GME Options History — April 2024 In April 2024, GME traded between $10.09 and $12.00. ATM implied volatility averaged 76.6%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded below realized volatility by 1.5% (HV 20d: 78.1%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.30.
Notable Days 2024-04-26 : Highest Volume — 218,916 contracts2024-04-25 : Largest IV spike — 24.1% change2024-04-26 : Highest IV Rank — 60.3%2024-04-26 : Largest Expected Move — 33.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.93 $10.09 $12.00 $12.00 $10.96 Max Pain $12.84 $10.00 $15.00 $15.00 $10.00 ATM IV 76.6% 62.8% 110.7% 62.8% 105.8% Expected Move 22.4% 17.5% 33.8% 19.2% 30.1% HV 20d 78.1% 55.4% 87.5% 81.3% 57.5% HV 60d 62.2% 60.9% 65.2% 61.1% 65.0% IV Rank 25.3% 11.2% 60.3% 11.2% 55.3% IV Percentile 60.2% 34.1% 90.5% 36.1% 89.3% Term Structure 2.6% -9.9% 17.7% 0.5% 9.2% VWIV 87.6% 68.3% 128.4% 70.2% 122.0% Skew 25d -11.9% -38.7% 8.9% -8.9% -38.7% Skew 10d -21.7% -105.4% 10.3% -15.3% -105.4% Call IV 25d 88.8% 72.1% 135.4% 80.8% 135.4% Put IV 25d 77.0% 62.7% 103.8% 71.9% 96.7% Bid-Ask Spread % 28.61 17.48 55.89 23.48 35.70 Gamma HHI 0.17 0.08 0.44 0.16 0.13 Net GEX 172.3K -1.3M 2.8M -1.3M 2.5M Net DEX 17.5M -102.9M 59.4M 41.8M -69.5M Net VEX -409.8K -539.1K -323.2K -422.3K -523.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.09 0.64 0.64 0.25 Total Volume 65,839.455 27,428 218,916 110,004 51,893 Total OI 427,242.818 286,593 481,106 409,567 471,427
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 2024-04-01 $12.00 $15.00 62.8% 19.2% 81.3% 11.2% 70.2% -8.9% 0.5% -1.3M 41.8M -422.3K 0.64 23.48 N/A N/A 67,050 42,954 257,426 152,141 2024-04-02 $11.29 $15.00 67.4% 19.0% 82.4% 15.9% 73.0% -8.2% -0.2% -1.0M 50.8M -425.9K 0.38 17.49 N/A N/A 35,239 13,384 279,497 157,081 2024-04-03 $11.48 $14.50 70.2% 20.5% 83.1% 18.7% 74.8% -15.7% 17.2% -892.5K 49.4M -428.2K 0.37 18.14 N/A N/A 48,495 17,729 293,907 157,965 2024-04-04 $11.54 $13.00 68.0% 21.4% 82.7% 16.6% 84.3% -9.5% -5.0% -324.2K 39.3M -439.4K 0.32 26.88 N/A N/A 38,021 12,260 311,219 160,002 2024-04-05 $11.29 $13.00 68.4% 22.7% 82.7% 16.9% 86.0% -11.4% 3.6% -592.1K 51.1M -434.3K 0.48 30.92 N/A N/A 37,045 17,734 319,636 161,470 2024-04-08 $10.96 $13.00 69.3% 20.4% 82.2% 17.8% 83.8% -4.1% 2.0% -744.3K 45.3M -402.0K 0.25 22.06 N/A N/A 37,192 9,416 270,236 144,154 2024-04-09 $11.02 $13.00 68.6% 20.7% 82.5% 17.2% 84.7% -11.1% 4.7% -433.3K 43.4M -400.3K 0.16 35.63 N/A N/A 46,711 7,662 290,096 146,751 2024-04-10 $10.91 $13.00 78.1% 21.3% 81.5% 26.9% 81.8% -8.0% 6.0% -92.7K 37.8M -434.3K 0.13 40.21 N/A N/A 34,938 4,520 306,444 148,863 2024-04-11 $11.32 $13.00 76.4% 21.2% 82.9% 25.1% 79.4% -6.7% -2.5% 545.0K 26.1M -421.5K 0.32 35.96 N/A N/A 40,227 12,721 312,800 149,105 2024-04-12 $10.88 $13.00 70.0% 20.2% 83.3% 18.5% 79.3% 8.9% 17.3% -282.3K 45.1M -389.5K 0.35 28.97 N/A N/A 35,709 12,676 326,194 150,135 2024-04-15 $10.11 $13.00 73.3% 21.5% 85.9% 21.9% 82.8% -5.3% 2.9% -996.8K 59.4M -329.7K 0.45 17.48 N/A N/A 40,456 18,362 286,181 138,036 2024-04-16 $10.41 $13.00 76.7% 22.1% 87.5% 25.4% 88.5% -10.6% 0.3% -589.7K 48.8M -356.7K 0.41 19.45 N/A N/A 26,338 10,907 305,894 140,707 2024-04-17 $10.32 $13.00 73.2% 21.0% 86.9% 21.8% 81.7% -5.7% -0.9% -782.0K 46.2M -357.2K 0.60 24.14 N/A N/A 19,709 11,850 315,338 142,706 2024-04-18 $10.32 $13.00 73.6% 20.8% 86.8% 22.2% 77.7% -3.8% 1.5% -1.1M 47.8M -347.6K 0.23 24.05 N/A N/A 24,802 5,801 319,866 142,700 2024-04-19 $10.38 $13.00 71.0% 21.1% 86.7% 19.6% 85.5% -5.3% -9.9% 243.5K 45.0M -336.4K 0.44 26.57 N/A N/A 39,082 17,347 328,615 142,844 2024-04-22 $10.09 $13.00 63.7% 18.3% 86.5% 12.1% 78.4% -4.6% 17.7% 224.0K 12.9M -323.9K 0.19 21.84 N/A N/A 36,343 6,867 203,331 83,262 2024-04-23 $10.14 $13.00 69.6% 17.5% 67.1% 18.1% 68.3% -11.0% -2.2% 383.7K 12.3M -323.2K 0.14 21.44 N/A N/A 24,138 3,290 222,463 86,416 2024-04-24 $10.80 $13.00 76.9% 23.5% 72.5% 25.6% 92.2% -23.3% -1.4% 1.3M -14.4M -386.3K 0.09 44.06 N/A N/A 113,460 9,793 233,164 87,254 2024-04-25 $11.11 $12.00 95.4% 26.6% 55.4% 44.7% 101.1% -33.9% -9.6% 2.8M -48.4M -459.0K 0.10 55.89 N/A N/A 100,607 10,041 293,348 92,661 2024-04-26 $11.88 $11.00 110.7% 33.8% 59.3% 60.3% 128.4% -31.6% -6.3% 2.1M -102.9M -535.5K 0.10 38.46 N/A N/A 199,843 19,073 329,922 96,443 2024-04-29 $11.23 $10.00 96.3% 29.6% 60.8% 45.5% 122.6% -12.9% 12.0% 2.8M -81.4M -539.1K 0.19 20.60 N/A N/A 73,193 13,590 354,268 87,374 2024-04-30 $10.96 $10.00 105.8% 30.1% 57.5% 55.3% 122.0% -38.7% 9.2% 2.5M -69.5M -523.8K 0.25 35.70 N/A N/A 41,674 10,219 376,461 94,966
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