GME Options History — November 2022

In November 2022, GME traded between $22.82 and $28.54. ATM implied volatility averaged 113.5%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 40.1% (HV 20d: 73.4%). Max pain ranged from $28.50 to $30.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2022-11-09: Highest Volume — 188,686 contracts
2022-11-09: Largest IV spike — 17.7% change
2022-11-17: Highest IV Rank — 67.8%
2022-11-17: Largest Expected Move — 38.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.16	$22.82	$28.54	$28.54	$25.98
Max Pain	$29.55	$28.50	$30.00	$28.75	$28.50
ATM IV	113.5%	97.6%	132.4%	106.9%	101.3%
Expected Move	33.0%	28.1%	38.2%	31.0%	29.7%
HV 20d	73.4%	63.9%	81.7%	63.9%	71.9%
HV 60d	71.1%	68.9%	73.4%	69.3%	71.0%
IV Rank	40.8%	17.9%	67.8%	34.0%	23.2%
IV Percentile	58.9%	17.1%	91.7%	45.2%	25.4%
Term Structure	0.8%	-5.6%	8.3%	7.0%	2.8%
VWIV	120.2%	105.4%	138.1%	115.4%	112.0%
Skew 25d	-2.8%	-11.5%	1.6%	-6.6%	0.1%
Skew 10d	-8.5%	-25.9%	2.1%	-16.4%	-5.5%
Call IV 25d	120.2%	103.9%	139.2%	114.4%	105.9%
Put IV 25d	117.4%	94.5%	137.9%	107.8%	106.0%
Bid-Ask Spread %	10.91	7.22	15.39	9.30	12.21
Gamma HHI	0.07	0.04	0.29	0.05	0.05
Net GEX	1.4M	-2.9M	11.3M	4.7M	478.0K
Net DEX	-23.5M	-148.2M	169.2M	-148.2M	-3.5M
Net VEX	-2.0M	-2.4M	-1.7M	-2.4M	-1.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.29	1.46	0.39	0.32
Total Volume	109,858.905	37,640	188,686	148,221	61,282
Total OI	1,406,283.952	1,306,068	1,494,465	1,418,850	1,354,272

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
2022-11-01	$28.54	$28.75	106.9%	31.0%	63.9%	34.0%	115.4%	-6.6%	7.0%	4.7M	-148.2M	-2.4M	0.39	9.30	N/A	N/A	106,701	41,520	669,403	749,447
2022-11-02	$26.76	$28.75	101.5%	28.1%	66.6%	23.5%	105.4%	-8.0%	8.1%	1.8M	-30.2M	-2.2M	0.42	8.68	N/A	N/A	78,766	32,847	682,383	754,102
2022-11-03	$26.22	$30.00	99.4%	31.0%	66.7%	20.4%	113.6%	-11.5%	8.3%	-87.8K	11.4M	-2.1M	0.42	14.63	N/A	N/A	71,330	30,084	687,288	757,664
2022-11-04	$26.18	$30.00	97.6%	29.9%	65.4%	17.9%	106.9%	-9.4%	6.9%	-144.1K	23.9M	-2.0M	0.57	10.82	N/A	N/A	70,181	39,672	693,993	762,736
2022-11-07	$25.94	$30.00	104.8%	30.8%	65.3%	28.1%	112.9%	-6.2%	0.1%	-570.8K	15.3M	-2.0M	0.65	7.40	N/A	N/A	52,296	34,228	611,346	734,121
2022-11-08	$25.00	$30.00	104.9%	31.0%	66.7%	28.3%	116.0%	-3.8%	2.0%	-1.7M	69.9M	-1.9M	1.46	8.66	N/A	N/A	51,005	74,212	626,990	747,185
2022-11-09	$22.82	$30.00	123.4%	36.8%	74.0%	55.0%	130.2%	-1.8%	6.4%	-2.9M	169.2M	-1.7M	1.22	10.03	N/A	N/A	84,986	103,700	637,989	773,095
2022-11-10	$24.70	$30.00	116.7%	33.6%	79.7%	45.2%	122.7%	-3.0%	-1.1%	-2.2M	66.6M	-2.0M	0.39	9.33	N/A	N/A	108,251	41,979	664,341	798,790
2022-11-11	$26.06	$30.00	112.1%	32.6%	81.5%	38.7%	121.5%	0.0%	3.1%	2.9M	-22.8M	-2.1M	0.48	7.22	N/A	N/A	86,189	41,174	683,420	800,329
2022-11-14	$26.28	$30.00	119.2%	34.2%	80.2%	48.9%	123.4%	1.6%	-2.5%	-27.4K	-30.1M	-2.1M	0.51	8.01	N/A	N/A	78,821	39,931	636,435	771,860
2022-11-15	$27.35	$30.00	119.0%	34.1%	81.2%	48.6%	122.7%	0.0%	-3.8%	2.1M	-96.5M	-2.2M	0.33	11.92	N/A	N/A	103,295	34,410	653,239	778,197
2022-11-16	$27.07	$30.00	126.7%	36.3%	75.8%	59.6%	129.9%	0.6%	-3.8%	2.0M	-82.0M	-2.1M	0.56	9.89	N/A	N/A	52,317	29,289	676,457	787,206
2022-11-17	$27.39	$30.00	132.4%	38.2%	75.6%	67.8%	136.9%	-0.3%	-4.9%	5.0M	-121.3M	-2.1M	0.39	12.27	N/A	N/A	60,088	23,132	688,822	789,241
2022-11-18	$27.50	$30.00	131.5%	38.1%	74.6%	66.5%	138.1%	-2.1%	-4.3%	11.3M	-135.2M	-2.1M	0.42	10.01	N/A	N/A	118,768	49,904	703,304	791,161
2022-11-21	$25.12	$30.00	129.6%	37.8%	81.7%	63.8%	135.9%	-2.3%	-5.6%	921.5K	-14.2M	-1.9M	0.56	13.25	N/A	N/A	79,095	44,436	607,101	702,935
2022-11-22	$26.04	$30.00	123.3%	34.7%	77.4%	54.8%	124.2%	-1.6%	-3.5%	964.8K	-38.2M	-2.0M	0.81	12.60	N/A	N/A	61,650	49,948	632,294	712,621
2022-11-23	$26.65	$28.75	112.7%	32.4%	75.1%	39.5%	115.5%	-0.9%	-0.3%	1.9M	-65.0M	-2.0M	0.55	14.26	N/A	N/A	67,435	36,763	650,688	724,991
2022-11-25	$26.87	$28.75	112.3%	32.2%	75.0%	39.0%	118.5%	-0.4%	-0.5%	2.9M	-73.9M	-2.0M	0.29	15.39	N/A	N/A	29,239	8,401	664,623	731,922
2022-11-28	$25.31	$28.50	104.1%	29.6%	71.7%	27.2%	108.5%	-2.1%	1.6%	-36.1K	8.8M	-1.8M	0.61	11.47	N/A	N/A	40,084	24,258	599,389	706,679
2022-11-29	$25.54	$28.50	104.3%	30.7%	71.5%	27.4%	114.3%	-0.9%	0.2%	-57.7K	1.9M	-1.9M	0.36	11.71	N/A	N/A	48,169	17,201	614,181	719,723
2022-11-30	$25.98	$28.50	101.3%	29.7%	71.9%	23.2%	112.0%	0.1%	2.8%	478.0K	-3.5M	-1.7M	0.32	12.21	N/A	N/A	46,488	14,794	628,792	725,480