Gamestop Corporation - Class A has an Implied Volatility (IV) of 87.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GME is 4 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for GME is -1.76 standard deviations away from its 1 year mean.
Market Cap | $7.00B |
---|---|
Next Earnings Date | 5/31/2023 (63d) |
Implied Volatility (IV) 30d | 87.61 |
Implied Volatility Rank (IVR) 1y | 4.07 |
Implied Volatility Percentile (IVP) 1y | 0.79 |
Historical Volatility (HV) 30d | 114.70 |
IV / HV | 0.76 |
Open Interest | 701.74K |
Option Volume | 149.70K |
Put/Call Ratio (Volume) | 0.34 |
Data was calculated after the 3/28/2023 closing.