GME Options History — February 2023 In February 2023, GME traded between $19.09 and $24.00. ATM implied volatility averaged 90.5%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded below realized volatility by 3.8% (HV 20d: 94.3%). Max pain ranged from $21.00 to $22.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.34.
Notable Days 2023-02-02 : Highest Volume — 234,177 contracts2023-02-06 : Largest IV spike — 14.3% change2023-02-06 : Highest IV Rank — 27.7%2023-02-06 : Largest Expected Move — 31.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.86 $19.09 $24.00 $21.89 $19.13 Max Pain $21.34 $21.00 $22.50 $22.50 $21.00 ATM IV 90.5% 85.9% 104.4% 86.8% 88.3% Expected Move 26.0% 22.7% 31.5% 24.6% 23.1% HV 20d 94.3% 76.9% 105.4% 92.5% 76.9% HV 60d 84.8% 82.4% 86.9% 82.4% 84.6% IV Rank 7.6% 1.0% 27.7% 2.3% 4.5% IV Percentile 6.2% 0.4% 36.1% 0.8% 4.0% Term Structure 4.4% -1.7% 10.9% 2.4% -1.4% VWIV 95.9% 84.7% 113.9% 93.2% 89.0% Skew 25d -9.8% -22.1% -3.5% -7.8% -7.5% Skew 10d -21.4% -41.2% -8.6% -18.7% -17.7% Call IV 25d 98.6% 87.8% 117.4% 94.0% 94.3% Put IV 25d 88.8% 80.1% 99.0% 86.1% 86.8% Bid-Ask Spread % 7.54 5.84 10.75 7.82 7.00 Gamma HHI 0.08 0.04 0.49 0.06 0.04 Net GEX 2.9M -331.0K 12.1M 3.6M 1.0M Net DEX -59.4M -210.6M 43.2M -96.8M -1.8M Net VEX -1.4M -1.7M -1.2M -1.5M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.18 0.86 0.21 0.26 Total Volume 110,866.842 58,118 234,177 117,259 63,420 Total OI 699,155 567,504 794,742 729,669 593,552
Daily Data (19 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 2023-02-01 $21.89 $22.50 86.8% 24.6% 92.5% 2.3% 93.2% -7.8% 2.4% 3.6M -96.8M -1.5M 0.21 7.82 N/A N/A 97,183 20,076 480,987 248,682 2023-02-02 $22.77 $21.00 94.8% 29.5% 92.3% 13.9% 106.2% -15.2% 1.5% 5.7M -159.8M -1.5M 0.19 7.09 N/A N/A 197,390 36,787 491,088 251,087 2023-02-03 $22.15 $22.00 91.4% 28.9% 88.3% 8.9% 107.0% -17.5% 2.2% 2.9M -124.9M -1.6M 0.20 7.92 N/A N/A 140,703 28,740 516,823 256,252 2023-02-06 $24.00 $22.00 104.4% 31.5% 91.1% 27.7% 113.9% -18.4% 5.4% 4.7M -210.6M -1.7M 0.18 10.75 N/A N/A 175,200 31,041 448,595 228,238 2023-02-07 $21.07 $22.00 97.2% 30.4% 105.4% 17.2% 111.1% -22.1% 8.9% 2.6M -67.4M -1.5M 0.33 8.14 N/A N/A 117,622 39,369 499,273 241,318 2023-02-08 $21.05 $21.00 87.8% 27.6% 101.8% 3.8% 103.0% -13.6% 8.2% 2.6M -51.4M -1.4M 0.30 8.12 N/A N/A 63,855 19,384 521,137 248,361 2023-02-09 $19.82 $21.00 88.3% 27.7% 103.3% 4.4% 103.3% -12.6% 10.6% 462.0K 10.4M -1.4M 0.41 9.52 N/A N/A 76,998 31,881 529,111 250,622 2023-02-10 $19.27 $22.00 86.1% 26.7% 99.5% 1.3% 103.0% -12.0% 9.6% -331.0K 43.2M -1.3M 0.36 8.93 N/A N/A 64,965 23,526 539,356 253,933 2023-02-13 $19.77 $22.00 89.3% 26.3% 100.0% 5.9% 96.9% -9.0% 7.6% 1.1M 3.1M -1.3M 0.33 5.84 N/A N/A 57,391 18,745 457,964 234,172 2023-02-14 $19.82 $21.00 86.3% 25.1% 97.3% 1.6% 90.7% -4.8% 8.3% 1.7M 4.3M -1.2M 0.37 6.54 N/A N/A 47,830 17,925 478,449 238,534 2023-02-15 $21.69 $21.00 89.3% 25.6% 101.3% 5.9% 93.6% -5.7% 10.9% 4.9M -105.9M -1.4M 0.22 6.78 N/A N/A 136,217 29,956 493,545 244,779 2023-02-16 $21.52 $21.00 88.6% 25.0% 97.1% 4.9% 88.7% -3.5% 7.8% 6.1M -102.1M -1.4M 0.36 6.64 N/A N/A 79,194 28,841 522,274 253,372 2023-02-17 $21.99 $21.00 85.9% 23.8% 96.7% 1.0% 85.7% -3.9% 7.2% 12.1M -121.4M -1.4M 0.29 6.51 N/A N/A 82,301 23,473 533,011 261,731 2023-02-21 $20.84 $21.00 92.8% 24.4% 93.1% 10.9% 87.2% -4.9% -1.1% 2.3M -64.9M -1.3M 0.86 9.04 N/A N/A 48,658 42,006 378,858 189,943 2023-02-22 $20.49 $21.00 92.0% 23.8% 93.2% 9.8% 88.1% -6.0% -1.7% 1.8M -46.8M -1.3M 0.38 7.33 N/A N/A 43,018 16,404 393,193 199,888 2023-02-23 $20.29 $21.00 89.6% 22.9% 91.3% 6.3% 84.7% -6.6% -1.1% 1.2M -35.6M -1.3M 0.46 6.81 N/A N/A 52,664 24,100 405,118 205,052 2023-02-24 $19.62 $21.00 89.7% 22.7% 91.7% 6.5% 85.3% -7.8% -0.3% 144.7K -3.2M -1.2M 0.60 5.84 N/A N/A 36,393 21,725 416,661 211,482 2023-02-27 $19.09 $21.00 90.7% 23.8% 79.1% 8.0% 92.2% -7.9% -1.4% 654.1K 2.5M -1.2M 0.21 6.62 N/A N/A 59,006 12,483 369,933 197,571 2023-02-28 $19.13 $21.00 88.3% 23.1% 76.9% 4.5% 89.0% -7.5% -1.4% 1.0M -1.8M -1.2M 0.26 7.00 N/A N/A 50,528 12,892 390,442 203,110
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