GME Options History — August 2024 In August 2024, GME traded between $20.06 and $23.20. ATM implied volatility averaged 81.7%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 31.0% (HV 20d: 50.7%). Max pain ranged from $20.00 to $24.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.27.
Notable Days 2024-08-30 : Highest Volume — 341,626 contracts2024-08-29 : Largest IV spike — 30.1% change2024-08-06 : Highest IV Rank — 15.7%2024-08-05 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.79 $20.06 $23.20 $21.77 $23.20 Max Pain $21.64 $20.00 $24.00 $24.00 $21.00 ATM IV 81.7% 69.6% 98.7% 75.6% 96.0% Expected Move 23.8% 20.4% 29.8% 21.6% 29.6% HV 20d 50.7% 43.3% 58.1% 53.5% 52.3% HV 60d 191.3% 159.4% 247.7% 247.6% 159.4% IV Rank 10.0% 6.0% 15.7% 8.0% 14.8% IV Percentile 47.9% 32.5% 65.5% 43.3% 62.7% Term Structure -0.3% -23.2% 11.2% -6.2% -0.2% VWIV 96.6% 78.1% 115.5% 88.9% 115.5% Skew 25d -24.7% -40.4% -12.6% -19.9% -39.5% Skew 10d -50.9% -82.9% -28.8% -44.3% -82.9% Call IV 25d 102.2% 88.4% 129.7% 93.1% 129.7% Put IV 25d 77.6% 65.6% 93.2% 73.2% 90.2% Bid-Ask Spread % 11.76 7.32 16.02 13.76 11.53 Gamma HHI 0.10 0.06 0.27 0.07 0.19 Net GEX 5.9M -1.3M 12.1M 522.7K 12.1M Net DEX -187.6M -427.0M -34.2M -78.5M -427.0M Net VEX -1.8M -2.0M -1.6M -2.0M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.17 0.51 0.33 0.17 Total Volume 142,659.682 72,713 341,626 184,780 341,626 Total OI 958,935 736,806 1,115,441 1,090,119 915,842
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 2024-08-01 $21.77 $24.00 75.6% 21.6% 53.5% 8.0% 88.9% -19.9% -6.2% 522.7K -78.5M -2.0M 0.33 13.76 N/A N/A 138,672 46,108 701,658 388,461 2024-08-02 $21.04 $24.00 77.8% 21.9% 54.4% 8.7% 90.8% -24.2% 4.9% -1.3M -34.2M -1.9M 0.51 15.15 N/A N/A 167,693 85,217 723,446 390,449 2024-08-05 $20.79 $22.00 96.7% 29.8% 53.7% 15.1% 111.8% -28.5% 3.2% 1.2M -88.1M -1.9M 0.32 13.19 N/A N/A 151,510 47,777 629,431 352,886 2024-08-06 $21.44 $20.00 98.7% 27.7% 55.4% 15.7% 113.6% -27.2% 10.4% 3.8M -160.8M -2.0M 0.32 12.26 N/A N/A 90,055 28,995 683,188 359,745 2024-08-07 $20.73 $20.00 87.9% 28.2% 55.1% 12.1% 110.8% -20.9% 10.4% 3.0M -104.6M -1.9M 0.48 12.86 N/A N/A 71,970 34,392 709,802 363,676 2024-08-08 $21.79 $21.00 87.5% 27.3% 58.1% 12.0% 112.6% -12.6% 10.5% 6.7M -191.9M -2.0M 0.21 10.75 N/A N/A 101,264 21,299 724,064 366,212 2024-08-09 $21.88 $21.00 92.7% 27.2% 57.6% 13.7% 110.9% -20.8% 11.2% 10.6M -209.1M -2.0M 0.25 12.25 N/A N/A 126,291 31,737 748,093 367,348 2024-08-12 $21.66 $21.00 84.8% 26.1% 55.4% 11.1% 104.5% -26.4% 1.6% 5.1M -177.0M -1.9M 0.22 8.62 N/A N/A 87,603 19,614 669,767 337,675 2024-08-13 $22.31 $21.00 81.9% 23.5% 52.7% 10.1% 96.5% -21.3% -1.0% 6.9M -213.3M -1.9M 0.23 9.03 N/A N/A 78,666 17,863 696,169 341,808 2024-08-14 $22.05 $21.00 80.9% 22.3% 52.3% 9.8% 94.7% -27.1% 2.1% 7.3M -193.8M -1.8M 0.24 9.37 N/A N/A 78,149 18,907 716,193 345,248 2024-08-15 $22.44 $21.00 78.8% 22.0% 50.9% 9.1% 92.5% -24.6% -0.9% 9.5M -241.3M -1.8M 0.27 8.39 N/A N/A 98,972 26,742 738,552 350,587 2024-08-16 $22.37 $22.00 80.6% 21.6% 49.4% 9.6% 89.2% -25.1% -4.3% 8.5M -227.5M -1.8M 0.26 7.87 N/A N/A 100,785 25,821 747,693 352,042 2024-08-19 $22.69 $22.00 76.6% 21.8% 49.4% 8.3% 87.7% -23.9% 0.4% 5.6M -239.9M -1.8M 0.18 7.32 N/A N/A 113,023 19,984 482,198 254,608 2024-08-20 $22.27 $22.00 72.9% 20.7% 49.4% 7.1% 85.9% -22.9% -1.3% 6.7M -220.3M -1.7M 0.19 12.93 N/A N/A 85,423 16,177 532,130 263,725 2024-08-21 $22.43 $22.00 74.4% 21.3% 45.1% 7.5% 78.1% -23.3% -3.0% 8.1M -238.7M -1.8M 0.27 14.74 N/A N/A 59,207 15,887 552,558 270,584 2024-08-22 $22.16 $22.00 72.9% 21.1% 45.2% 7.1% 84.6% -24.1% -2.3% 7.7M -227.8M -1.8M 0.23 16.02 N/A N/A 58,904 13,809 567,260 276,022 2024-08-23 $22.23 $22.00 70.1% 20.4% 45.0% 6.1% 87.6% -24.0% -3.9% 7.0M -220.6M -1.8M 0.18 10.48 N/A N/A 105,621 19,005 574,488 281,341 2024-08-26 $21.46 $22.00 72.7% 20.8% 46.1% 7.0% 85.2% -23.5% -11.1% 4.5M -168.1M -1.6M 0.21 11.10 N/A N/A 112,793 23,369 508,548 264,487 2024-08-27 $20.79 $22.00 69.6% 20.7% 43.3% 6.0% 81.6% -25.6% 2.2% 4.7M -132.8M -1.7M 0.31 12.45 N/A N/A 82,376 25,334 552,617 273,348 2024-08-28 $20.06 $22.00 73.3% 21.8% 43.4% 7.2% 95.5% -17.0% -6.3% 3.9M -79.5M -1.6M 0.28 14.45 N/A N/A 78,108 22,119 574,009 283,280 2024-08-29 $21.71 $21.00 95.3% 26.4% 48.7% 14.6% 107.3% -40.4% -23.2% 7.9M -252.6M -1.8M 0.21 14.24 N/A N/A 205,465 44,181 576,791 288,541 2024-08-30 $23.20 $21.00 96.0% 29.6% 52.3% 14.8% 115.5% -39.5% -0.2% 12.1M -427.0M -1.9M 0.17 11.53 N/A N/A 291,225 50,401 621,103 294,739
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