← Back to Stock / ETF implied volatility screenerGME - Gamestop Corporation - Class A
GME - Gamestop Corporation - Class A
Implied Volatility Analysis
Implied Volatility:
127.8%
127.8%
Put/Call-Ratio:
1.06
1.06
Gamestop Corporation - Class A has an Implied Volatility (IV) of 127.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GME is 44 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for GME is 0.56 standard deviations away from its 1 year mean.
| Market Cap | $7.12B |
|---|---|
| Implied Volatility (IV) 30d | 127.76 |
| Implied Volatility Rank (IVR) 1y | 43.93 |
| Implied Volatility Percentile (IVP) 1y | 74.70 |
| Historical Volatility (HV) 30d | 76.46 |
| IV / HV | 1.67 |
| Open Interest | 1.43M |
| Option Volume | 230.40K |
| Put/Call Ratio (Volume) | 1.06 |
Data was calculated after the 12/7/2022 closing.
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