GME Options History — June 2024

In June 2024, GME traded between $23.36 and $46.56. ATM implied volatility averaged 196.7%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 56.1%. IV traded below realized volatility by 126.7% (HV 20d: 323.5%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-06-07: Highest Volume — 2,279,691 contracts
  • 2024-06-06: Largest IV spike — 37.9% change
  • 2024-06-06: Highest IV Rank — 94.8%
  • 2024-06-06: Largest Expected Move — 86.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.34$23.36$46.56$28.15$24.41
Max Pain$20.95$20.00$22.00$20.00$22.00
ATM IV196.7%115.8%333.7%254.7%117.4%
Expected Move56.1%31.1%86.4%84.7%31.1%
HV 20d323.5%284.3%413.0%332.1%284.5%
HV 60d247.3%208.9%259.2%208.9%255.9%
IV Rank48.7%21.5%94.8%68.2%22.0%
IV Percentile89.8%75.4%99.6%98.8%75.4%
Term Structure-4.0%-23.8%6.7%-12.8%6.7%
VWIV219.9%127.0%329.5%329.5%127.0%
Skew 25d-87.8%-151.2%-56.1%-56.1%-62.1%
Skew 10d-140.4%-193.0%-92.0%-92.0%-131.7%
Call IV 25d261.5%161.7%375.2%280.9%161.7%
Put IV 25d173.6%99.6%316.6%224.8%99.6%
Bid-Ask Spread %9.737.0014.6412.549.27
Gamma HHI0.070.050.110.090.11
Net GEX7.8M-1.8M13.7M6.0M10.2M
Net DEX-938.2M-3.26B-246.6M-1.10B-390.4M
Net VEX-2.8M-3.7M-2.3M-2.4M-2.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.260.750.600.33
Total Volume786,466.947264,5042,279,691844,391425,186
Total OI1,747,236.4741,061,2762,447,8071,061,2761,585,506

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$28.15$20.00254.7%84.7%332.1%68.2%329.5%-56.1%-12.8%6.0M-1.10B-2.4M0.6012.54N/AN/A526,291318,100698,841362,435
2024-06-04$27.02$20.00229.1%69.1%331.9%59.6%278.4%-94.7%0.5%6.6M-1.01B-2.5M0.508.70N/AN/A282,742142,303861,150493,025
2024-06-05$30.97$20.00242.0%77.7%334.2%64.0%292.3%-92.6%-14.3%9.3M-1.44B-2.7M0.487.80N/AN/A382,183182,404935,875517,551
2024-06-06$46.56$20.00333.7%86.4%359.0%94.8%298.2%-58.7%-23.8%13.0M-3.26B-3.4M0.4111.57N/AN/A998,572413,8661,013,445549,134
2024-06-07$27.96$21.00270.6%71.8%409.8%73.6%264.0%-129.3%-12.1%4.7M-1.02B-3.0M0.608.11N/AN/A1,426,746852,9451,128,137673,429
2024-06-10$24.56$21.00258.0%69.1%413.0%69.4%271.8%-151.2%-11.9%5.7M-834.4M-3.0M0.757.34N/AN/A558,823421,0451,044,480639,012
2024-06-11$29.87$20.00292.4%79.1%371.8%80.9%312.5%-117.7%-13.7%10.0M-1.60B-3.7M0.449.20N/AN/A551,826240,6191,274,412776,899
2024-06-12$25.55$20.00223.6%64.8%331.3%57.8%256.4%-121.2%4.9%9.8M-1.02B-3.3M0.6014.64N/AN/A672,106405,9621,390,083825,704
2024-06-13$29.13$21.00244.3%68.3%331.1%64.7%261.9%-117.1%-6.9%12.5M-1.41B-3.6M0.527.00N/AN/A624,751326,7481,412,141898,445
2024-06-14$28.75$20.00200.5%56.8%311.4%50.0%221.6%-96.8%-2.3%13.7M-1.13B-3.2M0.408.49N/AN/A813,318322,6231,474,356973,451
2024-06-17$25.70$22.00156.4%45.1%296.0%35.2%179.9%-81.6%-1.9%7.6M-651.5M-2.7M0.548.63N/AN/A594,107318,6381,109,448722,680
2024-06-18$24.43$22.00127.8%36.6%295.4%25.5%160.5%-66.1%5.0%4.6M-433.4M-2.6M0.449.77N/AN/A382,057168,7911,235,863794,848
2024-06-20$25.68$22.00146.7%42.2%295.6%31.9%175.0%-78.8%-5.3%9.2M-654.3M-2.6M0.329.89N/AN/A438,385141,9811,288,700808,568
2024-06-21$23.68$22.00124.2%35.5%297.1%24.3%140.1%-64.5%3.0%-1.8M-300.5M-2.4M0.409.59N/AN/A429,074170,6581,383,543823,918
2024-06-24$23.36$22.00115.8%32.7%291.2%21.5%144.6%-66.7%5.8%2.6M-246.6M-2.3M0.3610.59N/AN/A242,26487,252740,353503,894
2024-06-25$24.19$21.00135.3%38.7%291.0%28.0%161.7%-74.8%5.4%5.3M-381.8M-2.5M0.3312.82N/AN/A243,02381,034817,537522,438
2024-06-26$24.39$21.00133.0%38.0%285.2%27.3%150.4%-73.4%2.3%8.0M-438.3M-2.5M0.269.68N/AN/A209,70954,795884,632539,677
2024-06-27$25.06$21.00132.1%37.9%284.3%27.0%151.9%-65.5%-4.1%11.2M-505.3M-2.5M0.279.22N/AN/A386,025105,920938,473555,410
2024-06-28$24.41$22.00117.4%31.1%284.5%22.0%127.0%-62.1%6.7%10.2M-390.4M-2.4M0.339.27N/AN/A319,947105,2391,010,920574,586