GME Options History — September 2024

In September 2024, GME traded between $19.51 and $24.34. ATM implied volatility averaged 83.3%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 11.8% (HV 20d: 71.5%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-09-20: Highest Volume — 577,577 contracts
  • 2024-09-20: Largest IV spike — 21.2% change
  • 2024-09-06: Highest IV Rank — 22.7%
  • 2024-09-06: Largest Expected Move — 32.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.81$19.51$24.34$23.01$22.95
Max Pain$20.10$20.00$21.00$21.00$20.00
ATM IV83.3%63.9%119.3%94.2%83.4%
Expected Move23.9%18.3%32.3%32.2%23.5%
HV 20d71.5%51.3%86.4%52.2%75.9%
HV 60d67.2%57.1%134.3%134.3%61.2%
IV Rank10.5%4.0%22.7%14.2%10.2%
IV Percentile46.8%16.7%73.4%61.1%51.6%
Term Structure-0.2%-13.8%8.6%4.8%7.0%
VWIV101.0%69.5%144.0%133.7%96.8%
Skew 25d-34.6%-54.8%-23.0%-38.7%-49.6%
Skew 10d-62.8%-82.0%-39.9%-57.9%-82.0%
Call IV 25d110.5%78.9%163.0%127.6%125.0%
Put IV 25d75.8%55.9%108.2%88.9%75.4%
Bid-Ask Spread %15.899.5524.8711.6821.01
Gamma HHI0.080.060.130.080.10
Net GEX6.7M-749.2K11.7M7.0M8.9M
Net DEX-280.9M-473.8M-48.6M-367.4M-406.3M
Net VEX-1.8M-2.1M-1.4M-2.0M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.150.630.170.16
Total Volume215,953.594,604577,577230,541266,281
Total OI960,152.8829,9541,090,817829,954929,463

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$23.01$21.0094.2%32.2%52.2%14.2%133.7%-38.7%4.8%7.0M-367.4M-2.0M0.1711.68N/AN/A197,60032,941560,251269,703
2024-09-04$22.24$21.0089.7%29.6%53.0%12.7%117.6%-36.1%3.5%6.7M-306.2M-2.0M0.2616.86N/AN/A99,58326,072610,967282,299
2024-09-05$22.33$20.00101.8%27.9%51.3%16.8%122.4%-40.1%-3.2%6.2M-299.4M-2.0M0.2010.24N/AN/A94,03218,798627,906291,130
2024-09-06$23.88$20.00119.3%32.3%53.7%22.7%144.0%-54.8%-4.5%11.7M-473.8M-2.1M0.179.55N/AN/A410,72368,572642,898294,098
2024-09-09$24.34$20.00110.7%29.2%53.9%19.8%141.9%-48.2%-13.8%7.6M-467.2M-2.1M0.3110.35N/AN/A161,92749,416596,213279,789
2024-09-10$23.20$20.00101.6%28.0%56.9%16.7%110.9%-31.2%-1.1%6.8M-371.9M-2.0M0.6314.08N/AN/A141,23189,011617,544292,828
2024-09-11$20.16$20.0080.9%22.8%75.5%9.8%99.5%-29.2%8.6%-749.2K-62.4M-1.6M0.4614.99N/AN/A257,500118,795645,749339,442
2024-09-12$20.30$20.0080.9%22.4%75.6%9.7%101.8%-35.5%-1.1%1.4M-114.3M-1.7M0.4719.05N/AN/A113,43952,991701,678350,383
2024-09-13$20.58$20.0075.1%21.9%75.5%7.8%91.3%-30.4%0.2%4.5M-141.6M-1.7M0.2916.10N/AN/A159,69245,676729,635361,182
2024-09-16$20.20$20.0071.3%20.5%75.6%6.5%91.5%-32.2%1.9%3.3M-133.1M-1.5M0.2213.52N/AN/A95,19221,276630,543294,656
2024-09-17$20.16$20.0069.6%20.0%75.3%5.9%91.1%-31.4%1.8%3.8M-137.3M-1.6M0.1611.03N/AN/A81,21513,389659,901302,945
2024-09-18$19.66$20.0068.8%19.7%75.5%5.7%84.8%-27.0%-9.7%3.2M-101.2M-1.5M0.2724.87N/AN/A107,42529,138679,490305,006
2024-09-19$19.51$20.0063.9%18.3%75.3%4.0%69.5%-23.0%-0.1%2.5M-48.6M-1.4M0.2812.41N/AN/A113,66231,684694,618309,787
2024-09-20$21.77$20.0077.4%22.1%85.9%8.6%82.5%-29.6%2.3%7.8M-351.2M-1.8M0.2110.76N/AN/A476,107101,470723,934313,232
2024-09-23$22.32$20.0077.0%21.9%86.4%8.4%88.6%-35.3%0.4%9.2M-351.1M-1.8M0.2217.90N/AN/A165,07636,554630,098269,975
2024-09-24$22.61$20.0080.2%22.0%85.4%9.5%87.5%-35.9%-2.0%11.1M-393.8M-1.8M0.2521.99N/AN/A138,58934,624674,211281,535
2024-09-25$22.16$20.0071.0%20.4%84.9%6.0%90.5%-24.8%1.7%10.7M-351.3M-1.8M0.1919.69N/AN/A85,68516,434697,774290,100
2024-09-26$22.43$20.0075.4%21.8%83.7%7.5%87.7%-25.8%-1.2%11.4M-355.1M-1.7M0.1721.42N/AN/A104,20117,393707,484294,576
2024-09-27$22.38$20.0073.8%21.9%79.1%6.9%85.7%-33.8%0.0%11.1M-385.0M-1.8M0.1520.20N/AN/A213,97531,701723,429296,604
2024-09-30$22.95$20.0083.4%23.5%75.9%10.2%96.8%-49.6%7.0%8.9M-406.3M-2.0M0.1621.01N/AN/A228,78237,499656,551272,912