← Back to Stock / ETF implied volatility screenerGME - Gamestop Corporation - Class A
GME - Gamestop Corporation - Class A
Implied Volatility Analysis
Implied Volatility:
87.6%
87.6%
Put/Call-Ratio:
0.34
0.34
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.
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