GME Options History — May 2023 In May 2023, GME traded between $18.45 and $24.41. ATM implied volatility averaged 74.8%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 29.1% (HV 20d: 45.7%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2023-05-22 : Highest Volume — 157,296 contracts2023-05-22 : Largest IV spike — 11.3% change2023-05-31 : Highest IV Rank — 37.0%2023-05-31 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.63 $18.45 $24.41 $18.61 $24.36 Max Pain $20.68 $20.00 $22.00 $20.00 $21.00 ATM IV 74.8% 60.5% 86.9% 60.7% 86.9% Expected Move 21.8% 14.5% 29.2% 14.9% 29.2% HV 20d 45.7% 34.8% 54.5% 36.0% 51.6% HV 60d 81.0% 78.6% 86.6% 86.6% 80.8% IV Rank 21.7% 6.0% 37.0% 6.3% 37.0% IV Percentile 12.3% 4.8% 21.8% 4.8% 21.8% Term Structure 0.7% -5.1% 11.5% 10.7% -5.1% VWIV 80.2% 55.0% 105.8% 58.1% 105.8% Skew 25d -6.1% -9.5% -1.3% -7.5% -7.6% Skew 10d -15.8% -22.9% -9.0% -22.9% -14.1% Call IV 25d 81.1% 69.7% 94.7% 72.2% 94.7% Put IV 25d 75.0% 62.3% 87.1% 64.8% 87.1% Bid-Ask Spread % 7.25 6.36 9.93 7.01 9.93 Gamma HHI 0.10 0.05 0.27 0.05 0.11 Net GEX 5.0M 906.3K 8.3M 1.1M 7.1M Net DEX -133.9M -232.7M 2.5M -2.1M -230.2M Net VEX -1.2M -1.4M -979.5K -979.5K -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.23 0.48 0.33 0.31 Total Volume 74,924.727 34,414 157,296 53,463 73,627 Total OI 579,979.136 512,025 660,260 515,877 570,967
Daily Data (22 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 2023-05-01 $18.61 $20.00 60.7% 14.9% 36.0% 6.3% 58.1% -7.5% 10.7% 1.1M -2.1M -979.5K 0.33 7.01 N/A N/A 40,195 13,268 367,994 147,883 2023-05-02 $18.45 $20.00 60.5% 14.5% 34.8% 6.0% 55.6% -7.3% 11.0% 906.3K 2.5M -1.0M 0.45 6.64 N/A N/A 36,714 16,638 378,947 152,755 2023-05-03 $18.84 $20.00 62.2% 14.5% 35.5% 7.8% 55.0% -7.4% 11.5% 1.9M -19.0M -1.0M 0.46 6.82 N/A N/A 39,782 18,377 392,927 159,364 2023-05-04 $19.18 $22.00 69.2% 21.8% 36.7% 14.7% 81.1% -3.3% 9.6% 2.5M -29.6M -1.0M 0.27 6.36 N/A N/A 40,752 11,166 405,774 168,823 2023-05-05 $20.26 $22.00 66.7% 21.5% 42.1% 12.2% 80.0% -6.5% 10.8% 5.3M -91.7M -1.1M 0.26 7.89 N/A N/A 118,442 30,269 418,189 171,971 2023-05-08 $20.66 $21.00 73.9% 21.7% 43.0% 19.4% 78.3% -5.9% -0.2% 4.2M -98.0M -1.1M 0.27 8.73 N/A N/A 58,483 15,552 398,490 161,218 2023-05-09 $20.20 $21.00 73.6% 21.6% 42.5% 19.1% 78.1% -3.8% 0.4% 3.9M -79.2M -1.1M 0.37 6.92 N/A N/A 25,095 9,319 413,805 166,996 2023-05-10 $20.81 $21.00 75.7% 20.9% 44.2% 21.2% 76.3% -3.4% -3.2% 5.5M -113.4M -1.2M 0.38 7.01 N/A N/A 36,568 14,041 421,018 170,044 2023-05-11 $20.84 $21.00 74.4% 20.8% 44.1% 19.9% 75.4% -4.7% -2.5% 5.8M -112.9M -1.2M 0.35 7.27 N/A N/A 34,479 12,221 429,382 173,753 2023-05-12 $20.61 $21.00 74.5% 21.0% 44.1% 20.0% 76.1% -5.1% -1.9% 3.9M -96.6M -1.1M 0.48 7.19 N/A N/A 41,498 20,094 437,781 178,186 2023-05-15 $21.45 $21.00 75.6% 21.5% 46.8% 21.0% 78.0% -3.4% -3.0% 4.5M -129.1M -1.1M 0.32 7.11 N/A N/A 61,722 19,608 396,420 168,074 2023-05-16 $21.93 $21.00 75.2% 21.4% 45.9% 22.8% 76.8% -1.3% -2.1% 6.2M -161.9M -1.2M 0.48 6.94 N/A N/A 41,572 19,754 419,908 174,630 2023-05-17 $22.88 $20.00 76.9% 22.0% 47.7% 24.7% 81.1% -5.8% -2.0% 7.2M -219.8M -1.2M 0.23 6.37 N/A N/A 114,111 26,679 428,874 180,585 2023-05-18 $23.12 $21.00 76.4% 22.0% 43.3% 24.1% 82.0% -7.2% -2.9% 8.3M -232.7M -1.3M 0.28 6.50 N/A N/A 53,537 15,063 457,413 190,658 2023-05-19 $22.07 $21.00 75.4% 21.9% 47.1% 23.0% 80.7% -7.6% -2.9% 6.8M -155.8M -1.2M 0.25 6.75 N/A N/A 72,461 17,885 464,517 195,743 2023-05-22 $24.09 $20.00 84.0% 24.8% 54.0% 32.7% 91.6% -7.5% -3.2% 5.5M -224.5M -1.3M 0.39 6.82 N/A N/A 113,389 43,907 368,143 143,882 2023-05-23 $23.04 $21.00 81.8% 24.3% 54.5% 30.3% 89.7% -8.4% -1.9% 4.6M -163.4M -1.4M 0.36 6.97 N/A N/A 60,325 21,706 400,880 168,092 2023-05-24 $23.29 $20.00 79.4% 23.8% 53.2% 27.7% 85.9% -6.9% -1.7% 5.9M -179.9M -1.3M 0.37 7.26 N/A N/A 37,049 13,667 410,594 171,553 2023-05-25 $23.52 $20.00 79.0% 23.9% 53.1% 27.2% 86.9% -5.4% -1.0% 7.3M -198.2M -1.4M 0.39 7.43 N/A N/A 41,829 16,198 418,300 174,707 2023-05-26 $23.30 $20.00 80.2% 24.5% 53.5% 28.6% 89.9% -9.5% -1.4% 5.7M -186.5M -1.4M 0.26 7.66 N/A N/A 51,458 13,520 427,098 176,341 2023-05-30 $24.41 $20.00 83.7% 27.3% 51.9% 32.5% 102.6% -8.5% -3.2% 5.9M -224.9M -1.4M 0.23 7.82 N/A N/A 70,390 15,934 382,845 154,017 2023-05-31 $24.36 $21.00 86.9% 29.2% 51.6% 37.0% 105.8% -7.6% -5.1% 7.1M -230.2M -1.4M 0.31 9.93 N/A N/A 56,331 17,296 407,881 163,086
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