GME Options History — August 2023 In August 2023, GME traded between $16.45 and $21.63. ATM implied volatility averaged 78.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 47.4% (HV 20d: 31.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.39.
Notable Days 2023-08-31 : Highest Volume — 103,350 contracts2023-08-31 : Largest IV spike — 20.4% change2023-08-31 : Highest IV Rank — 66.1%2023-08-31 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $19.14 $16.45 $21.63 $21.63 $18.62 Max Pain $21.00 $20.00 $22.50 $22.50 $20.00 ATM IV 78.8% 61.2% 105.3% 61.2% 105.3% Expected Move 24.3% 15.8% 35.8% 15.8% 35.8% HV 20d 31.5% 25.1% 42.0% 30.6% 41.4% HV 60d 61.6% 58.7% 64.2% 64.2% 60.7% IV Rank 33.0% 11.1% 66.1% 11.1% 66.1% IV Percentile 34.7% 16.7% 77.8% 16.7% 77.8% Term Structure 1.5% -10.6% 12.3% 12.2% 0.6% VWIV 93.6% 62.9% 127.8% 62.9% 127.8% Skew 25d -14.7% -23.5% -8.1% -12.9% -9.2% Skew 10d -29.8% -46.5% -16.8% -26.4% -26.5% Call IV 25d 91.7% 71.4% 116.3% 73.2% 116.3% Put IV 25d 77.0% 58.9% 107.2% 60.3% 107.2% Bid-Ask Spread % 11.62 8.93 15.42 10.27 15.42 Gamma HHI 0.06 0.05 0.10 0.06 0.07 Net GEX 1.1M 155.3K 2.8M 1.8M 2.8M Net DEX -14.0M -69.9M 24.4M -50.5M -69.9M Net VEX -886.5K -1.0M -717.8K -1.0M -963.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.20 0.97 0.40 0.97 Total Volume 44,245.217 25,601 103,350 33,565 103,350 Total OI 499,291.087 428,274 533,416 491,314 533,416
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 2023-08-01 $21.63 $22.50 61.2% 15.8% 30.6% 11.1% 62.9% -12.9% 12.2% 1.8M -50.5M -1.0M 0.40 10.27 N/A N/A 23,911 9,654 359,127 132,187 2023-08-02 $20.89 $22.50 62.1% 16.1% 31.9% 12.2% 63.7% -11.0% 12.3% 856.3K -18.4M -921.0K 0.48 9.65 N/A N/A 32,155 15,342 365,205 134,971 2023-08-03 $20.98 $22.00 64.4% 21.8% 28.4% 15.1% 82.6% -11.9% 11.9% 1.2M -32.9M -1.0M 0.32 13.50 N/A N/A 23,097 7,354 371,701 139,010 2023-08-04 $20.97 $22.00 62.6% 21.4% 28.4% 12.8% 81.6% -12.5% 7.5% 444.5K -30.1M -979.7K 0.34 12.85 N/A N/A 48,633 16,622 378,503 142,157 2023-08-07 $20.98 $22.00 68.1% 22.1% 26.1% 19.7% 83.9% -10.1% 7.6% 1.7M -38.1M -1.0M 0.20 13.56 N/A N/A 27,577 5,559 351,159 132,818 2023-08-08 $20.77 $22.00 73.4% 22.2% 25.1% 26.3% 85.1% -19.6% 2.6% 1.6M -30.1M -959.6K 0.29 15.32 N/A N/A 20,648 5,898 362,859 136,830 2023-08-09 $19.91 $21.00 72.0% 21.7% 28.1% 24.5% 83.2% -8.1% 6.7% 627.6K -248.3K -852.7K 0.30 14.59 N/A N/A 26,856 8,029 367,574 138,780 2023-08-10 $20.06 $21.00 73.0% 21.9% 28.5% 25.7% 84.8% -11.1% 3.0% 1.0M -12.5M -909.8K 0.20 12.11 N/A N/A 22,298 4,544 374,430 138,250 2023-08-11 $20.23 $21.00 70.2% 21.6% 28.5% 22.3% 84.6% -12.5% 9.1% 1.2M -14.7M -857.5K 0.33 9.44 N/A N/A 28,840 9,635 380,019 139,220 2023-08-14 $19.84 $21.00 77.6% 22.5% 28.8% 31.5% 83.7% -12.6% 0.6% 1.0M -4.5M -809.3K 0.41 10.97 N/A N/A 29,692 12,033 355,995 129,789 2023-08-15 $19.20 $21.00 79.0% 22.8% 29.7% 33.2% 90.8% -15.3% 1.2% 684.1K 5.9M -847.2K 0.37 12.82 N/A N/A 20,677 7,739 367,675 135,552 2023-08-16 $18.68 $21.00 86.9% 24.9% 30.2% 43.2% 89.3% -13.6% -10.6% 429.8K 16.5M -828.3K 0.44 10.77 N/A N/A 29,395 12,989 372,304 136,949 2023-08-17 $18.48 $21.00 84.2% 24.3% 30.0% 39.8% 95.5% -15.3% 2.5% 281.4K 20.8M -817.1K 0.50 8.93 N/A N/A 17,081 8,520 382,503 143,098 2023-08-18 $18.45 $21.00 84.3% 24.6% 29.1% 39.9% 100.6% -15.8% -7.2% 155.3K 17.5M -846.8K 0.25 9.06 N/A N/A 38,294 9,538 388,533 143,148 2023-08-21 $18.46 $21.00 83.6% 25.3% 26.4% 39.0% 101.4% -15.2% -1.5% 874.6K -8.1M -809.0K 0.23 12.04 N/A N/A 31,324 7,087 307,594 120,680 2023-08-22 $17.38 $21.00 85.7% 26.3% 31.6% 41.6% 103.4% -18.5% -4.0% 557.9K 13.9M -717.8K 0.32 9.19 N/A N/A 52,151 16,840 322,140 123,554 2023-08-23 $16.91 $20.00 84.4% 26.1% 31.4% 40.0% 103.7% -18.6% -4.0% 406.4K 14.3M -795.5K 0.43 10.36 N/A N/A 33,122 14,124 347,284 130,317 2023-08-24 $16.45 $20.00 83.5% 27.0% 31.5% 38.9% 105.8% -17.1% -0.7% 248.4K 24.4M -761.8K 0.60 13.14 N/A N/A 28,849 17,417 357,195 135,469 2023-08-25 $17.12 $20.00 87.3% 27.3% 37.0% 43.7% 105.8% -23.5% -1.9% 646.8K 2.5M -870.0K 0.33 10.15 N/A N/A 38,348 12,709 367,598 141,762 2023-08-28 $17.54 $20.00 86.2% 28.7% 37.9% 42.3% 111.4% -18.3% -2.7% 1.1M -21.6M -880.7K 0.41 10.52 N/A N/A 40,875 16,668 342,745 128,278 2023-08-29 $18.30 $20.00 90.2% 29.0% 42.0% 47.3% 108.6% -19.8% -3.9% 2.1M -50.9M -956.2K 0.38 9.15 N/A N/A 38,145 14,317 362,518 138,732 2023-08-30 $18.38 $20.00 87.4% 30.6% 41.0% 43.8% 113.8% -14.9% -5.8% 2.4M -54.7M -956.3K 0.40 13.37 N/A N/A 21,168 8,536 377,238 146,829 2023-08-31 $18.62 $20.00 105.3% 35.8% 41.4% 66.1% 127.8% -9.2% 0.6% 2.8M -69.9M -963.3K 0.97 15.42 N/A N/A 52,478 50,872 384,237 149,179
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