GME Options History — December 2024

In December 2024, GME traded between $26.89 and $32.63. ATM implied volatility averaged 104.3%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 39.5% (HV 20d: 64.7%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.22.

Notable Days

2024-12-05: Highest Volume — 560,334 contracts
2024-12-05: Largest IV spike — 26.8% change
2024-12-06: Highest IV Rank — 21.9%
2024-12-06: Largest Expected Move — 34.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.37	$26.89	$32.63	$27.24	$31.33
Max Pain	$21.05	$20.00	$25.00	$25.00	$22.00
ATM IV	104.3%	87.5%	118.1%	101.0%	107.2%
Expected Move	30.4%	25.9%	34.2%	31.1%	29.7%
HV 20d	64.7%	56.5%	70.9%	62.8%	61.3%
HV 60d	55.1%	50.7%	60.3%	60.3%	55.5%
IV Rank	17.2%	11.6%	21.9%	16.1%	18.2%
IV Percentile	62.1%	50.4%	69.4%	59.5%	63.5%
Term Structure	-0.7%	-10.7%	4.9%	-7.4%	-5.1%
VWIV	133.8%	116.7%	156.7%	131.9%	139.3%
Skew 25d	-55.1%	-69.4%	-42.8%	-54.7%	-42.8%
Skew 10d	-96.4%	-128.1%	-65.8%	-97.5%	-65.8%
Call IV 25d	146.1%	120.9%	170.7%	147.2%	138.4%
Put IV 25d	91.0%	75.9%	101.7%	92.5%	95.6%
Bid-Ask Spread %	8.28	5.74	13.44	12.11	9.52
Gamma HHI	0.14	0.08	0.74	0.10	0.09
Net GEX	16.0M	8.0M	63.6M	8.0M	14.3M
Net DEX	-721.2M	-1.00B	-504.5M	-541.4M	-779.1M
Net VEX	-2.6M	-2.8M	-2.3M	-2.4M	-2.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.11	0.61	0.23	0.11
Total Volume	252,373.429	112,170	560,334	246,379	181,263
Total OI	1,053,604.476	879,200	1,173,189	879,200	1,107,121

Daily Data (21 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
2024-12-02	$27.24	$25.00	101.0%	31.1%	62.8%	16.1%	131.9%	-54.7%	-7.4%	8.0M	-541.4M	-2.4M	0.23	12.11	N/A	N/A	201,084	45,295	625,892	253,308
2024-12-03	$27.29	$25.00	98.6%	30.1%	62.8%	15.3%	118.0%	-57.3%	-2.1%	9.0M	-544.7M	-2.4M	0.20	11.52	N/A	N/A	109,284	21,738	671,786	267,338
2024-12-04	$26.89	$25.00	89.8%	30.8%	62.7%	12.3%	119.6%	-50.5%	4.9%	8.5M	-504.5M	-2.3M	0.21	13.44	N/A	N/A	92,514	19,656	692,508	270,567
2024-12-05	$28.44	$20.00	113.9%	31.8%	64.9%	20.5%	151.4%	-69.4%	0.5%	12.2M	-680.9M	-2.5M	0.18	9.79	N/A	N/A	473,606	86,728	704,993	276,662
2024-12-06	$28.92	$20.00	118.1%	34.2%	64.9%	21.9%	156.6%	-62.5%	3.4%	14.5M	-757.9M	-2.7M	0.22	5.97	N/A	N/A	256,038	56,085	794,600	295,256
2024-12-09	$28.53	$20.00	107.4%	31.0%	62.8%	18.3%	128.5%	-56.7%	0.0%	10.1M	-671.8M	-2.5M	0.30	5.74	N/A	N/A	118,644	36,154	679,514	264,300
2024-12-10	$27.05	$20.00	98.7%	28.5%	56.5%	15.3%	116.7%	-47.3%	0.8%	9.0M	-539.7M	-2.4M	0.61	9.38	N/A	N/A	138,722	84,420	709,564	279,088
2024-12-11	$28.83	$20.00	96.0%	28.5%	60.1%	14.4%	131.7%	-55.0%	1.3%	14.1M	-678.4M	-2.5M	0.31	8.12	N/A	N/A	297,473	92,667	746,364	313,948
2024-12-12	$28.80	$20.00	94.1%	27.7%	60.1%	13.8%	122.4%	-44.4%	3.5%	15.4M	-677.0M	-2.4M	0.27	7.56	N/A	N/A	151,981	41,188	796,775	318,832
2024-12-13	$28.07	$20.00	87.5%	25.9%	60.6%	11.6%	121.7%	-45.0%	4.3%	12.9M	-605.5M	-2.5M	0.26	6.51	N/A	N/A	170,177	44,276	821,540	315,029
2024-12-16	$28.54	$20.00	99.0%	29.0%	59.6%	15.5%	125.6%	-57.9%	-2.9%	11.8M	-625.3M	-2.4M	0.18	8.61	N/A	N/A	158,023	27,722	703,979	266,061
2024-12-17	$30.88	$20.00	117.7%	33.9%	65.2%	21.8%	156.7%	-69.0%	2.2%	17.0M	-951.1M	-2.8M	0.13	6.16	N/A	N/A	364,705	47,349	815,853	277,110
2024-12-18	$28.60	$20.00	102.7%	29.4%	70.9%	16.7%	132.2%	-55.3%	-10.7%	14.5M	-670.6M	-2.6M	0.18	9.86	N/A	N/A	215,245	39,169	839,856	286,054
2024-12-19	$29.02	$20.00	104.1%	29.8%	69.9%	17.2%	144.0%	-56.6%	-3.6%	16.0M	-730.3M	-2.7M	0.16	6.56	N/A	N/A	171,292	27,702	860,041	293,903
2024-12-20	$30.02	$20.00	102.3%	29.3%	70.5%	16.6%	124.3%	-47.8%	1.8%	63.6M	-807.3M	-2.6M	0.23	6.59	N/A	N/A	247,236	57,190	872,606	299,259
2024-12-23	$30.69	$20.00	111.6%	31.7%	70.7%	19.7%	141.7%	-59.1%	-4.4%	13.7M	-784.9M	-2.6M	0.15	6.89	N/A	N/A	212,112	32,234	749,588	249,466
2024-12-24	$31.10	$21.00	104.3%	29.7%	68.2%	17.3%	147.2%	-55.8%	4.4%	18.5M	-841.7M	-2.7M	0.12	7.30	N/A	N/A	140,990	16,755	833,715	259,422
2024-12-26	$32.63	$21.00	111.3%	32.3%	69.5%	19.6%	129.5%	-58.9%	-2.3%	20.0M	-1.00B	-2.8M	0.19	7.69	N/A	N/A	304,595	57,291	836,994	264,405
2024-12-27	$31.81	$21.00	112.8%	31.4%	69.8%	20.1%	130.9%	-49.8%	-2.7%	18.5M	-900.0M	-2.7M	0.24	7.13	N/A	N/A	225,309	53,001	892,524	280,665
2024-12-30	$32.04	$22.00	111.3%	31.3%	65.8%	19.6%	139.0%	-62.2%	-0.3%	14.2M	-852.3M	-2.7M	0.18	7.51	N/A	N/A	154,568	28,361	780,705	258,503
2024-12-31	$31.33	$22.00	107.2%	29.7%	61.3%	18.2%	139.3%	-42.8%	-5.1%	14.3M	-779.1M	-2.6M	0.11	9.52	N/A	N/A	163,551	17,712	834,994	272,127