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GameStop Corp. GME

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-21T17:52:02.405Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:43.023062023Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:48:05.082868+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$5.46$24.00$25.08$26.16$27.25$28.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GME spot · $26.63GME PRICE$0.15$0.20$0.25$0.30$0.35$0.42$0.48$0.54$0.63$0.73$0.82$0.96$1.12$0.78$0.41$0.23$0.29$0.35$0.41$0.51$0.60$0.70$0.84$0.98$2.26$5.07
PutsExpensive2.24×
CallsExpensive1.19×
SkewBearish+46.45 pp
Implied moveBearish±$0.99
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9171.9%5.4%21.68363.3%21.5%
25Δ27.6369.5%4.5%24.43168.6%9.8%
30Δ27.3967.6%3.8%26.0657.9%3.0%
35Δ27.1966.1%3.2%26.2158.6%2.6%
40Δ26.9964.6%2.7%26.3659.3%2.3%
45Δ26.8363.2%2.3%26.5160.0%2.0%
50Δ26.6761.9%2.0%26.6761.1%1.8%
55Δ26.5160.6%1.6%26.8362.2%1.5%
60Δ26.3660.3%1.4%26.9863.3%1.3%
65Δ26.2060.1%1.1%27.1864.7%1.1%
70Δ26.0559.9%0.9%27.3766.1%0.9%
75Δ25.8660.1%0.7%28.59118.5%1.1%
80Δ25.6660.6%0.5%31.24226.5%1.7%

20Δ

Calls
Pseudo strike
27.91
IV
71.9%
B/E move
5.4%
Puts
Pseudo strike
21.68
IV
363.3%
B/E move
21.5%

25Δ

Calls
Pseudo strike
27.63
IV
69.5%
B/E move
4.5%
Puts
Pseudo strike
24.43
IV
168.6%
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
58.6%
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
59.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
26.83
IV
63.2%
B/E move
2.3%
Puts
Pseudo strike
26.51
IV
60.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
26.67
IV
61.9%
B/E move
2.0%
Puts
Pseudo strike
26.67
IV
61.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
26.51
IV
60.6%
B/E move
1.6%
Puts
Pseudo strike
26.83
IV
62.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
26.36
IV
60.3%
B/E move
1.4%
Puts
Pseudo strike
26.98
IV
63.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
26.20
IV
60.1%
B/E move
1.1%
Puts
Pseudo strike
27.18
IV
64.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
26.05
IV
59.9%
B/E move
0.9%
Puts
Pseudo strike
27.37
IV
66.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.86
IV
60.1%
B/E move
0.7%
Puts
Pseudo strike
28.59
IV
118.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
25.66
IV
60.6%
B/E move
0.5%
Puts
Pseudo strike
31.24
IV
226.5%
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%