GME Options History — December 2022

In December 2022, GME traded between $17.84 and $27.41. ATM implied volatility averaged 104.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 26.1% (HV 20d: 77.9%). Max pain ranged from $25.00 to $28.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.65.

Notable Days

2022-12-08: Highest Volume — 221,207 contracts
2022-12-08: Largest IV drop — 16.8% change
2022-12-07: Highest IV Rank — 39.3%
2022-12-07: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.52	$17.84	$27.41	$26.45	$18.43
Max Pain	$26.14	$25.00	$28.50	$28.50	$25.00
ATM IV	104.0%	93.7%	112.6%	104.1%	98.8%
Expected Move	30.3%	26.8%	32.4%	31.2%	26.8%
HV 20d	77.9%	68.7%	82.2%	68.7%	79.8%
HV 60d	72.7%	68.0%	75.7%	70.8%	72.0%
IV Rank	27.0%	12.3%	39.3%	27.2%	19.6%
IV Percentile	34.9%	7.5%	63.5%	33.7%	16.7%
Term Structure	1.8%	-4.4%	6.2%	0.7%	0.8%
VWIV	115.0%	105.1%	126.5%	114.5%	106.4%
Skew 25d	-3.2%	-11.6%	4.1%	-5.4%	2.7%
Skew 10d	-10.1%	-28.8%	10.1%	-19.0%	1.1%
Call IV 25d	111.1%	96.0%	122.6%	111.0%	101.4%
Put IV 25d	107.9%	97.7%	115.7%	105.6%	104.2%
Bid-Ask Spread %	7.06	4.29	17.28	8.03	5.02
Gamma HHI	0.06	0.03	0.16	0.05	0.04
Net GEX	-799.3K	-3.2M	6.7M	1.9M	-434.8K
Net DEX	99.0M	-114.4M	191.2M	-40.0M	131.3M
Net VEX	-1.5M	-1.9M	-1.2M	-1.8M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.16	1.20	0.16	0.58
Total Volume	124,598.238	64,662	221,207	204,545	70,021
Total OI	1,415,509.095	1,308,406	1,520,393	1,368,782	1,459,244

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
2022-12-01	$26.45	$28.50	104.1%	31.2%	68.7%	27.2%	114.5%	-5.4%	0.7%	1.9M	-40.0M	-1.8M	0.16	8.03	N/A	N/A	176,566	27,979	638,870	729,912
2022-12-02	$27.41	$28.00	97.3%	28.9%	69.5%	17.4%	107.0%	-0.9%	1.7%	6.7M	-114.4M	-1.9M	0.27	5.50	N/A	N/A	131,261	35,713	672,599	737,837
2022-12-05	$25.55	$27.50	97.4%	29.4%	74.1%	17.5%	112.4%	-2.5%	5.0%	95.1K	909.2K	-1.8M	1.20	11.56	N/A	N/A	56,181	67,611	611,285	718,884
2022-12-06	$23.31	$27.50	105.3%	30.9%	80.8%	28.8%	115.5%	-6.6%	3.8%	-3.2M	117.1M	-1.6M	1.05	11.46	N/A	N/A	70,622	74,462	624,417	763,634
2022-12-07	$22.72	$27.50	112.6%	32.4%	80.3%	39.3%	118.7%	-8.1%	-4.4%	-3.2M	131.2M	-1.6M	1.06	17.28	N/A	N/A	97,163	102,513	646,744	781,061
2022-12-08	$24.73	$26.25	93.7%	28.4%	79.4%	12.3%	105.1%	1.7%	1.4%	-465.3K	19.3M	-1.6M	0.63	5.61	N/A	N/A	135,451	85,756	694,142	811,993
2022-12-09	$22.70	$26.25	97.4%	30.8%	80.3%	17.6%	109.2%	0.1%	6.2%	-2.8M	148.2M	-1.5M	0.93	6.88	N/A	N/A	77,786	72,287	705,097	815,296
2022-12-12	$22.84	$26.25	103.6%	30.8%	77.5%	26.5%	109.1%	4.1%	2.4%	-2.2M	110.3M	-1.4M	0.86	6.18	N/A	N/A	59,532	51,247	640,083	738,394
2022-12-13	$20.95	$26.25	105.5%	31.0%	82.2%	29.1%	117.7%	2.1%	2.6%	-2.4M	178.3M	-1.4M	0.81	7.80	N/A	N/A	64,194	52,087	660,237	755,601
2022-12-14	$21.09	$26.25	106.7%	30.9%	80.3%	30.9%	123.3%	-2.9%	1.6%	-2.8M	170.9M	-1.4M	0.81	9.66	N/A	N/A	58,648	47,695	679,158	764,178
2022-12-15	$20.52	$26.25	107.4%	31.2%	80.4%	31.9%	117.4%	-2.4%	2.7%	-2.8M	191.2M	-1.4M	0.60	8.10	N/A	N/A	55,659	33,372	698,206	772,291
2022-12-16	$20.62	$26.25	107.4%	31.6%	80.2%	32.0%	126.5%	-7.2%	4.7%	-321.1K	174.7M	-1.4M	0.79	4.38	N/A	N/A	53,654	42,325	713,356	773,294
2022-12-19	$19.98	$26.25	106.8%	30.8%	80.1%	31.1%	120.3%	-11.6%	2.2%	-530.7K	88.7M	-1.4M	0.37	6.39	N/A	N/A	75,060	27,420	614,697	693,709
2022-12-20	$20.45	$25.00	107.5%	30.9%	76.1%	32.0%	120.8%	-11.3%	-1.3%	-66.3K	73.6M	-1.4M	0.29	4.40	N/A	N/A	64,128	18,340	657,800	704,366
2022-12-21	$20.53	$25.00	101.4%	29.1%	74.4%	23.4%	112.9%	-7.6%	-0.0%	32.1K	80.9M	-1.4M	0.29	4.29	N/A	N/A	50,067	14,595	681,713	709,203
2022-12-22	$19.38	$25.00	109.1%	31.4%	74.9%	34.4%	116.3%	-6.8%	-1.4%	-972.5K	120.0M	-1.3M	0.69	5.27	N/A	N/A	84,270	58,183	689,236	713,987
2022-12-23	$20.05	$25.00	100.2%	28.3%	76.5%	21.6%	109.6%	-3.0%	4.1%	-1.2M	90.6M	-1.4M	0.48	4.97	N/A	N/A	67,851	32,709	710,063	729,922
2022-12-27	$18.20	$25.00	109.3%	31.9%	80.4%	34.6%	124.9%	-2.9%	0.5%	-520.4K	123.7M	-1.3M	0.59	4.94	N/A	N/A	71,037	41,941	657,491	708,613
2022-12-28	$17.84	$25.00	109.0%	30.4%	79.9%	34.2%	115.6%	0.5%	2.6%	-1.0M	148.0M	-1.2M	0.71	5.65	N/A	N/A	80,035	57,056	684,041	721,388
2022-12-29	$18.23	$25.00	103.2%	28.5%	80.2%	25.9%	112.2%	1.5%	1.1%	-770.3K	135.4M	-1.3M	0.38	4.95	N/A	N/A	53,749	20,337	710,458	733,191
2022-12-30	$18.43	$25.00	98.8%	26.8%	79.8%	19.6%	106.4%	2.7%	0.8%	-434.8K	131.3M	-1.3M	0.58	5.02	N/A	N/A	44,204	25,817	723,358	735,886