GME Options History — October 2024 In October 2024, GME traded between $20.38 and $23.31. ATM implied volatility averaged 69.3%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 19.9% (HV 20d: 49.4%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.19.
Notable Days 2024-10-28 : Highest Volume — 329,601 contracts2024-10-28 : Largest IV spike — 45.9% change2024-10-28 : Highest IV Rank — 10.9%2024-10-30 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.35 $20.38 $23.31 $22.11 $22.38 Max Pain $20.09 $20.00 $21.00 $20.00 $20.00 ATM IV 69.3% 53.7% 85.4% 80.2% 75.4% Expected Move 20.0% 13.9% 25.8% 22.3% 21.7% HV 20d 49.4% 28.6% 77.0% 77.0% 42.1% HV 60d 58.9% 55.3% 61.8% 61.6% 57.7% IV Rank 5.4% 0.1% 10.9% 9.1% 7.5% IV Percentile 24.5% 0.4% 54.4% 46.8% 36.5% Term Structure 4.0% -1.2% 12.7% 4.1% 2.4% VWIV 81.0% 62.6% 101.3% 84.9% 90.0% Skew 25d -29.0% -48.1% -16.6% -30.1% -40.9% Skew 10d -60.8% -88.5% -40.8% -59.3% -77.9% Call IV 25d 92.0% 73.3% 120.4% 106.3% 106.7% Put IV 25d 63.0% 50.5% 76.1% 76.1% 65.8% Bid-Ask Spread % 19.29 11.08 29.52 19.27 19.36 Gamma HHI 0.10 0.07 0.23 0.09 0.08 Net GEX 7.7M 3.7M 12.8M 8.6M 12.1M Net DEX -273.2M -539.9M -161.6M -338.6M -417.7M Net VEX -1.7M -2.0M -1.6M -1.9M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.13 0.32 0.21 0.17 Total Volume 137,957.609 72,118 329,601 125,809 152,028 Total OI 924,901.174 667,346 1,055,397 999,083 900,420
Daily Data (23 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 2024-10-01 $22.11 $20.00 80.2% 22.3% 77.0% 9.1% 84.9% -30.1% 4.1% 8.6M -338.6M -1.9M 0.21 19.27 N/A N/A 103,614 22,195 714,863 284,220 2024-10-02 $21.52 $20.00 78.7% 21.0% 76.6% 8.6% 82.9% -32.9% 12.7% 6.8M -271.1M -1.8M 0.32 19.25 N/A N/A 83,728 26,829 728,131 291,416 2024-10-03 $21.20 $21.00 77.6% 22.7% 76.7% 8.2% 95.1% -29.0% 12.5% 5.0M -230.2M -1.8M 0.19 16.26 N/A N/A 73,545 14,258 738,639 303,094 2024-10-04 $21.45 $21.00 74.1% 23.7% 72.4% 7.0% 92.4% -38.7% 7.1% 7.1M -256.8M -1.8M 0.22 20.42 N/A N/A 126,020 27,340 750,759 302,869 2024-10-07 $21.02 $20.00 70.9% 22.9% 72.0% 6.0% 92.5% -22.3% 5.5% 4.3M -222.8M -1.7M 0.18 26.13 N/A N/A 95,716 17,353 650,466 284,069 2024-10-08 $20.70 $20.00 71.9% 21.9% 70.5% 6.3% 88.1% -28.4% 2.7% 4.4M -197.8M -1.7M 0.16 20.46 N/A N/A 84,535 13,804 685,436 290,838 2024-10-09 $20.38 $20.00 69.2% 20.0% 49.7% 5.4% 82.0% -24.5% -1.2% 3.7M -161.6M -1.6M 0.22 18.45 N/A N/A 68,771 15,001 694,784 295,301 2024-10-10 $20.81 $20.00 68.2% 21.1% 50.2% 5.0% 87.1% -18.9% 1.8% 6.0M -211.8M -1.6M 0.17 15.37 N/A N/A 77,552 13,321 711,507 297,666 2024-10-11 $20.87 $20.00 65.4% 19.3% 50.0% 4.1% 79.3% -29.1% 2.4% 5.6M -209.3M -1.6M 0.24 11.08 N/A N/A 118,499 28,355 733,316 300,450 2024-10-14 $21.41 $20.00 69.6% 20.0% 50.2% 5.5% 81.7% -28.3% 6.8% 6.1M -248.7M -1.6M 0.17 19.49 N/A N/A 140,086 23,824 662,136 285,805 2024-10-15 $21.16 $20.00 68.4% 19.6% 50.4% 5.1% 71.3% -24.5% 1.5% 8.2M -249.0M -1.7M 0.13 17.77 N/A N/A 82,202 11,023 712,956 290,363 2024-10-16 $21.63 $20.00 67.6% 19.4% 49.8% 4.8% 75.0% -31.8% 1.6% 11.5M -318.7M -1.7M 0.17 17.01 N/A N/A 89,637 15,212 739,122 293,830 2024-10-17 $21.37 $20.00 64.8% 18.4% 50.0% 3.9% 77.2% -28.4% 9.5% 10.9M -280.5M -1.6M 0.20 15.12 N/A N/A 77,201 15,610 751,985 294,378 2024-10-18 $21.01 $20.00 58.5% 16.2% 31.4% 1.8% 63.2% -24.2% 2.2% 8.4M -232.3M -1.6M 0.17 18.19 N/A N/A 145,114 25,116 758,167 297,230 2024-10-21 $20.76 $20.00 57.1% 15.4% 29.9% 1.3% 69.0% -18.6% 3.6% 5.4M -192.4M -1.6M 0.17 20.14 N/A N/A 103,867 17,659 458,356 208,990 2024-10-22 $20.84 $20.00 56.7% 14.9% 29.4% 1.1% 62.8% -21.6% 2.1% 7.3M -208.6M -1.6M 0.19 19.27 N/A N/A 89,439 16,822 508,386 217,887 2024-10-23 $20.57 $20.00 53.7% 14.4% 29.0% 0.1% 62.6% -20.1% 3.1% 7.3M -203.3M -1.7M 0.22 23.38 N/A N/A 59,348 12,770 538,714 225,060 2024-10-24 $20.63 $20.00 57.9% 13.9% 28.6% 1.6% 66.5% -24.5% -0.6% 7.6M -210.2M -1.7M 0.15 20.02 N/A N/A 73,814 11,242 556,092 228,576 2024-10-25 $20.62 $20.00 58.5% 15.5% 28.6% 1.8% 69.3% -16.6% 8.6% 8.9M -217.7M -1.7M 0.16 29.52 N/A N/A 173,226 28,158 582,003 230,950 2024-10-28 $22.51 $20.00 85.4% 25.7% 42.4% 10.9% 96.0% -42.5% 4.2% 7.6M -376.1M -1.9M 0.16 23.27 N/A N/A 285,274 44,327 526,878 217,829 2024-10-29 $22.81 $20.00 79.8% 23.8% 40.4% 9.0% 92.7% -43.3% 0.0% 12.1M -489.3M -2.0M 0.18 17.44 N/A N/A 176,012 32,307 623,194 226,921 2024-10-30 $23.31 $20.00 84.4% 25.8% 39.5% 10.5% 101.3% -48.1% -0.4% 12.8M -539.9M -2.0M 0.13 16.96 N/A N/A 231,657 29,614 644,175 234,500 2024-10-31 $22.38 $20.00 75.4% 21.7% 42.1% 7.5% 90.0% -40.9% 2.4% 12.1M -417.7M -1.9M 0.17 19.36 N/A N/A 130,250 21,778 660,372 240,048
« Sep 2024 | All History | Nov 2024 » Home GME History October 2024