GME Options History — October 2023 In October 2023, GME traded between $12.88 and $16.00. ATM implied volatility averaged 64.1%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 15.5% (HV 20d: 48.5%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2023-10-18 : Highest Volume — 87,086 contracts2023-10-04 : Largest IV spike — 7.9% change2023-10-31 : Highest IV Rank — 23.9%2023-10-30 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.32 $12.88 $16.00 $15.34 $13.75 Max Pain $17.91 $17.00 $18.00 $18.00 $17.00 ATM IV 64.1% 58.7% 71.2% 60.5% 71.2% Expected Move 18.4% 16.7% 20.2% 17.0% 18.7% HV 20d 48.5% 44.9% 53.1% 53.1% 49.7% HV 60d 44.3% 41.6% 48.3% 41.6% 48.3% IV Rank 15.1% 8.4% 23.9% 10.6% 23.9% IV Percentile 27.7% 15.1% 40.9% 17.9% 40.9% Term Structure 0.8% -3.4% 9.1% 1.0% 0.1% VWIV 73.3% 65.1% 82.7% 67.8% 69.9% Skew 25d -7.3% -11.6% 1.5% -11.1% 1.5% Skew 10d -16.0% -25.0% 0.3% -21.3% 0.3% Call IV 25d 71.7% 66.0% 79.0% 70.3% 71.1% Put IV 25d 64.4% 57.7% 72.6% 59.2% 72.6% Bid-Ask Spread % 15.59 7.15 29.25 11.00 12.24 Gamma HHI 0.08 0.05 0.23 0.08 0.09 Net GEX 325.1K -593.7K 1.7M -468.3K 1.0M Net DEX 49.8M 20.8M 75.8M 60.6M 24.5M Net VEX -613.8K -715.2K -513.2K -659.6K -582.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.11 1.90 0.44 0.23 Total Volume 43,912.045 24,271 87,086 77,605 40,225 Total OI 542,376.227 479,791 589,128 521,822 507,320
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 2023-10-02 $15.34 $18.00 60.5% 17.0% 53.1% 10.6% 67.8% -11.1% 1.0% -468.3K 60.6M -659.6K 0.44 11.00 N/A N/A 53,961 23,644 364,434 157,388 2023-10-03 $14.64 $18.00 62.3% 18.3% 50.9% 12.9% 72.8% -11.1% -0.0% -189.4K 66.3M -669.9K 0.59 9.44 N/A N/A 37,099 21,711 390,413 163,895 2023-10-04 $14.89 $18.00 67.2% 18.9% 51.4% 19.0% 74.5% -6.4% -3.4% 73.7K 60.4M -690.9K 0.53 7.15 N/A N/A 26,363 14,041 401,176 170,567 2023-10-05 $14.75 $18.00 64.8% 18.7% 50.3% 16.0% 74.8% -10.2% 0.3% -87.5K 65.9M -652.9K 0.23 21.13 N/A N/A 32,991 7,640 409,552 172,656 2023-10-06 $15.04 $18.00 62.1% 18.0% 45.7% 12.6% 73.8% -8.2% 2.4% 1.7M 51.0M -699.6K 0.24 27.89 N/A N/A 43,349 10,208 411,424 173,940 2023-10-09 $15.43 $18.00 64.0% 18.3% 46.3% 15.0% 73.3% -4.8% -0.4% 428.4K 41.3M -682.7K 0.23 25.90 N/A N/A 32,934 7,510 376,072 155,295 2023-10-10 $16.00 $18.00 60.7% 17.6% 48.2% 10.9% 67.3% -6.1% -0.5% 1.2M 20.8M -715.2K 0.19 27.30 N/A N/A 42,366 8,090 389,120 157,010 2023-10-11 $15.79 $18.00 59.3% 17.3% 46.4% 9.2% 65.1% -7.4% 0.7% 1.2M 24.4M -691.5K 0.21 29.25 N/A N/A 24,760 5,130 401,477 158,873 2023-10-12 $14.96 $18.00 59.5% 16.7% 47.2% 9.4% 70.5% -11.1% -0.3% 175.0K 57.4M -630.0K 0.41 8.67 N/A N/A 32,413 13,300 403,331 159,481 2023-10-13 $14.89 $18.00 58.7% 16.9% 47.2% 8.4% 68.7% -9.1% -0.2% 416.3K 62.3M -648.1K 0.34 12.94 N/A N/A 25,301 8,521 411,316 162,062 2023-10-16 $14.43 $18.00 61.5% 17.7% 47.1% 11.9% 68.2% -8.5% -0.8% -435.8K 69.5M -558.5K 0.27 16.03 N/A N/A 31,219 8,491 380,399 153,737 2023-10-17 $14.13 $18.00 60.1% 17.3% 47.1% 10.2% 77.2% -9.6% -1.3% -359.1K 71.7M -546.3K 0.35 15.49 N/A N/A 24,031 8,500 394,051 155,883 2023-10-18 $13.82 $18.00 62.9% 18.0% 47.3% 13.7% 82.7% -9.6% 0.9% -292.5K 73.7M -544.9K 1.90 18.68 N/A N/A 30,001 57,085 404,141 157,074 2023-10-19 $13.16 $18.00 67.4% 19.4% 48.7% 19.2% 76.8% -11.6% -0.9% -593.7K 75.8M -547.6K 0.45 8.87 N/A N/A 33,983 15,134 414,347 163,895 2023-10-20 $13.41 $18.00 69.4% 20.1% 49.1% 21.7% 76.0% -10.1% -3.0% 103.4K 61.0M -575.8K 0.30 13.57 N/A N/A 40,355 12,196 427,401 161,727 2023-10-23 $13.43 $18.00 66.8% 19.1% 47.4% 18.4% 81.6% -6.9% 1.4% 381.1K 31.9M -608.2K 0.14 12.25 N/A N/A 30,444 4,273 341,935 137,856 2023-10-24 $14.04 $18.00 67.0% 19.7% 50.2% 18.7% 80.0% -5.9% 6.7% 899.0K 22.9M -600.6K 0.11 13.74 N/A N/A 39,129 4,315 358,168 139,494 2023-10-25 $13.68 $18.00 66.0% 19.5% 49.6% 17.6% 73.8% -4.0% 0.4% 851.0K 30.6M -591.5K 0.18 13.56 N/A N/A 20,519 3,752 374,777 140,370 2023-10-26 $13.54 $18.00 64.5% 19.0% 49.6% 15.6% 70.8% -3.6% 5.6% 656.9K 35.7M -558.1K 0.17 14.89 N/A N/A 21,011 3,593 377,399 141,074 2023-10-27 $13.14 $18.00 65.2% 18.7% 49.8% 16.5% 72.2% -4.8% 0.5% 153.7K 44.6M -537.1K 0.31 10.34 N/A N/A 20,460 6,298 383,898 141,885 2023-10-30 $12.88 $17.00 68.2% 20.2% 44.9% 20.2% 75.1% -3.1% 9.1% 229.9K 43.3M -513.2K 0.33 12.77 N/A N/A 29,921 9,798 350,332 135,632 2023-10-31 $13.75 $17.00 71.2% 18.7% 49.7% 23.9% 69.9% 1.5% 0.1% 1.0M 24.5M -582.3K 0.23 12.24 N/A N/A 32,737 7,488 366,335 140,985
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