GME Options History — July 2022 In July 2022, GME traded between $29.24 and $39.61. ATM implied volatility averaged 105.1%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 26.1% (HV 20d: 79.0%). Max pain ranged from $31.25 to $75.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2022-07-14 : Highest Volume — 758,452 contracts2022-07-19 : Largest IV drop — 8.4% change2022-07-18 : Highest IV Rank — 57.9%2022-07-18 : Largest Expected Move — 33.9%Monthly Statistics Metric Avg Min Max Open Close Price $34.20 $29.24 $39.61 $30.65 $34.02 Max Pain $35.46 $31.25 $75.00 $32.75 $34.50 ATM IV 105.1% 91.0% 118.5% 100.7% 91.0% Expected Move 29.7% 24.2% 33.9% 24.5% 24.2% HV 20d 79.0% 72.1% 87.0% 86.1% 78.9% HV 60d 111.9% 109.0% 113.5% 109.2% 113.0% IV Rank 42.4% 26.0% 57.9% 37.3% 26.0% IV Percentile 46.3% 17.9% 75.4% 35.3% 17.9% Term Structure 1.4% -0.9% 6.6% 2.1% 5.6% VWIV 106.7% 88.5% 122.1% 92.1% 88.5% Skew 25d -2.5% -9.7% 4.4% -4.0% -0.1% Skew 10d -9.6% -23.2% 3.1% -12.4% -6.0% Call IV 25d 109.9% 91.5% 126.2% 105.8% 91.5% Put IV 25d 107.4% 91.4% 119.8% 101.7% 91.4% Bid-Ask Spread % 14.84 7.89 20.35 18.96 9.41 Gamma HHI 0.06 0.04 0.15 0.06 0.05 Net GEX 6.2M -4.7M 16.0M -4.7M 5.7M Net DEX -273.6M -721.3M 105.8M -18.8M -185.5M Net VEX -3.3M -4.1M -337.6K -3.2M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.30 0.89 0.65 0.44 Total Volume 330,512.1 90,075 758,452 222,224 173,400 Total OI 1,658,287.2 134,244 2,152,016 1,832,128 1,610,624
Daily Data (20 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 2022-07-01 $30.65 $32.75 100.7% 24.5% 86.1% 37.3% 92.1% -4.0% 2.1% -4.7M -18.8M -3.2M 0.65 18.96 N/A N/A 135,056 87,168 851,056 981,072 2022-07-05 $29.97 $31.25 108.2% 32.4% 86.1% 46.0% 114.0% -3.7% 2.2% -532.9K -49.5M -3.1M 0.89 20.29 N/A N/A 110,992 98,312 723,400 894,140 2022-07-06 $29.24 $31.25 106.5% 31.4% 86.2% 44.0% 113.1% -1.4% 0.1% -2.7M 23.3M -3.0M 0.65 18.77 N/A N/A 134,788 87,568 761,992 924,696 2022-07-07 $33.58 $31.25 113.6% 32.7% 87.0% 52.2% 117.6% -9.7% -0.2% 9.1M -379.1M -3.5M 0.38 18.69 N/A N/A 491,168 188,552 799,912 936,752 2022-07-08 $32.24 $31.25 107.5% 30.8% 85.3% 45.1% 112.1% -7.0% 0.1% 6.4M -230.7M -3.4M 0.62 20.35 N/A N/A 297,976 184,228 942,396 999,672 2022-07-11 $32.48 $31.25 110.3% 31.6% 81.8% 48.4% 113.6% -6.0% 0.4% 4.8M -255.7M -3.4M 0.46 16.54 N/A N/A 166,432 76,132 824,272 946,564 2022-07-12 $34.27 $31.25 107.1% 30.4% 83.9% 44.7% 110.5% -5.7% -0.3% 10.1M -416.1M -3.4M 0.49 18.94 N/A N/A 277,964 135,884 872,012 963,780 2022-07-13 $35.66 $31.25 108.0% 30.6% 75.5% 45.7% 109.8% -0.3% -0.8% 12.7M -537.8M -3.6M 0.53 12.84 N/A N/A 240,124 127,340 921,068 1,004,664 2022-07-14 $34.48 $33.75 109.3% 31.9% 73.6% 47.2% 114.4% 1.1% -0.1% 9.1M -342.2M -3.6M 0.62 20.30 N/A N/A 469,516 288,936 956,180 1,053,280 2022-07-15 $35.02 $35.00 111.5% 32.1% 73.5% 49.8% 117.6% -6.5% -0.2% 16.0M -379.5M -3.8M 0.54 18.05 N/A N/A 332,488 178,496 1,042,048 1,109,968 2022-07-18 $36.45 $35.00 118.5% 33.9% 73.9% 57.9% 122.1% -6.4% -0.8% 8.4M -480.4M -4.0M 0.34 12.38 N/A N/A 271,880 91,568 688,464 828,456 2022-07-19 $38.00 $35.00 108.6% 31.1% 72.5% 46.4% 111.4% -2.7% -0.9% 12.2M -601.6M -4.0M 0.30 14.89 N/A N/A 343,852 104,528 777,812 865,636 2022-07-20 $39.61 $35.00 109.4% 31.4% 72.1% 47.4% 111.7% -2.1% -0.0% 14.1M -721.3M -4.1M 0.46 13.52 N/A N/A 266,036 122,300 817,052 895,880 2022-07-21 $38.59 $35.00 102.6% 29.4% 72.3% 39.4% 99.3% -0.1% -0.6% 12.3M -561.3M -3.9M 0.61 15.32 N/A N/A 231,408 140,476 851,256 929,736 2022-07-22 $35.99 $75.00 102.3% 29.2% 76.3% 39.0% 105.4% -2.5% 2.3% -554.9K 105.8M -337.6K 0.52 9.47 N/A N/A 178,003 91,994 16,308 117,936 2022-07-25 $34.01 $35.00 101.6% 28.6% 77.5% 38.3% 103.4% -1.4% 6.6% 2.0M -152.2M -3.5M 0.61 7.89 N/A N/A 82,530 50,649 689,755 835,264 2022-07-26 $32.19 $35.00 96.3% 26.7% 78.8% 32.1% 95.4% 2.8% 4.2% -205.9K -10.5M -3.2M 0.79 7.91 N/A N/A 76,944 60,724 705,725 849,552 2022-07-27 $33.90 $35.00 96.1% 26.2% 79.2% 31.9% 92.4% 4.4% 3.3% 4.2M -147.9M -3.4M 0.41 8.36 N/A N/A 88,749 36,006 725,949 851,214 2022-07-28 $33.65 $34.50 93.4% 25.0% 79.0% 28.7% 90.0% 0.8% 5.4% 5.2M -130.4M -3.3M 0.58 14.00 N/A N/A 56,866 33,209 743,938 856,263 2022-07-29 $34.02 $34.50 91.0% 24.2% 78.9% 26.0% 88.5% -0.1% 5.6% 5.7M -185.5M -3.3M 0.44 9.41 N/A N/A 120,078 53,322 750,668 859,956
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