GME Options History — November 2023 In November 2023, GME traded between $12.00 and $15.96. ATM implied volatility averaged 85.4%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 26.8% (HV 20d: 58.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.27.
Notable Days 2023-11-29 : Highest Volume — 577,888 contracts2023-11-29 : Largest IV spike — 44.2% change2023-11-29 : Highest IV Rank — 100.0%2023-11-29 : Largest Expected Move — 50.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.15 $12.00 $15.96 $13.09 $14.61 Max Pain $16.82 $15.00 $17.50 $16.00 $16.00 ATM IV 85.4% 64.5% 142.7% 64.5% 121.3% Expected Move 26.4% 17.9% 50.3% 17.9% 43.2% HV 20d 58.6% 51.2% 94.0% 51.7% 94.0% HV 60d 52.5% 49.1% 68.4% 49.1% 68.4% IV Rank 40.6% 15.6% 100.0% 15.6% 76.4% IV Percentile 58.4% 31.0% 100.0% 31.0% 98.0% Term Structure 0.5% -11.9% 16.7% 12.6% -4.0% VWIV 101.6% 69.3% 191.9% 69.3% 170.5% Skew 25d -9.4% -33.9% -2.9% -4.0% -29.5% Skew 10d -18.9% -41.1% 3.1% -2.2% -39.7% Call IV 25d 95.2% 68.0% 168.0% 70.7% 145.6% Put IV 25d 85.9% 65.1% 134.2% 66.7% 116.1% Bid-Ask Spread % 15.40 9.39 25.78 11.40 9.63 Gamma HHI 0.10 0.06 0.37 0.09 0.06 Net GEX 985.1K 42.7K 2.8M 814.7K 1.9M Net DEX 16.5M -142.5M 54.2M 34.8M -62.5M Net VEX -544.4K -810.6K -435.5K -549.9K -772.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.15 0.45 0.25 0.35 Total Volume 74,494.667 16,643 577,888 28,975 213,784 Total OI 537,657 483,070 725,749 521,157 725,749
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 2023-11-01 $13.09 $16.00 64.5% 17.9% 51.7% 15.6% 69.3% -4.0% 12.6% 814.7K 34.8M -549.9K 0.25 11.40 N/A N/A 23,110 5,865 377,396 143,761 2023-11-02 $13.61 $17.50 65.0% 22.4% 54.1% 16.3% 84.9% -2.9% 11.1% 1.5M 25.5M -563.8K 0.20 25.78 N/A N/A 23,713 4,743 382,234 144,418 2023-11-03 $13.84 $17.50 68.1% 22.1% 54.0% 20.1% 82.7% -2.9% 16.7% 2.8M 15.2M -587.0K 0.20 12.74 N/A N/A 41,804 8,491 391,080 146,372 2023-11-06 $13.54 $17.50 73.9% 21.6% 53.1% 27.3% 85.1% -9.0% 1.1% 709.6K 34.6M -526.0K 0.20 23.10 N/A N/A 27,380 5,519 364,438 141,815 2023-11-07 $13.73 $17.50 71.4% 22.5% 51.3% 24.2% 81.4% -3.8% 8.3% 1.0M 26.7M -575.2K 0.21 19.13 N/A N/A 18,426 3,863 379,485 144,994 2023-11-08 $13.34 $17.50 74.8% 22.7% 51.8% 28.4% 92.1% -7.4% 6.3% 750.6K 37.5M -523.2K 0.26 19.39 N/A N/A 13,162 3,481 384,480 145,786 2023-11-09 $12.71 $17.50 76.5% 21.9% 51.2% 30.5% 86.0% -5.9% 4.4% 95.0K 50.6M -484.8K 0.25 19.60 N/A N/A 24,626 6,145 388,672 145,045 2023-11-10 $12.61 $17.50 84.4% 24.3% 51.2% 40.3% 90.7% -5.4% 1.2% 42.7K 51.4M -477.2K 0.45 19.29 N/A N/A 28,196 12,756 396,570 146,644 2023-11-13 $12.18 $17.50 83.9% 24.2% 51.4% 39.8% 98.2% -8.7% -3.1% 177.9K 54.2M -435.5K 0.33 9.39 N/A N/A 28,728 9,368 376,906 144,038 2023-11-14 $12.95 $17.50 82.5% 23.6% 56.7% 38.0% 91.7% -6.0% -1.9% 1.3M 29.5M -509.5K 0.22 12.78 N/A N/A 43,762 9,482 393,138 146,064 2023-11-15 $13.23 $17.50 86.7% 24.9% 57.0% 43.2% 93.8% -8.6% -5.7% 1.6M 18.9M -527.9K 0.19 13.91 N/A N/A 36,035 6,705 405,528 148,013 2023-11-16 $12.57 $17.50 84.6% 24.4% 57.3% 40.5% 98.7% -11.4% -3.6% 370.3K 36.5M -497.5K 0.45 12.25 N/A N/A 26,286 11,727 411,164 149,304 2023-11-17 $12.98 $17.50 86.0% 24.7% 58.1% 42.3% 98.3% -8.3% 1.5% 1.9M 25.0M -526.2K 0.24 10.96 N/A N/A 40,840 9,942 418,980 150,880 2023-11-20 $12.86 $16.25 84.6% 24.8% 58.2% 40.6% 101.8% -8.4% -4.2% 642.1K 17.3M -511.3K 0.23 19.28 N/A N/A 27,092 6,341 349,957 133,113 2023-11-21 $12.57 $16.25 84.3% 25.6% 55.9% 40.4% 94.3% -6.4% -2.1% 344.8K 24.4M -512.9K 0.33 15.59 N/A N/A 20,802 6,865 363,278 135,816 2023-11-22 $12.27 $16.25 84.4% 25.1% 55.8% 40.5% 96.9% -12.7% -4.0% 308.8K 26.5M -497.7K 0.15 12.79 N/A N/A 21,441 3,214 370,661 137,596 2023-11-24 $12.23 $16.25 89.0% 27.5% 55.8% 46.3% 101.2% -7.9% -7.9% 376.5K 25.7M -499.9K 0.38 19.57 N/A N/A 14,649 5,596 380,846 138,869 2023-11-27 $12.00 $16.25 85.8% 26.5% 55.2% 42.2% 96.7% -4.6% -1.5% 204.4K 28.8M -468.2K 0.28 10.93 N/A N/A 26,247 7,462 356,108 134,732 2023-11-28 $13.36 $15.00 98.9% 34.4% 67.6% 58.6% 126.3% -8.9% -2.8% 1.1M -11.3M -575.3K 0.19 12.30 N/A N/A 133,521 25,331 371,641 139,454 2023-11-29 $15.96 $15.00 142.7% 50.3% 89.8% 100.0% 191.9% -33.9% -11.9% 2.6M -142.5M -810.6K 0.23 13.62 N/A N/A 469,213 108,675 431,841 153,931 2023-11-30 $14.61 $16.00 121.3% 43.2% 94.0% 76.4% 170.5% -29.5% -4.0% 1.9M -62.5M -772.3K 0.35 9.63 N/A N/A 158,192 55,592 522,360 203,389
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