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GameStop Corp. GME

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-21T16:59:58.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:57.536698757Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T16:59:58.367524+00:00

Share price$26.63
1D+1.3%
$26.13$26.31$26.49$26.67$26.855:30 AM6:30 AM9:00 AM1:00 PMGME
Sold putSold call

GameStop Corp. options

Live interpolated GME call and put midpoint premiums by absolute delta.GameStop Corp.$0.01$1.37$2.74$4.10$5.47$24.07$25.14$26.21$27.29$28.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GME spot · $26.63GME PRICE$0.16$0.20$0.25$0.30$0.35$0.42$0.49$0.56$0.64$0.73$0.82$0.99$1.18$0.78$0.41$0.23$0.29$0.35$0.41$0.49$0.58$0.66$0.79$0.92$1.48$5.07
PutsExpensive1.94×
CallsExpensive1.20×
SkewBearish+40.88 pp
Implied moveBalanced±$0.98
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9272.9%5.4%21.68360.3%21.5%
25Δ27.6369.8%4.5%24.43167.5%9.8%
30Δ27.3967.6%3.8%26.0657.9%3.0%
35Δ27.1966.1%3.2%26.2158.3%2.6%
40Δ26.9964.6%2.7%26.3658.8%2.3%
45Δ26.8363.9%2.3%26.5259.3%2.0%
50Δ26.6763.1%2.0%26.6759.5%1.7%
55Δ26.5162.4%1.6%26.8259.8%1.5%
60Δ26.3661.6%1.4%26.9760.1%1.2%
65Δ26.2060.8%1.1%27.1461.0%1.0%
70Δ26.0560.0%0.9%27.3362.1%0.8%
75Δ25.8361.9%0.7%27.8981.7%0.8%
80Δ25.6064.8%0.6%31.24224.6%1.7%

20Δ

Calls
Pseudo strike
27.92
IV
72.9%
B/E move
5.4%
Puts
Pseudo strike
21.68
IV
360.3%
B/E move
21.5%

25Δ

Calls
Pseudo strike
27.63
IV
69.8%
B/E move
4.5%
Puts
Pseudo strike
24.43
IV
167.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
27.39
IV
67.6%
B/E move
3.8%
Puts
Pseudo strike
26.06
IV
57.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
27.19
IV
66.1%
B/E move
3.2%
Puts
Pseudo strike
26.21
IV
58.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
26.99
IV
64.6%
B/E move
2.7%
Puts
Pseudo strike
26.36
IV
58.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
26.83
IV
63.9%
B/E move
2.3%
Puts
Pseudo strike
26.52
IV
59.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
26.67
IV
63.1%
B/E move
2.0%
Puts
Pseudo strike
26.67
IV
59.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
26.51
IV
62.4%
B/E move
1.6%
Puts
Pseudo strike
26.82
IV
59.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
26.36
IV
61.6%
B/E move
1.4%
Puts
Pseudo strike
26.97
IV
60.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
26.20
IV
60.8%
B/E move
1.1%
Puts
Pseudo strike
27.14
IV
61.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
26.05
IV
60.0%
B/E move
0.9%
Puts
Pseudo strike
27.33
IV
62.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.83
IV
61.9%
B/E move
0.7%
Puts
Pseudo strike
27.89
IV
81.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.60
IV
64.8%
B/E move
0.6%
Puts
Pseudo strike
31.24
IV
224.6%
B/E move
1.7%

Options history

GME66.1268.0269.922026-10-19: 69.66%2026-10-20: 66.38%Oct 19Oct 20
Table
DateIV
69.66%
66.38%