GME Options History — March 2024 In March 2024, GME traded between $12.52 and $15.29. ATM implied volatility averaged 126.9%, placing in the 77.8% IV rank vs the trailing year. The 30-day expected move averaged 34.1%. IV traded above realized volatility by 80.8% (HV 20d: 46.1%). Max pain ranged from $14.00 to $15.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.32.
Notable Days 2024-03-27 : Highest Volume — 270,449 contracts2024-03-27 : Largest IV drop — 45.7% change2024-03-06 : Highest IV Rank — 100.0%2024-03-25 : Largest Expected Move — 41.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.32 $12.52 $15.29 $14.84 $12.52 Max Pain $14.95 $14.00 $15.00 $14.00 $15.00 ATM IV 126.9% 65.1% 149.3% 119.3% 65.1% Expected Move 34.1% 17.7% 41.8% 22.9% 17.7% HV 20d 46.1% 36.1% 82.4% 51.9% 82.4% HV 60d 51.8% 45.9% 64.7% 64.7% 60.6% IV Rank 77.8% 13.5% 100.0% 74.2% 13.5% IV Percentile 93.6% 42.5% 100.0% 97.6% 42.5% Term Structure -5.6% -26.7% 7.5% -9.0% 2.3% VWIV 132.5% 67.3% 162.5% 90.8% 67.3% Skew 25d -28.1% -52.4% -2.8% -25.2% -2.8% Skew 10d -47.1% -86.4% -14.2% -21.3% -14.2% Call IV 25d 150.2% 71.6% 173.7% 147.3% 71.6% Put IV 25d 122.2% 68.8% 137.9% 122.1% 68.8% Bid-Ask Spread % 17.38 10.26 22.67 20.63 11.70 Gamma HHI 0.09 0.06 0.39 0.07 0.39 Net GEX 1.1M -4.5M 2.8M 1.4M -4.5M Net DEX -53.2M -105.6M 43.8M -72.8M 43.8M Net VEX -585.8K -663.4K -452.7K -596.5K -452.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.17 0.82 0.17 0.48 Total Volume 83,783.15 31,680 270,449 131,417 133,688 Total OI 392,541.5 334,634 527,049 377,622 525,430
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 2024-03-01 $14.84 $14.00 119.3% 22.9% 51.9% 74.2% 90.8% -25.2% -9.0% 1.4M -72.8M -596.5K 0.17 20.63 N/A N/A 111,984 19,433 253,225 124,397 2024-03-04 $15.13 $15.00 128.3% 34.0% 51.3% 84.1% 131.5% -10.5% -4.0% 2.2M -77.6M -623.6K 0.18 15.13 N/A N/A 66,067 11,926 229,547 113,835 2024-03-05 $15.04 $15.00 130.6% 33.9% 39.1% 86.6% 137.6% -23.8% -15.9% 2.3M -78.6M -640.9K 0.19 17.29 N/A N/A 50,336 9,785 247,282 119,361 2024-03-06 $15.29 $15.00 149.3% 35.1% 37.0% 100.0% 138.1% -18.3% -3.8% 2.8M -94.6M -663.4K 0.18 19.60 N/A N/A 65,488 11,573 258,752 123,052 2024-03-07 $15.18 $15.00 134.0% 34.6% 37.2% 84.2% 141.6% -34.9% -10.1% 2.8M -91.9M -660.9K 0.21 10.26 N/A N/A 33,570 7,003 271,213 127,931 2024-03-08 $14.54 $15.00 133.9% 34.5% 40.5% 84.2% 128.9% -14.1% 7.5% 2.3M -60.0M -622.1K 0.32 16.06 N/A N/A 51,022 16,198 276,735 128,503 2024-03-11 $14.41 $15.00 127.4% 34.9% 39.5% 77.5% 138.3% -52.4% 2.5% 1.5M -52.0M -606.9K 0.21 14.42 N/A N/A 36,442 7,754 236,075 122,675 2024-03-12 $14.71 $15.00 135.9% 35.7% 40.1% 86.2% 132.6% -33.9% -7.4% 1.8M -60.2M -606.0K 0.20 17.29 N/A N/A 30,932 6,190 247,008 126,896 2024-03-13 $14.93 $15.00 132.1% 37.1% 37.0% 82.3% 143.7% -18.2% -0.9% 2.3M -71.5M -618.5K 0.17 22.67 N/A N/A 38,060 6,643 255,088 128,224 2024-03-14 $14.52 $15.00 132.3% 34.9% 38.5% 82.5% 136.7% -37.2% -18.4% 2.0M -56.2M -594.8K 0.38 15.70 N/A N/A 26,038 9,930 264,437 129,503 2024-03-15 $14.25 $15.00 131.8% 34.1% 38.8% 82.0% 132.9% -37.2% -26.7% 883.1K -44.3M -582.1K 0.33 13.74 N/A N/A 47,155 15,387 268,851 132,689 2024-03-18 $13.96 $15.00 124.3% 35.5% 38.9% 74.3% 129.8% -28.7% -3.8% 921.0K -40.8M -565.0K 0.31 19.76 N/A N/A 29,775 9,319 220,478 114,156 2024-03-19 $13.41 $15.00 128.4% 36.6% 36.3% 78.5% 141.7% -30.8% -12.6% 520.4K -24.0M -526.2K 0.33 18.12 N/A N/A 23,742 7,938 233,337 118,419 2024-03-20 $13.50 $15.00 131.7% 37.8% 36.1% 81.9% 152.5% -33.3% 1.7% 766.7K -34.8M -543.0K 0.25 21.72 N/A N/A 30,832 7,594 242,333 121,262 2024-03-21 $13.61 $15.00 135.4% 39.0% 36.2% 85.7% 161.1% -43.1% -1.0% 905.5K -42.6M -560.4K 0.23 22.08 N/A N/A 38,617 8,929 254,560 124,767 2024-03-22 $13.14 $15.00 137.1% 39.9% 38.2% 87.5% 145.7% -45.7% -6.4% 317.5K -27.6M -534.7K 0.43 21.92 N/A N/A 45,107 19,295 266,870 128,413 2024-03-25 $15.04 $15.00 144.0% 41.8% 61.7% 94.5% 162.5% -28.7% -6.1% 1.1M -87.5M -596.7K 0.50 11.74 N/A N/A 111,812 55,986 232,096 124,939 2024-03-26 $15.23 $15.00 140.5% 41.8% 60.6% 91.0% 154.5% -36.7% -4.0% 1.4M -105.6M -624.5K 0.48 18.74 N/A N/A 137,985 65,679 277,960 153,482 2024-03-27 $13.14 $15.00 76.3% 20.5% 81.0% 25.0% 82.2% -5.6% 4.6% -1.5M 15.2M -496.5K 0.82 18.92 N/A N/A 148,376 122,073 326,092 200,957 2024-03-28 $12.52 $15.00 65.1% 17.7% 82.4% 13.5% 67.3% -2.8% 2.3% -4.5M 43.8M -452.7K 0.48 11.70 N/A N/A 90,526 43,162 331,372 194,058
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