GME Options History — August 2022

In August 2022, GME traded between $28.60 and $43.20. ATM implied volatility averaged 106.6%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 36.9% (HV 20d: 69.7%). Max pain ranged from $34.00 to $37.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.47.

Notable Days

2022-08-16: Highest Volume — 401,991 contracts
2022-08-19: Largest IV spike — 18.2% change
2022-08-19: Highest IV Rank — 65.0%
2022-08-22: Largest Expected Move — 36.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.61	$28.60	$43.20	$35.03	$28.60
Max Pain	$36.37	$34.00	$37.50	$34.25	$35.00
ATM IV	106.6%	94.0%	124.6%	95.6%	108.6%
Expected Move	30.4%	24.0%	36.5%	25.7%	33.7%
HV 20d	69.7%	61.9%	79.3%	79.3%	66.1%
HV 60d	95.5%	77.0%	112.5%	112.5%	78.2%
IV Rank	44.1%	29.5%	65.0%	31.3%	46.4%
IV Percentile	48.5%	21.0%	83.7%	23.0%	53.6%
Term Structure	-0.0%	-5.6%	3.7%	3.2%	-1.0%
VWIV	113.2%	86.8%	140.8%	90.6%	124.7%
Skew 25d	-11.1%	-33.2%	6.4%	2.8%	-6.0%
Skew 10d	-23.0%	-56.9%	0.3%	0.3%	-16.5%
Call IV 25d	117.7%	97.9%	153.9%	99.1%	118.7%
Put IV 25d	106.6%	97.3%	120.7%	101.9%	112.7%
Bid-Ask Spread %	10.08	5.81	17.66	10.30	7.24
Gamma HHI	0.04	0.03	0.07	0.04	0.03
Net GEX	5.2M	-2.2M	13.7M	5.5M	-338.7K
Net DEX	-310.5M	-745.6M	26.3M	-260.6M	26.3M
Net VEX	-3.4M	-3.8M	-2.8M	-3.3M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.20	1.48	0.57	0.51
Total Volume	177,804.522	105,098	401,991	152,757	116,687
Total OI	1,456,819.087	1,335,645	1,551,760	1,430,967	1,400,639

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
2022-08-01	$35.03	$34.25	95.6%	25.7%	79.3%	31.3%	90.6%	2.8%	3.2%	5.5M	-260.6M	-3.3M	0.57	10.30	N/A	N/A	97,443	55,314	646,009	784,958
2022-08-02	$35.79	$34.00	97.1%	25.0%	78.7%	33.1%	90.0%	0.4%	2.9%	7.8M	-338.7M	-3.4M	0.40	9.47	N/A	N/A	94,695	38,011	674,371	795,888
2022-08-03	$37.58	$34.50	94.0%	24.0%	78.9%	29.5%	86.8%	-0.6%	3.4%	12.0M	-476.2M	-3.5M	0.45	8.06	N/A	N/A	85,814	38,430	696,924	811,395
2022-08-04	$38.45	$35.00	99.0%	28.2%	63.6%	35.3%	99.9%	6.4%	3.7%	13.7M	-504.3M	-3.6M	0.47	13.20	N/A	N/A	109,731	51,156	694,457	817,211
2022-08-05	$39.88	$35.00	99.3%	28.8%	61.9%	35.6%	103.3%	-4.1%	3.5%	7.0M	-589.3M	-3.3M	0.30	16.35	N/A	N/A	226,482	69,043	709,868	828,383
2022-08-08	$43.20	$35.00	114.7%	31.7%	66.6%	53.4%	114.8%	-9.6%	-5.6%	10.8M	-745.6M	-3.8M	0.31	14.65	N/A	N/A	237,471	73,146	622,715	786,425
2022-08-09	$40.42	$37.50	107.9%	30.9%	70.7%	45.5%	112.4%	-1.8%	2.6%	7.2M	-471.0M	-3.6M	0.41	11.11	N/A	N/A	128,966	52,225	655,379	814,257
2022-08-10	$40.34	$37.50	110.7%	31.3%	69.7%	48.9%	111.5%	-9.7%	1.0%	8.1M	-463.3M	-3.4M	0.39	11.32	N/A	N/A	112,165	44,135	670,734	825,217
2022-08-11	$39.63	$37.50	106.7%	30.2%	68.8%	44.1%	109.7%	-13.1%	-2.6%	7.3M	-384.7M	-3.5M	0.31	8.91	N/A	N/A	103,927	32,286	673,450	829,786
2022-08-12	$40.58	$37.50	102.4%	29.3%	69.0%	39.2%	106.4%	-10.4%	-1.0%	9.8M	-457.3M	-3.3M	0.33	10.80	N/A	N/A	135,604	44,981	687,370	836,447
2022-08-15	$39.62	$37.50	102.0%	29.3%	68.7%	38.8%	108.0%	-7.3%	-0.3%	6.9M	-380.5M	-3.3M	0.45	9.30	N/A	N/A	83,875	37,353	615,840	799,651
2022-08-16	$42.10	$37.50	111.1%	31.7%	70.4%	49.3%	110.5%	-24.6%	0.1%	10.2M	-581.4M	-3.5M	0.28	17.66	N/A	N/A	314,120	87,871	634,728	811,577
2022-08-17	$40.36	$37.50	110.1%	31.6%	70.9%	48.1%	118.0%	-25.7%	0.4%	8.7M	-480.3M	-3.7M	0.20	15.40	N/A	N/A	220,352	44,503	669,592	820,794
2022-08-18	$37.99	$37.50	105.5%	30.2%	73.6%	42.8%	112.9%	-23.8%	-1.5%	2.3M	-275.0M	-3.4M	0.62	7.50	N/A	N/A	99,761	62,050	710,554	830,519
2022-08-19	$36.72	$37.50	124.6%	35.9%	70.2%	65.0%	137.0%	-33.2%	-1.2%	-2.2M	-198.7M	-3.7M	1.48	9.61	N/A	N/A	136,418	201,274	706,407	845,353
2022-08-22	$34.51	$37.50	123.7%	36.5%	70.8%	63.9%	140.8%	-30.1%	-3.7%	2.3M	-202.0M	-3.6M	0.72	5.96	N/A	N/A	81,001	58,015	588,655	762,603
2022-08-23	$33.64	$37.50	117.4%	34.4%	68.5%	56.6%	138.3%	-24.9%	-0.8%	1.4M	-156.1M	-3.5M	0.39	5.81	N/A	N/A	75,720	29,378	616,976	783,883
2022-08-24	$32.63	$36.25	108.4%	30.4%	66.8%	46.2%	118.3%	-11.9%	-1.1%	-106.9K	-83.4M	-3.4M	0.33	6.05	N/A	N/A	105,697	35,403	632,818	790,601
2022-08-25	$32.27	$37.50	100.5%	28.9%	66.9%	37.0%	112.2%	-7.4%	-0.8%	-339.7K	-38.7M	-3.2M	0.43	7.41	N/A	N/A	88,835	37,822	646,045	798,951
2022-08-26	$31.17	$36.25	99.4%	28.6%	67.6%	35.8%	115.2%	-5.1%	0.3%	-1.5M	7.5M	-3.2M	0.54	6.52	N/A	N/A	79,614	42,968	671,281	802,455
2022-08-29	$31.65	$36.25	104.1%	31.0%	66.9%	41.2%	117.1%	-6.8%	-1.8%	1.6M	-85.7M	-3.2M	0.27	10.28	N/A	N/A	86,251	23,532	584,043	751,602
2022-08-30	$29.81	$35.00	109.3%	33.1%	68.8%	47.3%	124.6%	-8.0%	-0.2%	641.6K	-2.7M	-2.8M	0.62	9.01	N/A	N/A	67,854	42,125	613,678	756,350
2022-08-31	$28.60	$35.00	108.6%	33.7%	66.1%	46.4%	124.7%	-6.0%	-1.0%	-338.7K	26.3M	-2.9M	0.51	7.24	N/A	N/A	77,521	39,166	629,712	770,927