GME Options History — February 2024 In February 2024, GME traded between $13.30 and $14.84. ATM implied volatility averaged 80.2%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 27.8% (HV 20d: 52.4%). Max pain ranged from $13.50 to $14.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.62.
Notable Days 2024-02-09 : Highest Volume — 113,766 contracts2024-02-05 : Largest IV spike — 20.6% change2024-02-28 : Highest IV Rank — 63.5%2024-02-20 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.08 $13.30 $14.84 $14.32 $14.25 Max Pain $13.97 $13.50 $14.00 $14.00 $14.00 ATM IV 80.2% 55.4% 109.6% 56.3% 103.1% Expected Move 20.3% 16.7% 23.2% 16.7% 18.3% HV 20d 52.4% 45.2% 57.9% 45.2% 49.9% HV 60d 82.2% 70.2% 85.7% 83.4% 70.2% IV Rank 31.2% 3.8% 63.5% 4.8% 56.3% IV Percentile 65.2% 6.3% 97.2% 7.1% 95.6% Term Structure 6.2% -4.8% 21.3% 0.7% 13.5% VWIV 77.4% 63.6% 85.4% 64.5% 71.6% Skew 25d -3.2% -14.9% 3.1% -1.5% -12.5% Skew 10d -10.3% -27.5% 6.6% -8.4% -7.5% Call IV 25d 85.9% 59.7% 118.7% 60.5% 118.7% Put IV 25d 82.7% 59.0% 106.2% 59.0% 106.2% Bid-Ask Spread % 17.52 11.37 28.74 19.33 11.37 Gamma HHI 0.11 0.07 0.19 0.14 0.11 Net GEX 1.3M -26.0K 2.9M 1.2M 2.7M Net DEX -20.7M -46.2M 554.6K -12.7M -40.9M Net VEX -530.4K -573.0K -471.9K -495.5K -546.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.20 1.66 0.50 0.28 Total Volume 55,154.3 25,388 113,766 25,388 36,933 Total OI 374,940.9 312,294 440,728 345,668 373,804
Daily Data (20 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 2024-02-01 $14.32 $14.00 56.3% 16.7% 45.2% 4.8% 64.5% -1.5% 0.7% 1.2M -12.7M -495.5K 0.50 19.33 N/A N/A 16,904 8,484 237,848 107,820 2024-02-02 $14.75 $14.00 55.4% 16.8% 47.0% 3.8% 63.6% -0.5% 2.2% 1.8M -27.2M -503.7K 0.25 20.33 N/A N/A 48,988 12,235 241,983 110,911 2024-02-05 $13.50 $14.00 66.8% 19.7% 55.2% 16.4% 75.7% -1.2% 2.0% 455.2K 554.6K -471.9K 1.51 14.40 N/A N/A 38,671 58,529 207,421 104,873 2024-02-06 $14.07 $14.00 65.5% 19.0% 57.9% 14.9% 73.6% -1.0% -2.6% 138.9K -8.6M -533.1K 0.86 17.42 N/A N/A 37,465 32,196 224,843 150,369 2024-02-07 $14.13 $14.00 65.7% 19.7% 56.5% 15.1% 73.0% 0.1% 4.0% 704.6K -10.6M -529.5K 0.99 19.64 N/A N/A 18,996 18,719 238,854 147,720 2024-02-08 $14.32 $14.00 66.1% 19.2% 55.5% 15.6% 75.4% -1.6% 0.2% 1.2M -18.0M -541.4K 0.76 14.86 N/A N/A 23,773 18,177 244,523 159,964 2024-02-09 $14.70 $14.00 71.1% 20.7% 56.0% 21.1% 79.7% -1.6% 2.1% 2.6M -46.2M -573.0K 0.27 19.15 N/A N/A 89,796 23,970 252,099 161,727 2024-02-12 $14.84 $14.00 75.5% 21.6% 55.0% 25.9% 81.3% -0.3% 21.3% 2.1M -40.9M -569.0K 0.42 18.77 N/A N/A 40,955 17,108 237,314 153,102 2024-02-13 $14.21 $14.00 78.8% 22.5% 53.1% 29.7% 81.7% 0.8% 16.4% 1.3M -18.3M -544.1K 0.54 23.47 N/A N/A 30,178 16,358 251,389 164,292 2024-02-14 $14.29 $14.00 75.9% 21.8% 53.1% 26.4% 84.2% -0.4% 8.5% 1.8M -25.6M -542.0K 1.66 20.70 N/A N/A 28,582 47,334 257,600 169,971 2024-02-15 $14.48 $14.00 78.5% 22.2% 52.8% 29.3% 85.4% -0.1% 9.8% 2.9M -32.2M -549.7K 0.83 14.60 N/A N/A 28,543 23,832 265,419 153,071 2024-02-16 $14.20 $14.00 78.3% 20.7% 53.1% 29.1% 80.3% -1.6% 17.7% 575.4K -14.5M -536.8K 0.26 15.18 N/A N/A 41,004 10,667 269,685 171,043 2024-02-20 $13.43 $14.00 88.0% 23.2% 55.0% 39.8% 84.6% 3.1% 14.2% -26.0K -1.5M -498.1K 0.51 17.95 N/A N/A 38,953 19,727 199,946 129,506 2024-02-21 $13.30 $14.00 89.1% 22.5% 51.7% 41.0% 81.2% 1.5% -0.1% 254.8K -4.6M -514.2K 1.16 28.74 N/A N/A 23,634 27,444 218,406 137,201 2024-02-22 $13.38 $14.00 89.8% 21.5% 51.5% 41.7% 80.8% 1.7% -3.7% 423.2K -6.0M -516.8K 0.44 17.29 N/A N/A 23,911 10,405 224,030 131,371 2024-02-23 $13.52 $14.00 89.4% 19.9% 48.9% 41.3% 78.8% -13.9% 6.6% 1.2M -10.8M -520.8K 0.49 15.43 N/A N/A 43,884 21,684 234,660 134,516 2024-02-26 $13.66 $14.00 98.6% 20.0% 49.2% 51.4% 75.7% -14.9% -4.8% 1.1M -18.5M -523.2K 0.26 12.75 N/A N/A 27,911 7,384 212,601 112,099 2024-02-27 $14.18 $14.00 103.0% 20.1% 50.6% 56.2% 77.7% -8.2% -0.5% 1.9M -36.1M -547.2K 0.20 14.41 N/A N/A 39,147 7,695 226,890 116,098 2024-02-28 $14.16 $13.50 109.6% 19.7% 50.5% 63.5% 78.6% -11.6% 16.0% 2.4M -40.6M -551.2K 0.20 14.54 N/A N/A 35,668 7,242 245,849 118,000 2024-02-29 $14.25 $14.00 103.1% 18.3% 49.9% 56.3% 71.6% -12.5% 13.5% 2.7M -40.9M -546.2K 0.28 11.37 N/A N/A 28,814 8,119 252,402 121,402
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