GME Options History — January 2023 In January 2023, GME traded between $16.00 and $22.51. ATM implied volatility averaged 109.2%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 31.5%. IV traded above realized volatility by 28.3% (HV 20d: 80.9%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.38.
Notable Days 2023-01-27 : Highest Volume — 366,595 contracts2023-01-11 : Largest IV spike — 15.5% change2023-01-12 : Highest IV Rank — 67.3%2023-01-12 : Largest Expected Move — 38.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.55 $16.00 $22.51 $17.48 $21.49 Max Pain $23.81 $22.50 $25.00 $25.00 $22.50 ATM IV 109.2% 93.2% 132.1% 111.7% 93.2% Expected Move 31.5% 26.8% 38.5% 29.5% 26.8% HV 20d 80.9% 65.8% 95.1% 78.0% 95.1% HV 60d 77.8% 72.4% 83.2% 72.6% 82.3% IV Rank 34.5% 11.5% 67.3% 38.1% 11.5% IV Percentile 46.3% 4.0% 90.9% 60.7% 4.0% Term Structure 0.4% -9.9% 4.0% -4.5% 1.3% VWIV 119.2% 99.8% 150.4% 117.4% 106.2% Skew 25d -8.9% -23.7% 3.9% 1.8% -10.6% Skew 10d -20.2% -38.2% 5.6% -8.0% -23.9% Call IV 25d 119.9% 101.4% 156.8% 115.0% 103.1% Put IV 25d 111.0% 92.5% 133.1% 116.8% 92.5% Bid-Ask Spread % 7.81 5.20 14.06 5.20 6.09 Gamma HHI 0.05 0.04 0.09 0.04 0.05 Net GEX 1.4M -1.7M 5.0M -505.8K 3.1M Net DEX 15.2M -156.3M 167.1M 136.3M -87.2M Net VEX -1.4M -1.7M -1.1M -1.2M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.20 0.66 0.52 0.20 Total Volume 147,319.3 79,217 366,595 143,938 82,061 Total OI 1,236,755.5 607,967 1,650,120 1,383,356 718,814
Daily Data (20 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 2023-01-03 $17.48 $25.00 111.7% 29.5% 78.0% 38.1% 117.4% 1.8% -4.5% -505.8K 136.3M -1.2M 0.52 5.20 N/A N/A 94,772 49,166 675,356 708,000 2023-01-04 $17.16 $23.75 108.6% 29.4% 76.0% 33.7% 110.6% 2.1% -9.9% -673.8K 140.7M -1.2M 0.43 6.06 N/A N/A 55,292 23,925 720,714 725,561 2023-01-05 $16.00 $25.00 108.7% 32.7% 73.6% 33.8% 117.7% 3.4% 4.0% -1.7M 167.1M -1.1M 0.56 12.10 N/A N/A 70,351 39,589 737,817 732,949 2023-01-06 $16.44 $25.00 105.5% 31.8% 75.3% 29.2% 114.8% 3.9% 2.0% -193.3K 159.6M -1.1M 0.66 13.98 N/A N/A 56,788 37,488 759,633 741,337 2023-01-09 $16.49 $25.00 108.8% 32.2% 65.8% 33.9% 117.3% 3.5% 2.3% -167.7K 132.4M -1.1M 0.49 14.06 N/A N/A 56,232 27,323 726,408 718,018 2023-01-10 $17.97 $25.00 112.3% 33.0% 71.1% 39.0% 124.6% -9.2% 0.3% 1.0M 77.8M -1.3M 0.31 9.70 N/A N/A 82,457 25,406 752,861 734,297 2023-01-11 $18.87 $25.00 129.8% 37.6% 74.1% 64.0% 137.4% -15.7% -0.6% 2.0M 9.7M -1.5M 0.40 6.99 N/A N/A 172,198 69,521 783,617 744,546 2023-01-12 $20.45 $25.00 132.1% 38.5% 74.8% 67.3% 150.4% -23.7% 3.3% 2.8M -69.2M -1.7M 0.29 5.72 N/A N/A 125,888 36,784 808,260 777,735 2023-01-13 $20.34 $25.00 123.6% 36.0% 74.8% 55.2% 141.8% -18.2% 0.9% 2.8M -51.7M -1.6M 0.33 5.36 N/A N/A 128,206 42,916 829,793 788,528 2023-01-17 $21.62 $25.00 124.6% 35.8% 77.3% 56.6% 136.3% -15.8% -1.6% 2.5M -56.4M -1.6M 0.24 6.61 N/A N/A 143,953 34,439 777,120 768,596 2023-01-18 $20.59 $23.75 108.2% 31.0% 79.4% 33.1% 113.3% -0.9% 2.9% 1.8M 29.1M -1.5M 0.32 6.79 N/A N/A 114,546 37,036 819,871 779,291 2023-01-19 $19.09 $23.75 104.9% 30.1% 83.2% 28.4% 114.1% -8.0% -1.8% -354.4K 115.4M -1.4M 0.58 6.88 N/A N/A 77,166 44,794 835,045 792,915 2023-01-20 $19.80 $22.50 110.6% 31.9% 83.9% 36.5% 125.2% -16.6% -2.3% 1.6M 67.1M -1.4M 0.31 7.17 N/A N/A 86,002 26,671 860,238 789,882 2023-01-23 $21.71 $22.50 110.2% 32.1% 90.2% 35.9% 122.9% -14.5% 1.1% 2.3M -100.5M -1.6M 0.32 8.45 N/A N/A 155,444 49,650 381,537 226,430 2023-01-24 $21.47 $22.50 104.8% 30.3% 87.6% 28.2% 113.9% -13.9% 3.5% 2.7M -97.9M -1.6M 0.34 7.15 N/A N/A 88,470 30,035 436,446 245,276 2023-01-25 $20.36 $22.50 97.4% 27.9% 89.2% 17.6% 107.3% -11.4% 2.5% 941.1K -24.4M -1.4M 0.30 7.16 N/A N/A 89,378 26,406 453,670 254,104 2023-01-26 $19.87 $22.50 95.4% 27.1% 82.1% 14.7% 99.8% -6.9% 3.1% 672.7K -3.6M -1.4M 0.50 7.38 N/A N/A 85,009 42,409 467,422 253,532 2023-01-27 $22.51 $22.50 96.4% 28.3% 91.9% 16.2% 104.1% -12.0% 0.6% 5.0M -156.3M -1.6M 0.29 7.54 N/A N/A 283,646 82,949 474,749 264,810 2023-01-30 $21.22 $22.50 97.1% 28.5% 95.1% 17.1% 108.6% -16.0% -0.2% 2.4M -83.5M -1.5M 0.28 5.82 N/A N/A 134,546 37,474 433,050 236,882 2023-01-31 $21.49 $22.50 93.2% 26.8% 95.1% 11.5% 106.2% -10.6% 1.3% 3.1M -87.2M -1.5M 0.20 6.09 N/A N/A 68,611 13,450 472,286 246,528
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