Gamestop Corporation - Class A has an Implied Volatility (IV) of 109.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GME is 37 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for GME is -0.27 standard deviations away from its 1 year mean.
Market Cap | $9.47B |
---|---|
Next Earnings Date | 9/7/2022 (69d) |
Implied Volatility (IV) 30d | 109.93 |
Implied Volatility Rank (IVR) 1y | 36.74 |
Implied Volatility Percentile (IVP) 1y | 38.60 |
Historical Volatility (HV) 30d | 94.14 |
IV / HV | 1.17 |
Open Interest | 438.22K |
Option Volume | 45.06K |
Put/Call Ratio (Volume) | 0.71 |
Data was calculated after the 6/29/2022 closing.