GME Options History — July 2024 In July 2024, GME traded between $22.57 and $28.24. ATM implied volatility averaged 103.8%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded below realized volatility by 6.3% (HV 20d: 110.2%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2024-07-18 : Highest Volume — 434,817 contracts2024-07-15 : Largest IV spike — 17.9% change2024-07-16 : Highest IV Rank — 28.8%2024-07-16 : Largest Expected Move — 39.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.93 $22.57 $28.24 $23.63 $23.11 Max Pain $23.98 $22.00 $25.00 $22.00 $24.00 ATM IV 103.8% 69.6% 137.6% 127.8% 69.6% Expected Move 29.3% 19.1% 39.3% 33.7% 20.4% HV 20d 110.2% 44.2% 284.4% 284.4% 49.6% HV 60d 255.1% 247.5% 256.1% 256.1% 247.5% IV Rank 17.5% 5.9% 28.8% 25.5% 5.9% IV Percentile 65.0% 34.1% 85.3% 78.2% 34.1% Term Structure 2.0% -7.5% 12.3% -5.6% 1.4% VWIV 119.4% 78.0% 167.6% 144.0% 84.3% Skew 25d -55.3% -82.5% -21.6% -73.1% -24.6% Skew 10d -96.6% -149.1% -44.4% -111.5% -44.4% Call IV 25d 144.6% 91.8% 201.8% 182.4% 91.8% Put IV 25d 89.3% 60.2% 120.7% 109.3% 67.2% Bid-Ask Spread % 10.45 7.37 16.60 11.52 16.60 Gamma HHI 0.13 0.05 0.62 0.05 0.08 Net GEX 9.1M 1.4M 29.1M 5.1M 4.2M Net DEX -393.5M -863.9M -126.9M -317.3M -188.5M Net VEX -2.3M -2.7M -2.0M -2.4M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.22 0.45 0.45 0.36 Total Volume 263,887.773 136,123 434,817 402,302 136,123 Total OI 1,259,010.727 964,968 1,560,387 1,186,435 1,050,722
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 2024-07-01 $23.63 $22.00 127.8% 33.7% 284.4% 25.5% 144.0% -73.1% -5.6% 5.1M -317.3M -2.4M 0.45 11.52 N/A N/A 276,702 125,600 721,477 464,958 2024-07-02 $24.20 $22.00 118.3% 31.4% 275.2% 22.3% 127.6% -69.9% 3.2% 7.8M -392.0M -2.5M 0.33 9.33 N/A N/A 159,514 52,681 808,696 511,189 2024-07-03 $24.36 $22.00 123.9% 33.6% 275.0% 24.2% 138.1% -59.7% 9.2% 9.4M -433.5M -2.5M 0.24 9.89 N/A N/A 153,630 37,083 852,909 520,359 2024-07-05 $24.27 $23.00 116.4% 34.2% 269.8% 21.7% 141.2% -65.8% 7.9% 12.6M -411.6M -2.4M 0.32 8.07 N/A N/A 222,043 71,045 894,440 526,196 2024-07-08 $24.69 $23.00 107.1% 31.7% 220.3% 18.6% 130.1% -59.6% 2.9% 6.7M -373.0M -2.2M 0.35 7.97 N/A N/A 166,406 58,962 750,831 456,792 2024-07-09 $24.45 $23.00 100.8% 28.4% 128.8% 16.4% 113.1% -55.3% -3.2% 7.7M -352.9M -2.2M 0.43 9.92 N/A N/A 127,388 54,230 803,761 472,308 2024-07-10 $25.02 $23.00 104.8% 30.6% 120.7% 17.8% 116.1% -55.1% 1.6% 10.1M -441.5M -2.3M 0.27 11.69 N/A N/A 305,000 81,213 835,312 483,776 2024-07-11 $25.54 $24.00 105.7% 31.0% 96.8% 18.1% 119.7% -62.0% 1.7% 13.6M -507.0M -2.4M 0.40 10.74 N/A N/A 174,362 69,819 899,468 506,848 2024-07-12 $25.95 $24.00 106.4% 30.5% 79.6% 18.3% 118.9% -64.1% 1.5% 20.4M -555.4M -2.4M 0.32 10.91 N/A N/A 289,453 92,333 914,814 525,866 2024-07-15 $26.84 $24.00 125.5% 36.1% 64.5% 24.7% 149.7% -80.2% -7.1% 10.5M -620.3M -2.5M 0.23 9.04 N/A N/A 242,089 55,593 815,460 479,505 2024-07-16 $28.24 $24.00 137.6% 39.3% 67.2% 28.8% 167.6% -81.0% -2.2% 14.6M -863.9M -2.7M 0.27 7.65 N/A N/A 318,269 87,129 891,532 498,119 2024-07-17 $27.43 $25.00 131.1% 37.6% 54.2% 26.6% 156.1% -82.5% 3.0% 14.2M -737.4M -2.7M 0.22 8.57 N/A N/A 279,826 61,287 950,247 526,383 2024-07-18 $26.04 $25.00 120.3% 34.7% 54.4% 23.0% 136.5% -67.8% -7.5% 9.3M -472.9M -2.5M 0.29 7.93 N/A N/A 336,946 97,871 984,168 538,356 2024-07-19 $25.01 $25.00 106.3% 30.4% 53.5% 18.3% 125.9% -62.4% -2.5% 29.1M -298.0M -2.3M 0.33 7.37 N/A N/A 266,363 87,361 1,006,209 554,178 2024-07-22 $25.35 $25.00 102.1% 28.8% 44.6% 16.9% 118.1% -57.1% 4.7% 4.2M -330.9M -2.3M 0.23 10.89 N/A N/A 194,408 44,279 622,854 371,071 2024-07-23 $25.54 $25.00 96.9% 27.6% 44.2% 15.1% 116.2% -49.9% 7.8% 6.4M -380.3M -2.4M 0.24 9.38 N/A N/A 110,004 26,348 691,580 384,684 2024-07-24 $24.02 $25.00 81.6% 22.8% 48.4% 10.0% 92.3% -21.6% 12.3% 3.0M -211.7M -2.2M 0.39 9.75 N/A N/A 159,167 62,493 707,400 390,296 2024-07-25 $24.02 $25.00 83.3% 22.4% 48.3% 10.6% 90.3% -36.3% 0.8% 2.9M -206.4M -2.2M 0.29 14.44 N/A N/A 126,149 36,888 729,072 409,776 2024-07-26 $24.28 $25.00 75.3% 19.6% 47.4% 7.9% 78.0% -32.0% 9.2% 4.8M -213.7M -2.1M 0.32 13.17 N/A N/A 151,440 48,657 749,853 411,495 2024-07-29 $23.87 $25.00 70.0% 19.1% 46.9% 6.1% 80.7% -32.5% 0.7% 3.3M -221.6M -2.1M 0.29 13.42 N/A N/A 112,724 33,212 604,830 360,138 2024-07-30 $22.57 $24.50 73.7% 21.0% 49.6% 7.3% 83.3% -25.0% 3.5% 1.4M -126.9M -2.0M 0.44 11.69 N/A N/A 148,151 65,290 646,951 373,357 2024-07-31 $23.11 $24.00 69.6% 20.4% 49.6% 5.9% 84.3% -24.6% 1.4% 4.2M -188.5M -2.0M 0.36 16.60 N/A N/A 100,408 35,715 676,578 374,144
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