GME Options History — May 2024 In May 2024, GME traded between $11.04 and $47.59. ATM implied volatility averaged 209.2%, placing in the 67.7% IV rank vs the trailing year. The 30-day expected move averaged 58.5%. IV traded below realized volatility by 33.7% (HV 20d: 242.9%). Max pain ranged from $11.00 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.45.
Notable Days 2024-05-17 : Highest Volume — 1,048,777 contracts2024-05-13 : Largest IV spike — 72.7% change2024-05-02 : Highest IV Rank — 100.0%2024-05-14 : Largest Expected Move — 91.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.94 $11.04 $47.59 $11.04 $23.16 Max Pain $16.09 $11.00 $20.00 $11.00 $20.00 ATM IV 209.2% 97.0% 349.1% 97.0% 187.9% Expected Move 58.5% 27.5% 91.4% 27.5% 55.7% HV 20d 242.9% 57.2% 342.5% 57.2% 341.2% HV 60d 153.8% 62.6% 205.3% 62.6% 205.3% IV Rank 67.7% 40.7% 100.0% 46.3% 45.8% IV Percentile 97.4% 86.5% 100.0% 86.5% 94.8% Term Structure -10.6% -35.2% 11.3% 11.3% -21.3% VWIV 221.5% 115.2% 305.2% 115.2% 208.6% Skew 25d -83.5% -154.9% -22.9% -40.5% -79.8% Skew 10d -134.8% -250.1% -35.0% -55.1% -164.0% Call IV 25d 270.7% 142.1% 374.4% 142.1% 250.0% Put IV 25d 187.2% 101.6% 328.3% 101.6% 170.2% Bid-Ask Spread % 16.02 8.12 29.75 22.52 12.87 Gamma HHI 0.08 0.04 0.15 0.15 0.11 Net GEX 4.0M -1.0M 9.5M 2.7M 9.5M Net DEX -601.1M -2.31B -68.9M -68.9M -701.6M Net VEX -1.4M -2.1M -525.9K -525.9K -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.13 1.21 0.15 0.32 Total Volume 406,748.318 52,980 1,048,777 52,980 283,799 Total OI 944,734.227 503,116 1,356,025 503,116 1,327,582
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 2024-05-01 $11.04 $11.00 97.0% 27.5% 57.2% 46.3% 115.2% -40.5% 11.3% 2.7M -68.9M -525.9K 0.15 22.52 N/A N/A 46,111 6,869 400,834 102,282 2024-05-02 $12.35 $11.00 153.5% 51.2% 70.1% 100.0% 238.2% -92.1% -3.6% 3.6M -172.3M -659.8K 0.13 23.75 N/A N/A 163,572 21,660 414,749 106,311 2024-05-03 $16.68 $11.00 223.8% 78.7% 125.9% 100.0% 277.0% -56.8% -29.1% 3.6M -443.4M -905.6K 0.18 25.76 N/A N/A 315,709 58,055 470,408 119,697 2024-05-06 $15.91 $12.00 206.5% 50.4% 127.0% 90.0% 191.9% -65.7% -10.2% 3.5M -368.6M -874.9K 0.32 29.75 N/A N/A 246,418 77,746 457,959 125,307 2024-05-07 $16.27 $12.00 186.8% 44.3% 126.9% 78.4% 167.6% -59.0% -9.6% 4.4M -404.3M -940.0K 0.31 25.77 N/A N/A 130,377 40,092 523,755 153,276 2024-05-08 $16.00 $13.00 175.7% 44.7% 127.1% 72.0% 165.1% -67.7% -5.6% 4.7M -385.6M -902.6K 0.36 22.15 N/A N/A 113,763 40,957 540,004 162,568 2024-05-09 $17.91 $13.00 188.1% 48.4% 131.3% 79.2% 168.4% -63.1% 6.1% 5.9M -516.6M -924.8K 0.23 23.73 N/A N/A 142,417 33,319 563,469 175,897 2024-05-10 $17.41 $14.00 162.0% 42.8% 130.6% 64.1% 160.0% -70.2% -7.6% 6.7M -480.2M -912.3K 0.37 23.07 N/A N/A 277,103 102,605 588,205 189,892 2024-05-13 $29.77 $15.00 279.8% 73.1% 219.7% 100.0% 248.4% -34.4% -16.4% 4.5M -1.19B -1.1M 0.75 14.71 N/A N/A 381,952 286,078 501,296 161,851 2024-05-14 $47.59 $15.00 349.1% 91.4% 264.1% 100.0% 305.2% -22.9% -35.2% 3.9M -2.31B -1.4M 1.21 9.92 N/A N/A 338,437 409,555 549,079 298,242 2024-05-15 $39.75 $17.00 324.4% 84.3% 278.0% 91.7% 298.3% -53.4% -33.6% 3.7M -1.76B -1.8M 0.67 10.84 N/A N/A 492,928 332,543 588,119 471,216 2024-05-16 $28.95 $18.00 249.5% 67.3% 309.2% 66.5% 243.2% -51.5% -14.4% 3.8M -805.1M -1.8M 0.63 8.47 N/A N/A 442,446 280,093 648,257 566,123 2024-05-17 $21.75 $18.00 223.2% 61.3% 331.5% 57.6% 252.9% -120.8% -13.8% -1.0M -198.3M -1.6M 0.76 8.12 N/A N/A 597,060 451,717 699,927 611,047 2024-05-20 $20.27 $18.00 181.3% 51.0% 332.9% 43.6% 228.4% -115.5% -4.2% 1.4M -252.3M -1.5M 0.61 9.33 N/A N/A 236,654 144,775 507,626 402,333 2024-05-21 $21.02 $18.00 177.4% 50.2% 332.7% 42.2% 209.2% -120.1% -5.5% 2.5M -344.7M -1.7M 0.46 14.18 N/A N/A 189,779 87,949 603,532 439,457 2024-05-22 $21.79 $18.00 253.4% 72.6% 332.6% 67.8% 261.0% -154.9% -11.7% 3.3M -484.5M -1.8M 0.36 11.17 N/A N/A 288,119 103,979 680,700 450,270 2024-05-23 $18.63 $20.00 199.8% 57.5% 339.5% 49.8% 239.3% -142.3% -3.0% 1.9M -270.5M -1.8M 0.45 10.50 N/A N/A 227,274 102,662 812,637 484,588 2024-05-24 $19.52 $20.00 201.3% 58.8% 339.3% 50.3% 232.5% -153.7% -1.8% 2.8M -337.8M -1.9M 0.39 14.44 N/A N/A 277,537 109,274 862,161 493,864 2024-05-28 $23.02 $20.00 216.1% 64.1% 341.3% 55.2% 240.7% -103.9% -10.9% 4.8M -628.0M -2.1M 0.52 11.68 N/A N/A 376,586 197,496 675,353 376,737 2024-05-29 $21.63 $20.00 192.7% 57.6% 342.5% 47.4% 215.9% -88.0% -9.4% 5.1M -531.4M -2.1M 0.44 9.29 N/A N/A 156,189 69,436 782,033 427,441 2024-05-30 $22.18 $20.00 172.8% 53.0% 342.3% 40.7% 205.9% -80.7% -4.9% 6.7M -578.1M -2.1M 0.35 10.31 N/A N/A 198,166 69,207 824,306 443,763 2024-05-31 $23.16 $20.00 187.9% 55.7% 341.2% 45.8% 208.6% -79.8% -21.3% 9.5M -701.6M -2.1M 0.32 12.87 N/A N/A 215,086 68,713 876,375 451,207
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