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GameStop Corp. Class A GME

i

Market dataready · fetched 2026-11-10T22:21:40.092Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:15:21.261669124Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-10T22:21:39.483373+00:00

Share price$25.32
1D+0.1%
AH$25.03$25.17$25.31$25.44$25.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGME
Sold putSold callAH

GameStop Corp. Class A options

Live interpolated GME call and put midpoint premiums by absolute delta.GameStop Corp. Class A$0.09$0.43$0.78$1.13$1.47$24.24$24.88$25.53$26.17$26.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GME spot · $25.32GME PRICE$0.13$0.17$0.22$0.28$0.34$0.40$0.48$0.57$0.65$0.79$0.94$1.12$1.37$0.12$0.16$0.20$0.23$0.28$0.33$0.38$0.43$0.50$0.61$0.71$0.81
Puts——
CallsFair1.03×
Skew——
Implied moveBullish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4152.5%4.8%24.4547.1%3.9%
25Δ26.1951.6%4.1%24.6345.4%3.3%
30Δ25.9850.9%3.5%24.8043.8%2.8%
35Δ25.8251.4%3.1%24.9742.2%2.3%
40Δ25.6651.9%2.7%25.1041.3%2.0%
45Δ25.5152.3%2.3%25.2240.4%1.7%
50Δ25.3552.9%2.0%25.3339.5%1.4%
55Δ25.2053.5%1.8%25.4538.7%1.2%
60Δ25.0454.1%1.5%25.5838.9%1.0%
65Δ24.8556.1%1.3%25.7239.7%0.8%
70Δ24.6558.5%1.1%25.8640.5%0.7%
75Δ24.4261.3%0.9%26.0041.4%0.5%
80Δ24.1365.1%0.7%

20Δ

Calls
Pseudo strike
26.41
IV
52.5%
B/E move
4.8%
Puts
Pseudo strike
24.45
IV
47.1%
B/E move
3.9%

25Δ

Calls
Pseudo strike
26.19
IV
51.6%
B/E move
4.1%
Puts
Pseudo strike
24.63
IV
45.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
25.98
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
24.80
IV
43.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
25.82
IV
51.4%
B/E move
3.1%
Puts
Pseudo strike
24.97
IV
42.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
25.66
IV
51.9%
B/E move
2.7%
Puts
Pseudo strike
25.10
IV
41.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
25.51
IV
52.3%
B/E move
2.3%
Puts
Pseudo strike
25.22
IV
40.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
25.35
IV
52.9%
B/E move
2.0%
Puts
Pseudo strike
25.33
IV
39.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
25.20
IV
53.5%
B/E move
1.8%
Puts
Pseudo strike
25.45
IV
38.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
25.04
IV
54.1%
B/E move
1.5%
Puts
Pseudo strike
25.58
IV
38.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
24.85
IV
56.1%
B/E move
1.3%
Puts
Pseudo strike
25.72
IV
39.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
24.65
IV
58.5%
B/E move
1.1%
Puts
Pseudo strike
25.86
IV
40.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
24.42
IV
61.3%
B/E move
0.9%
Puts
Pseudo strike
26.00
IV
41.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
24.13
IV
65.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.23%
Daily close
GME28.5%58.0%87.5%2026-08-12: 32.58%2026-08-13: 38.27%2026-08-14: 33.16%2026-08-17: 38.27%2026-08-18: 40.00%2026-08-19: 37.24%2026-08-20: 41.24%2026-08-21: 40.95%2026-08-24: 42.10%2026-08-25: 43.53%2026-08-26: 41.03%2026-08-27: 52.54%2026-08-28: 49.24%2026-08-31: 48.41%2026-09-01: 56.45%2026-09-02: 56.75%2026-09-03: 67.01%2026-09-04: 59.10%2026-09-08: 54.75%2026-09-09: 48.59%2026-09-10: 43.55%2026-09-11: 44.36%2026-09-14: 46.48%2026-09-15: 47.22%2026-09-16: 47.43%2026-09-17: 54.28%2026-09-18: 46.02%2026-09-21: 48.06%2026-09-22: 58.96%2026-09-23: 57.78%2026-09-24: 60.58%2026-09-25: 54.82%2026-09-28: 53.58%2026-09-29: 52.92%2026-09-30: 57.05%2026-10-01: 50.68%2026-10-02: 52.09%2026-10-05: 55.67%2026-10-06: 57.53%2026-10-07: 56.41%2026-10-08: 69.01%2026-10-09: 68.57%2026-10-12: 69.54%2026-10-13: 66.56%2026-10-14: 79.76%2026-10-15: 80.41%2026-10-16: 83.47%2026-10-19: 69.61%2026-10-20: 66.00%2026-10-21: 62.56%2026-10-22: 60.22%2026-10-23: 56.19%2026-10-26: 52.54%2026-10-27: 49.10%2026-10-28: 53.21%2026-10-29: 49.81%2026-10-30: 56.23%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
32.58%
38.27%
33.16%
38.27%
40.00%
37.24%
41.24%
40.95%
42.10%
43.53%
41.03%
52.54%
49.24%
48.41%
56.45%
56.75%
67.01%
59.10%
54.75%
48.59%
43.55%
44.36%
46.48%
47.22%
47.43%
54.28%
46.02%
48.06%
58.96%
57.78%
60.58%
54.82%
53.58%
52.92%
57.05%
50.68%
52.09%
55.67%
57.53%
56.41%
69.01%
68.57%
69.54%
66.56%
79.76%
80.41%
83.47%
69.61%
66.00%
62.56%
60.22%
56.19%
52.54%
49.10%
53.21%
49.81%
56.23%