GME Options History — October 2022

In October 2022, GME traded between $24.22 and $28.45. ATM implied volatility averaged 103.5%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 34.5% (HV 20d: 69.0%). Max pain ranged from $28.75 to $31.25. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.43.

Notable Days

2022-10-31: Highest Volume — 371,036 contracts
2022-10-26: Largest IV drop — 15.7% change
2022-10-21: Highest IV Rank — 51.7%
2022-10-31: Largest Expected Move — 33.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.85	$24.22	$28.45	$25.43	$28.45
Max Pain	$29.73	$28.75	$31.25	$31.25	$28.75
ATM IV	103.5%	85.2%	113.3%	101.0%	113.2%
Expected Move	29.9%	24.6%	33.8%	27.6%	33.8%
HV 20d	69.0%	63.9%	79.8%	79.3%	70.1%
HV 60d	69.8%	67.6%	72.0%	69.8%	71.5%
IV Rank	40.1%	18.2%	51.7%	37.6%	50.2%
IV Percentile	40.9%	2.0%	70.6%	35.3%	69.8%
Term Structure	1.5%	-3.7%	6.3%	3.7%	2.7%
VWIV	111.4%	91.1%	127.1%	107.1%	127.1%
Skew 25d	-6.1%	-16.3%	1.5%	-3.3%	-11.6%
Skew 10d	-17.4%	-42.0%	-3.3%	-6.7%	-20.8%
Call IV 25d	111.6%	87.9%	130.0%	107.7%	124.4%
Put IV 25d	105.5%	88.3%	114.6%	104.5%	112.8%
Bid-Ask Spread %	8.74	5.95	12.75	7.66	11.46
Gamma HHI	0.08	0.04	0.30	0.06	0.05
Net GEX	332.8K	-5.4M	7.9M	-233.8K	4.1M
Net DEX	24.1M	-169.7M	121.7M	55.9M	-169.7M
Net VEX	-2.3M	-2.5M	-2.0M	-2.3M	-2.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.20	0.90	0.48	0.27
Total Volume	134,778.381	76,397	371,036	76,397	371,036
Total OI	1,426,050.476	1,282,660	1,536,963	1,377,868	1,348,459

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
2022-10-03	$25.43	$31.25	101.0%	27.6%	79.3%	37.6%	107.1%	-3.3%	3.7%	-233.8K	55.9M	-2.3M	0.48	7.66	N/A	N/A	51,619	24,778	623,569	754,299
2022-10-04	$27.63	$31.25	96.2%	26.2%	79.1%	31.9%	99.1%	-1.0%	-0.5%	2.3M	-44.0M	-2.5M	0.33	7.88	N/A	N/A	99,747	32,595	638,040	758,140
2022-10-05	$26.58	$30.50	96.6%	26.0%	79.8%	32.5%	95.6%	-5.0%	4.3%	1.7M	7.5M	-2.4M	0.44	7.09	N/A	N/A	62,323	27,675	661,693	765,804
2022-10-06	$26.12	$30.00	97.4%	28.8%	78.2%	33.4%	103.7%	-2.6%	1.2%	1.2M	39.4M	-2.2M	0.66	12.75	N/A	N/A	61,289	40,478	669,596	771,318
2022-10-07	$25.20	$30.00	101.9%	30.4%	66.9%	38.6%	110.7%	-5.7%	0.9%	-1.1M	89.2M	-2.3M	0.90	11.41	N/A	N/A	61,327	55,135	678,685	791,221
2022-10-10	$24.95	$30.00	106.5%	31.2%	66.5%	43.9%	117.0%	-8.1%	1.3%	-1.3M	83.6M	-2.3M	0.35	11.70	N/A	N/A	61,959	21,642	639,207	775,455
2022-10-11	$25.16	$30.00	107.3%	31.6%	64.8%	44.9%	115.3%	-6.9%	2.3%	-1.1M	69.2M	-2.4M	0.51	12.02	N/A	N/A	74,174	37,595	661,409	780,483
2022-10-12	$25.37	$30.00	110.3%	31.9%	64.3%	48.4%	115.1%	-6.0%	0.4%	-563.6K	58.5M	-2.4M	0.43	9.94	N/A	N/A	82,776	35,595	677,066	791,844
2022-10-13	$25.59	$30.00	108.1%	32.1%	64.2%	45.8%	117.7%	-7.0%	3.7%	-831.6K	57.4M	-2.4M	0.42	9.31	N/A	N/A	87,822	37,140	697,440	800,207
2022-10-14	$24.92	$30.00	109.5%	31.9%	64.7%	47.4%	119.8%	-6.9%	0.6%	-2.9M	91.8M	-2.3M	0.67	6.76	N/A	N/A	60,009	39,997	710,406	799,588
2022-10-17	$25.98	$30.00	106.2%	30.7%	66.4%	43.6%	112.6%	-3.9%	-1.0%	-876.7K	62.1M	-2.1M	0.30	7.11	N/A	N/A	86,085	25,534	651,464	779,134
2022-10-18	$26.50	$30.00	104.3%	30.0%	65.7%	41.4%	111.1%	-3.0%	2.1%	2.0M	9.3M	-2.3M	0.32	8.30	N/A	N/A	87,499	27,988	682,449	784,505
2022-10-19	$24.53	$30.00	107.0%	30.7%	70.6%	44.3%	115.5%	-7.8%	-0.5%	-1.6M	110.5M	-2.2M	0.46	6.75	N/A	N/A	72,029	32,803	705,477	787,054
2022-10-20	$24.22	$30.00	113.1%	32.6%	64.1%	51.4%	123.7%	-16.3%	-2.7%	-2.2M	121.7M	-2.0M	0.41	9.31	N/A	N/A	87,085	35,626	717,159	793,752
2022-10-21	$25.18	$28.75	113.3%	32.9%	65.6%	51.7%	126.0%	-14.8%	-3.7%	-5.4M	35.2M	-2.2M	0.50	5.95	N/A	N/A	70,679	35,427	737,030	799,933
2022-10-24	$24.80	$28.75	109.2%	32.2%	65.7%	46.5%	123.6%	-12.7%	4.8%	776.5K	6.4M	-2.2M	0.40	7.76	N/A	N/A	61,615	24,350	574,488	708,172
2022-10-25	$26.87	$28.75	101.0%	29.4%	69.0%	36.9%	106.9%	-3.6%	1.0%	2.9M	-66.3M	-2.2M	0.25	8.72	N/A	N/A	148,578	37,547	598,096	716,466
2022-10-26	$25.43	$28.75	85.2%	24.6%	69.3%	18.2%	91.1%	-0.1%	6.3%	878.6K	30.1M	-2.0M	0.34	6.95	N/A	N/A	97,495	33,326	630,089	729,299
2022-10-27	$25.86	$28.75	86.5%	24.7%	63.9%	19.9%	91.8%	1.5%	3.2%	1.5M	17.4M	-2.0M	0.41	7.22	N/A	N/A	61,414	24,873	634,884	734,854
2022-10-28	$28.08	$28.75	99.0%	28.8%	70.1%	33.4%	108.1%	-3.3%	2.2%	7.9M	-159.7M	-2.3M	0.20	7.54	N/A	N/A	293,967	59,715	648,036	740,790
2022-10-31	$28.45	$28.75	113.2%	33.8%	70.1%	50.2%	127.1%	-11.6%	2.7%	4.1M	-169.7M	-2.4M	0.27	11.46	N/A	N/A	292,470	78,566	624,783	723,676