GME Options History — March 2023 In March 2023, GME traded between $15.86 and $24.11. ATM implied volatility averaged 88.8%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 6.7% (HV 20d: 82.0%). Max pain ranged from $20.00 to $21.25. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.45.
Notable Days 2023-03-22 : Highest Volume — 674,664 contracts2023-03-21 : Largest IV drop — 14.1% change2023-03-20 : Highest IV Rank — 35.1%2023-03-20 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.43 $15.86 $24.11 $18.23 $22.84 Max Pain $20.45 $20.00 $21.25 $21.00 $21.25 ATM IV 88.8% 66.1% 108.5% 87.9% 66.1% Expected Move 25.1% 18.4% 30.9% 23.0% 18.4% HV 20d 82.0% 45.6% 125.8% 78.0% 124.1% HV 60d 87.0% 76.7% 101.6% 84.9% 99.4% IV Rank 9.9% 0.0% 35.1% 3.9% 0.0% IV Percentile 13.2% 0.0% 61.5% 3.2% 0.0% Term Structure -0.5% -3.2% 2.5% -0.9% 2.5% VWIV 94.2% 70.1% 124.2% 86.5% 70.1% Skew 25d -10.4% -18.7% -5.1% -7.7% -8.5% Skew 10d -24.5% -47.7% -11.7% -18.9% -19.6% Call IV 25d 98.7% 72.6% 126.0% 93.2% 72.6% Put IV 25d 88.3% 64.1% 109.9% 85.5% 64.1% Bid-Ask Spread % 6.75 5.21 16.21 7.22 5.82 Gamma HHI 0.06 0.03 0.16 0.05 0.16 Net GEX 1.2M -2.2M 6.3M -45.4K 6.3M Net DEX -34.3M -314.2M 79.7M 32.4M -136.6M Net VEX -1.2M -1.5M -982.6K -1.2M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.26 0.74 0.38 0.43 Total Volume 124,932.957 45,944 674,664 61,629 112,619 Total OI 663,418.478 539,476 825,318 616,505 781,302
Daily Data (23 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 2023-03-01 $18.23 $21.00 87.9% 23.0% 78.0% 3.9% 86.5% -7.7% -0.9% -45.4K 32.4M -1.2M 0.38 7.22 N/A N/A 44,751 16,878 407,506 208,999 2023-03-02 $18.13 $20.50 87.8% 23.4% 77.4% 3.7% 86.2% -7.5% -1.7% -368.4K 40.8M -1.1M 0.55 6.66 N/A N/A 44,132 24,464 416,835 214,308 2023-03-03 $18.74 $20.00 85.2% 22.2% 76.9% 0.1% 85.0% -7.7% 2.2% 48.1K 20.2M -1.2M 0.26 7.59 N/A N/A 56,073 14,304 424,364 224,137 2023-03-06 $18.77 $20.00 87.0% 24.2% 76.7% 2.6% 87.3% -6.3% -3.0% 555.1K 9.2M -1.2M 0.26 5.26 N/A N/A 54,336 14,091 385,093 208,072 2023-03-07 $18.19 $20.00 83.5% 23.5% 69.5% 0.0% 85.2% -6.2% -1.9% 63.6K 30.8M -1.1M 0.40 5.21 N/A N/A 34,442 13,735 398,391 210,721 2023-03-08 $18.34 $20.00 86.0% 24.4% 54.5% 3.6% 86.2% -10.0% -2.8% -43.0K 27.7M -1.1M 0.47 5.98 N/A N/A 37,707 17,742 405,572 216,904 2023-03-09 $17.52 $20.00 85.0% 24.4% 56.2% 2.2% 90.5% -7.6% -0.6% -1.2M 61.3M -1.1M 0.57 6.76 N/A N/A 29,317 16,627 417,993 225,481 2023-03-10 $17.19 $20.00 89.4% 26.0% 53.0% 8.3% 96.5% -10.3% -2.8% -2.2M 75.7M -1.1M 0.54 7.51 N/A N/A 41,112 22,379 424,070 229,391 2023-03-13 $16.94 $20.00 92.2% 26.5% 52.5% 12.2% 97.8% -6.6% 1.5% -594.9K 63.0M -1.0M 0.33 6.86 N/A N/A 42,622 13,881 389,907 214,366 2023-03-14 $16.96 $20.00 92.3% 26.6% 51.3% 12.4% 97.5% -5.1% 0.6% -342.0K 60.4M -1.0M 0.39 6.26 N/A N/A 38,808 14,980 405,411 216,714 2023-03-15 $15.86 $20.00 97.8% 28.4% 55.2% 20.1% 103.4% -7.6% 0.2% -627.9K 79.7M -982.6K 0.67 6.96 N/A N/A 50,511 33,845 418,136 220,085 2023-03-16 $16.63 $20.00 99.4% 28.5% 46.2% 22.3% 111.4% -14.1% -0.6% 101.8K 50.2M -1.1M 0.31 5.67 N/A N/A 65,442 20,153 436,321 229,852 2023-03-17 $16.44 $20.00 108.2% 30.5% 46.1% 34.6% 124.2% -16.0% -2.3% 677.2K 47.6M -1.1M 0.34 16.21 N/A N/A 54,508 18,667 464,148 233,188 2023-03-20 $16.71 $20.00 108.5% 30.9% 45.6% 35.1% 121.6% -18.7% -3.2% 976.2K -7.1M -1.1M 0.26 5.97 N/A N/A 61,303 15,860 364,361 175,115 2023-03-21 $17.71 $20.00 93.2% 26.6% 49.7% 13.7% 102.8% -10.4% -0.6% 1.7M -29.0M -1.2M 0.68 6.92 N/A N/A 85,721 58,102 393,498 181,980 2023-03-22 $24.11 $20.00 99.4% 28.5% 122.7% 22.3% 106.4% -16.0% -1.7% 5.4M -314.2M -1.5M 0.70 5.98 N/A N/A 396,755 277,909 422,772 206,571 2023-03-23 $22.60 $21.25 95.4% 27.5% 125.3% 16.7% 101.1% -14.9% -1.2% 2.1M -139.1M -1.5M 0.74 5.54 N/A N/A 147,710 109,428 483,121 310,300 2023-03-24 $23.85 $21.25 92.1% 26.5% 125.5% 12.1% 99.5% -15.5% -1.0% 4.1M -222.1M -1.5M 0.51 6.14 N/A N/A 171,270 87,732 508,572 316,746 2023-03-27 $23.24 $21.25 79.8% 22.7% 125.5% 0.0% 84.7% -9.8% 1.6% 2.7M -155.4M -1.5M 0.48 6.16 N/A N/A 82,648 39,466 431,601 237,431 2023-03-28 $22.87 $21.25 82.0% 23.5% 125.8% 3.0% 88.5% -17.9% 0.1% 2.8M -149.9M -1.5M 0.34 6.26 N/A N/A 107,082 36,292 453,720 248,023 2023-03-29 $22.46 $21.25 74.1% 20.9% 124.4% 0.0% 80.6% -9.0% 1.7% 2.8M -121.4M -1.5M 0.45 5.73 N/A N/A 102,882 46,249 483,728 254,632 2023-03-30 $22.48 $21.25 69.2% 19.6% 124.3% 0.0% 72.5% -5.4% 2.4% 3.0M -113.4M -1.4M 0.42 6.67 N/A N/A 69,501 29,422 497,033 262,154 2023-03-31 $22.84 $21.25 66.1% 18.4% 124.1% 0.0% 70.1% -8.5% 2.5% 6.3M -136.6M -1.4M 0.43 5.82 N/A N/A 79,007 33,612 513,630 267,672
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