GME Options History — June 2022

In June 2022, GME traded between $29.42 and $36.84. ATM implied volatility averaged 119.2%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 34.0%. IV traded below realized volatility by 17.1% (HV 20d: 136.2%). Max pain ranged from $28.75 to $33.75. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.60.

Notable Days

2022-06-02: Highest Volume — 1,048,040 contracts
2022-06-24: Largest IV drop — 19.2% change
2022-06-21: Highest IV Rank — 83.1%
2022-06-01: Largest Expected Move — 41.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.66	$29.42	$36.84	$30.02	$30.47
Max Pain	$32.46	$28.75	$33.75	$28.75	$32.75
ATM IV	119.2%	103.1%	140.2%	132.8%	106.1%
Expected Move	34.0%	27.6%	41.2%	41.2%	27.9%
HV 20d	136.2%	95.6%	159.5%	155.6%	95.6%
HV 60d	124.8%	111.0%	135.9%	133.0%	111.0%
IV Rank	52.0%	30.0%	83.1%	45.0%	43.5%
IV Percentile	69.4%	42.1%	94.0%	86.5%	48.4%
Term Structure	0.3%	-2.9%	2.4%	-1.7%	2.4%
VWIV	126.1%	99.1%	158.8%	150.9%	103.6%
Skew 25d	-7.9%	-27.1%	1.9%	0.5%	-2.7%
Skew 10d	-21.8%	-41.4%	-5.2%	-15.0%	-8.1%
Call IV 25d	128.8%	108.4%	164.5%	138.8%	111.6%
Put IV 25d	120.9%	103.1%	139.3%	139.3%	108.8%
Bid-Ask Spread %	13.90	9.70	18.42	17.78	16.66
Gamma HHI	0.05	0.04	0.13	0.04	0.04
Net GEX	6.6M	-2.4M	16.6M	6.3M	-2.4M
Net DEX	-361.7M	-909.2M	-13.4M	-412.3M	-13.4M
Net VEX	-3.7M	-4.1M	-3.3M	-3.9M	-3.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.40	1.15	0.69	0.73
Total Volume	454,967.238	188,828	1,048,040	488,060	214,492
Total OI	2,107,952.19	1,556,532	2,656,864	2,286,512	1,787,704

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
2022-06-01	$30.02	$28.75	132.8%	41.2%	155.6%	45.0%	150.9%	0.5%	-1.7%	6.3M	-412.3M	-3.9M	0.69	17.78	N/A	N/A	288,012	200,048	1,149,500	1,137,012
2022-06-02	$33.59	$31.25	118.0%	33.4%	159.5%	37.2%	121.4%	1.9%	-1.5%	15.8M	-825.8M	-3.9M	0.55	14.13	N/A	N/A	674,952	373,088	1,246,428	1,224,264
2022-06-03	$32.88	$31.25	108.3%	31.3%	157.1%	30.9%	113.7%	0.3%	-2.9%	16.6M	-673.7M	-3.8M	0.53	16.87	N/A	N/A	531,092	280,356	1,358,612	1,298,252
2022-06-06	$32.20	$31.25	107.2%	30.6%	156.9%	30.0%	113.1%	-0.5%	-0.0%	7.6M	-415.6M	-3.6M	0.60	12.95	N/A	N/A	210,316	125,892	1,047,228	1,055,332
2022-06-07	$36.84	$31.25	112.6%	32.1%	153.4%	34.2%	119.7%	-5.6%	-1.8%	16.5M	-909.2M	-3.9M	0.40	13.53	N/A	N/A	493,428	197,308	1,099,124	1,096,576
2022-06-08	$34.58	$32.50	111.2%	32.1%	152.4%	35.4%	116.9%	-6.4%	0.3%	13.1M	-588.9M	-3.8M	0.40	10.40	N/A	N/A	506,100	202,040	1,178,468	1,151,716
2022-06-09	$32.27	$32.50	113.1%	32.5%	146.5%	36.9%	117.6%	-6.3%	1.0%	5.2M	-247.6M	-3.8M	0.66	13.12	N/A	N/A	279,716	184,816	1,234,268	1,187,972
2022-06-10	$32.52	$33.75	111.8%	32.4%	144.0%	43.3%	121.4%	-5.3%	1.8%	2.2M	-190.5M	-3.8M	0.59	11.22	N/A	N/A	317,516	186,152	1,257,544	1,216,952
2022-06-13	$29.42	$33.75	128.7%	36.9%	147.5%	61.5%	137.7%	-2.8%	-1.3%	-721.5K	-21.9M	-3.6M	1.15	13.23	N/A	N/A	188,868	217,368	1,057,116	1,117,496
2022-06-14	$31.50	$33.75	126.7%	36.3%	145.8%	67.3%	134.9%	-1.5%	-0.4%	2.1M	-177.2M	-3.8M	0.72	13.97	N/A	N/A	189,532	136,532	1,086,648	1,166,472
2022-06-15	$32.12	$33.75	125.0%	35.8%	143.6%	65.4%	138.2%	-9.7%	0.8%	4.4M	-265.2M	-3.8M	0.81	13.56	N/A	N/A	175,072	141,892	1,136,224	1,199,920
2022-06-16	$31.43	$32.50	137.1%	39.2%	140.4%	79.4%	144.7%	-17.2%	1.7%	1.7M	-193.8M	-3.7M	0.72	10.04	N/A	N/A	195,088	139,932	1,170,452	1,206,304
2022-06-17	$33.38	$33.75	135.7%	38.8%	139.4%	77.8%	147.4%	-23.0%	0.4%	15.6M	-477.3M	-3.9M	0.40	9.70	N/A	N/A	394,544	156,608	1,221,516	1,226,252
2022-06-21	$34.97	$32.50	140.2%	40.4%	137.8%	83.1%	158.8%	-27.1%	-0.4%	7.2M	-505.3M	-4.1M	0.40	10.15	N/A	N/A	267,656	106,740	696,640	859,892
2022-06-22	$34.17	$33.75	133.6%	39.1%	138.4%	75.3%	140.7%	-24.7%	2.2%	7.5M	-453.2M	-4.1M	0.40	13.20	N/A	N/A	193,572	77,908	792,148	899,808
2022-06-23	$35.30	$32.50	127.6%	36.3%	135.7%	68.4%	136.7%	-20.4%	1.9%	11.8M	-537.9M	-4.0M	0.43	17.05	N/A	N/A	182,644	78,540	854,768	919,948
2022-06-24	$33.84	$32.50	103.1%	28.9%	111.0%	40.0%	107.2%	-5.3%	1.1%	6.4M	-328.4M	-3.6M	0.40	15.89	N/A	N/A	449,656	178,348	900,568	937,792
2022-06-27	$32.52	$32.50	111.0%	30.7%	102.6%	49.2%	112.2%	-5.0%	0.2%	2.7M	-221.5M	-3.4M	0.73	16.31	N/A	N/A	228,264	165,980	732,492	886,620
2022-06-28	$31.15	$32.50	109.2%	30.4%	101.7%	47.1%	111.2%	-2.4%	0.9%	988.6K	-97.6M	-3.4M	0.63	13.68	N/A	N/A	144,516	90,900	790,028	928,068
2022-06-29	$30.75	$32.75	103.9%	27.6%	96.4%	40.9%	99.1%	-2.4%	1.8%	-1.0M	-39.2M	-3.3M	0.74	18.42	N/A	N/A	108,432	80,396	805,268	947,604
2022-06-30	$30.47	$32.75	106.1%	27.9%	95.6%	43.5%	103.6%	-2.7%	2.4%	-2.4M	-13.4M	-3.3M	0.73	16.66	N/A	N/A	124,308	90,184	823,840	963,864