 188,660 57,776 882,452 807,700 2022-03-03 $29.59 $30.00 112.3% 27.6% 75.9% 14.3% 102.3% -2.8% -2.9% 6.1M -233.8M -3.7M 0.32 16.57 N/A N/A 150,884 47,600 921,968 812,244 2022-03-04 $27.91 $30.00 113.4% 27.7% 79.7% 14.7% 102.9% -0.8% -2.2% -1.5M -68.3M -3.4M 0.60 12.48 N/A N/A 174,896 104,392 958,524 825,540 2022-03-07 $24.88 $30.00 122.8% 32.0% 89.7% 17.8% 122.0% -3.4% -3.0% -850.3K 34.0M -3.1M 0.73 18.23 N/A N/A 173,896 126,356 761,840 771,796 2022-03-08 $25.84 $28.75 116.9% 38.1% 90.8% 15.8% 143.2% -1.7% -3.0% 1.1M -37.6M -3.3M 0.56 12.47 N/A N/A 173,572 97,148 822,116 801,464 2022-03-09 $26.44 $28.25 111.9% 36.5% 82.6% 14.2% 134.4% 2.1% -2.6% 1.6M -56.7M -3.3M 0.46 17.06 N/A N/A 133,524 61,584 863,740 812,076 2022-03-10 $24.95 $28.25 109.1% 37.7% 76.8% 13.9% 135.6% 1.1% -1.7% -1.8M 52.0M -3.1M 0.66 14.09 N/A N/A 115,076 75,800 895,648 821,568 2022-03-11 $23.32 $28.00 110.9% 39.3% 79.4% 15.3% 144.2% 0.7% -1.5% -2.4M 138.9M -2.9M 0.88 12.51 N/A N/A 147,756 129,340 919,504 821,132 2022-03-14 $19.64 $30.00 123.3% 32.3% 96.2% 19.8% 118.8% -1.1% -5.0% -1.2M 181.4M -2.4M 1.02 14.48 N/A N/A 182,660 186,696 765,116 768,784 2022-03-15 $20.72 $30.00 125.6% 32.9% 99.4% 21.0% 112.0% -1.5% -5.1% -687.1K 128.2M -2.6M 0.73 13.25 N/A N/A 165,324 121,088 834,748 829,456 2022-03-16 $21.50 $27.50 121.8% 31.8% 96.4% 21.9% 124.2% 0.9% -4.3% -319.2K 91.6M -2.7M 0.82 13.92 N/A N/A 141,840 116,648 901,924 861,640 2022-03-17 $21.86 $28.75 121.6% 32.0% 96.6% 23.6% 119.4% 1.9% -6.8% -170.4K 72.8M -2.8M 0.87 13.51 N/A N/A 203,540 177,484 944,860 898,560 2022-03-18 $22.95 $27.50 100.4% 28.2% 99.3% 14.2% 107.8% 2.5% -3.7% 2.0M 34.9M -2.7M 0.67 13.80 N/A N/A 572,488 383,220 1,040,548 973,816 2022-03-21 $23.57 $27.50 98.1% 28.3% 100.4% 13.1% 105.2% 0.7% -2.4% 1.5M -19.0M -2.7M 0.60 13.88 N/A N/A 215,068 129,312 781,608 792,728 2022-03-22 $30.91 $27.50 114.4% 31.0% 142.1% 20.4% 114.6% -8.7% -2.3% 9.6M -579.1M -3.6M 0.38 14.23 N/A N/A 819,652 309,388 849,520 822,996 2022-03-23 $35.38 $28.75 127.2% 33.2% 148.7% 29.1% 121.5% -19.1% -4.0% 16.6M -1.10B -4.5M 0.37 15.23 N/A N/A 1,223,020 449,096 1,021,748 942,260 2022-03-24 $35.40 $30.00 121.4% 33.0% 146.2% 26.2% 119.0% -15.7% -2.7% 15.5M -988.2M -4.7M 0.47 9.94 N/A N/A 606,544 283,152 1,219,232 1,090,796 2022-03-25 $37.59 $30.00 123.6% 33.9% 145.6% 28.7% 123.8% -22.2% 1.0% 30.3M -1.33B -5.2M 0.38 9.02 N/A N/A 1,192,884 458,316 1,296,836 1,115,024 2022-03-28 $46.01 $30.00 151.0% 38.5% 160.5% 44.4% 135.8% -19.3% -3.8% 21.4M -1.94B -6.0M 0.39 12.71 N/A N/A 881,000 347,308 1,036,884 940,184 2022-03-29 $46.26 $36.25 151.1% 38.3% 159.5% 49.0% 139.4% -34.4% -7.4% 26.1M -2.03B -6.9M 0.38 12.18 N/A N/A 953,416 365,820 1,219,680 1,073,680 2022-03-30 $42.30 $37.50 133.4% 35.3% 164.3% 43.0% 130.4% -25.7% -6.8% 18.8M -1.37B -6.4M 0.45 10.92 N/A N/A 525,916 238,100 1,320,120 1,164,060 2022-03-31 $42.06 $37.50 122.1% 33.8% 163.5% 37.5% 124.4% -23.6% -1.5% 17.3M -1.26B -6.1M 0.41 12.22 N/A N/A 677,412 280,572 1,385,528 1,195,804
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