GME Options History — September 2022

In September 2022, GME traded between $24.36 and $29.12. ATM implied volatility averaged 101.2%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 31.2% (HV 20d: 70.0%). Max pain ranged from $31.25 to $35.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2022-09-09: Highest Volume — 231,598 contracts
2022-09-08: Largest IV drop — 13.9% change
2022-09-06: Highest IV Rank — 55.5%
2022-09-01: Largest Expected Move — 33.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.81	$24.36	$29.12	$27.69	$25.28
Max Pain	$32.33	$31.25	$35.00	$35.00	$31.25
ATM IV	101.2%	90.6%	116.5%	109.9%	98.9%
Expected Move	29.1%	26.4%	33.4%	33.4%	27.2%
HV 20d	70.0%	51.8%	80.0%	65.0%	79.4%
HV 60d	72.7%	70.2%	76.0%	73.0%	70.2%
IV Rank	37.8%	25.5%	55.5%	47.9%	35.1%
IV Percentile	36.9%	17.1%	75.8%	57.5%	28.2%
Term Structure	-0.5%	-6.5%	1.8%	-2.9%	1.8%
VWIV	111.3%	97.1%	123.3%	121.4%	107.6%
Skew 25d	-6.9%	-20.2%	0.7%	-5.3%	-2.9%
Skew 10d	-19.4%	-53.8%	-0.2%	-15.6%	-6.2%
Call IV 25d	109.9%	98.0%	126.3%	118.0%	103.3%
Put IV 25d	103.1%	93.2%	121.1%	112.7%	100.5%
Bid-Ask Spread %	7.44	5.77	13.03	7.60	6.40
Gamma HHI	0.05	0.03	0.21	0.03	0.16
Net GEX	1.0M	-3.3M	4.1M	-690.2K	-2.2M
Net DEX	16.7M	-122.7M	131.3M	61.8M	69.5M
Net VEX	-2.5M	-2.8M	-2.2M	-2.8M	-2.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.23	1.14	0.55	0.56
Total Volume	136,088.667	89,957	231,598	100,572	95,827
Total OI	1,435,806.619	1,310,880	1,563,930	1,428,611	1,458,226

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
2022-09-01	$27.69	$35.00	109.9%	33.4%	65.0%	47.9%	121.4%	-5.3%	-2.9%	-690.2K	61.8M	-2.8M	0.55	7.60	N/A	N/A	65,007	35,565	649,681	778,930
2022-09-02	$27.24	$34.00	105.7%	32.7%	61.9%	43.0%	123.3%	-4.1%	-2.8%	-1.1M	73.7M	-2.8M	0.39	6.75	N/A	N/A	103,376	40,045	662,968	778,727
2022-09-06	$25.07	$35.00	116.5%	31.9%	53.8%	55.5%	117.9%	-0.6%	-6.5%	-136.4K	99.5M	-2.4M	1.14	6.76	N/A	N/A	91,347	104,509	611,520	752,866
2022-09-07	$24.36	$35.00	114.8%	32.8%	51.8%	53.5%	120.5%	-6.4%	-1.5%	-1.3M	131.3M	-2.3M	1.01	7.45	N/A	N/A	114,276	115,013	626,160	802,593
2022-09-08	$25.63	$33.75	98.8%	28.3%	58.0%	35.0%	105.1%	-5.8%	-0.9%	-329.8K	90.1M	-2.4M	0.56	6.20	N/A	N/A	147,575	82,265	675,000	854,662
2022-09-09	$28.69	$32.50	90.6%	26.4%	75.4%	25.5%	98.6%	-4.0%	-0.2%	3.6M	-73.3M	-2.7M	0.40	6.64	N/A	N/A	166,010	65,588	700,481	863,449
2022-09-12	$29.12	$32.50	93.5%	26.5%	74.8%	28.9%	97.1%	-8.3%	-1.6%	3.0M	-52.4M	-2.7M	0.34	6.18	N/A	N/A	97,504	33,197	652,380	781,559
2022-09-13	$27.72	$32.50	93.4%	26.9%	75.7%	28.8%	102.6%	-6.6%	0.8%	1.7M	12.0M	-2.6M	0.50	5.91	N/A	N/A	64,212	31,984	674,541	790,617
2022-09-14	$28.32	$32.50	98.6%	28.8%	71.4%	34.8%	117.8%	-12.3%	0.6%	2.9M	-25.5M	-2.7M	0.33	8.63	N/A	N/A	68,386	22,757	686,444	794,638
2022-09-15	$28.60	$32.50	100.5%	28.9%	71.7%	37.0%	116.5%	-12.3%	0.2%	4.1M	-47.9M	-2.7M	0.36	12.09	N/A	N/A	66,165	23,792	705,510	798,808
2022-09-16	$28.33	$31.25	100.1%	28.8%	69.8%	36.6%	117.1%	-18.1%	-0.8%	3.1M	-27.5M	-2.6M	0.48	7.46	N/A	N/A	98,108	46,893	719,996	805,766
2022-09-19	$28.86	$31.25	102.9%	29.5%	70.4%	39.8%	118.4%	-19.1%	-1.1%	3.3M	-122.7M	-2.8M	0.28	5.77	N/A	N/A	107,506	29,830	605,018	705,862
2022-09-20	$27.76	$31.25	108.3%	31.0%	68.7%	46.0%	122.2%	-20.2%	-0.1%	3.3M	-95.1M	-2.8M	0.55	7.04	N/A	N/A	72,060	39,696	661,668	719,589
2022-09-21	$27.18	$31.25	96.5%	27.7%	68.6%	32.3%	105.8%	-4.7%	0.1%	1.4M	-14.8M	-2.5M	0.23	13.03	N/A	N/A	103,554	24,333	681,173	733,784
2022-09-22	$24.95	$31.25	94.8%	27.2%	73.3%	30.4%	102.6%	-4.0%	0.8%	-1.9M	100.4M	-2.2M	0.51	8.39	N/A	N/A	89,909	45,661	676,601	741,243
2022-09-23	$24.91	$31.25	97.5%	27.8%	73.4%	33.5%	105.3%	-3.1%	1.7%	-3.3M	94.8M	-2.3M	0.75	7.08	N/A	N/A	70,212	52,612	690,602	754,708
2022-09-26	$24.60	$31.25	100.2%	28.9%	73.0%	36.6%	110.1%	-2.4%	0.6%	-253.6K	72.4M	-2.2M	0.38	7.31	N/A	N/A	69,074	25,908	616,252	733,100
2022-09-27	$25.99	$31.25	101.6%	28.9%	76.2%	38.2%	109.1%	-2.3%	0.3%	1.8M	9.5M	-2.4M	0.44	6.30	N/A	N/A	72,048	31,676	641,028	739,719
2022-09-28	$27.34	$31.25	101.4%	29.5%	76.7%	38.1%	111.1%	-3.0%	0.6%	3.8M	-50.1M	-2.5M	0.45	5.90	N/A	N/A	67,499	30,097	658,511	746,627
2022-09-29	$25.31	$31.25	100.8%	28.5%	80.0%	37.4%	106.2%	0.7%	0.9%	635.7K	45.4M	-2.4M	0.98	7.40	N/A	N/A	74,003	72,783	668,569	752,363
2022-09-30	$25.28	$31.25	98.9%	27.2%	79.4%	35.1%	107.6%	-2.9%	1.8%	-2.2M	69.5M	-2.2M	0.56	6.40	N/A	N/A	61,556	34,271	681,212	777,014