GME Options History — June 2023 In June 2023, GME traded between $21.45 and $26.92. ATM implied volatility averaged 68.7%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 15.1% (HV 20d: 83.8%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.34.
Notable Days 2023-06-08 : Highest Volume — 345,448 contracts2023-06-08 : Largest IV drop — 31.5% change2023-06-07 : Highest IV Rank — 55.0%2023-06-02 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.38 $21.45 $26.92 $24.18 $24.38 Max Pain $21.38 $20.00 $22.00 $21.00 $22.00 ATM IV 68.7% 52.4% 101.6% 83.3% 57.5% Expected Move 19.8% 14.4% 29.0% 28.1% 16.3% HV 20d 83.8% 50.0% 99.9% 52.1% 93.3% HV 60d 76.1% 64.7% 92.4% 80.5% 65.4% IV Rank 17.2% 0.0% 55.0% 32.8% 6.4% IV Percentile 11.6% 0.0% 53.6% 17.1% 4.0% Term Structure 0.3% -5.0% 5.9% -4.2% -3.1% VWIV 75.5% 56.9% 107.5% 106.0% 64.2% Skew 25d -14.6% -27.0% -7.0% -9.8% -13.8% Skew 10d -25.2% -52.6% -13.1% -13.1% -22.5% Call IV 25d 81.0% 61.2% 116.3% 93.7% 68.7% Put IV 25d 66.4% 51.2% 95.6% 83.8% 54.9% Bid-Ask Spread % 10.93 6.80 18.64 10.10 9.09 Gamma HHI 0.10 0.06 0.21 0.14 0.12 Net GEX 5.5M 503.4K 8.4M 7.4M 6.8M Net DEX -206.9M -424.1M -9.5M -228.0M -185.2M Net VEX -1.4M -1.6M -1.3M -1.4M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.17 0.64 0.28 0.25 Total Volume 116,532.19 40,543 345,448 66,397 68,654 Total OI 625,553.762 529,192 769,295 587,531 599,143
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 2023-06-01 $24.18 $21.00 83.3% 28.1% 52.1% 32.8% 106.0% -9.8% -4.2% 7.4M -228.0M -1.4M 0.28 10.10 N/A N/A 51,746 14,651 418,603 168,928 2023-06-02 $24.59 $21.00 83.2% 29.0% 52.1% 33.5% 107.5% -12.7% -3.2% 8.3M -255.8M -1.5M 0.25 6.80 N/A N/A 59,299 14,877 428,893 175,609 2023-06-05 $24.34 $20.00 90.3% 24.2% 50.1% 41.8% 88.1% -16.1% -2.5% 4.2M -219.1M -1.5M 0.30 15.57 N/A N/A 78,867 23,660 388,076 161,809 2023-06-06 $24.88 $20.00 94.6% 24.8% 50.2% 46.8% 91.3% -16.1% -5.0% 4.5M -241.6M -1.5M 0.29 12.60 N/A N/A 58,641 17,123 412,269 175,531 2023-06-07 $25.95 $20.00 101.6% 26.8% 50.0% 55.0% 96.3% -20.7% -4.9% 5.2M -309.0M -1.6M 0.50 18.64 N/A N/A 153,049 76,410 434,479 183,893 2023-06-08 $21.45 $21.00 69.6% 19.7% 87.2% 17.7% 71.8% -13.2% -0.8% 503.4K -9.5M -1.3M 0.64 11.90 N/A N/A 210,655 134,793 498,717 228,182 2023-06-09 $22.56 $21.00 66.5% 19.4% 88.9% 14.1% 71.6% -10.8% -0.1% 5.0M -116.1M -1.4M 0.42 11.55 N/A N/A 122,655 51,511 536,874 232,421 2023-06-12 $24.21 $21.00 63.8% 18.4% 91.8% 10.9% 68.1% -9.6% -0.6% 6.7M -220.8M -1.4M 0.39 11.27 N/A N/A 80,486 31,438 458,678 185,730 2023-06-13 $26.92 $21.00 77.7% 22.1% 97.6% 27.1% 85.3% -22.6% -0.8% 8.4M -424.1M -1.6M 0.26 9.35 N/A N/A 265,712 69,309 478,182 196,423 2023-06-14 $25.65 $21.00 74.2% 21.8% 99.8% 23.1% 83.5% -23.4% 1.3% 7.6M -322.9M -1.6M 0.37 12.78 N/A N/A 103,287 38,340 515,812 217,459 2023-06-15 $24.84 $22.00 71.6% 21.1% 99.9% 20.0% 85.4% -27.0% 1.3% 7.7M -259.2M -1.5M 0.27 8.28 N/A N/A 113,719 30,732 532,641 218,775 2023-06-16 $24.71 $22.00 66.2% 19.3% 99.9% 13.7% 74.3% -18.9% 2.0% 6.5M -242.9M -1.5M 0.39 10.70 N/A N/A 68,009 26,468 540,877 222,326 2023-06-20 $24.61 $22.00 59.5% 17.1% 98.2% 5.9% 67.1% -15.5% 4.1% 4.4M -185.2M -1.4M 0.38 12.32 N/A N/A 54,437 20,896 385,090 161,120 2023-06-21 $24.48 $22.00 57.3% 16.4% 93.3% 3.3% 65.4% -14.0% 3.0% 4.7M -180.6M -1.4M 0.30 11.24 N/A N/A 50,046 14,809 400,487 168,908 2023-06-22 $24.18 $22.00 54.1% 15.3% 91.9% 0.0% 61.3% -13.5% 4.5% 4.0M -156.8M -1.4M 0.26 9.78 N/A N/A 36,793 9,506 412,542 172,176 2023-06-23 $23.86 $22.00 53.6% 14.9% 92.0% 0.0% 59.8% -10.5% 4.3% 2.9M -138.1M -1.4M 0.45 8.98 N/A N/A 34,478 15,452 416,299 174,480 2023-06-26 $23.05 $22.00 53.3% 14.7% 92.8% 0.0% 57.2% -10.4% 0.1% 2.7M -106.0M -1.3M 0.48 9.78 N/A N/A 39,110 18,713 372,891 156,301 2023-06-27 $23.55 $22.00 52.4% 14.4% 93.1% 0.0% 56.9% -8.8% 3.0% 3.4M -127.7M -1.3M 0.17 9.95 N/A N/A 34,604 5,939 387,638 166,221 2023-06-28 $24.62 $22.00 54.3% 15.5% 93.0% 2.4% 58.5% -7.0% 5.9% 6.5M -196.6M -1.3M 0.31 9.54 N/A N/A 54,763 17,113 397,628 168,298 2023-06-29 $24.91 $22.00 58.0% 16.9% 93.0% 7.1% 66.7% -12.5% 1.9% 8.2M -218.7M -1.3M 0.22 9.24 N/A N/A 62,874 13,552 413,183 173,037 2023-06-30 $24.38 $22.00 57.5% 16.3% 93.3% 6.4% 64.2% -13.8% -3.1% 6.8M -185.2M -1.3M 0.25 9.09 N/A N/A 55,085 13,569 423,444 175,699
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