GME volatility GameStop Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.56.8%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.49.5%
HV6045.7%
IV − HV20 spread
+7.3pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 20:03 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 65.1% | -8.3pt | ±4.8% |
| Oct 30, 2026 | 10 | 65.0% | -20.1pt | ±8.6% |
| Nov 06, 2026 | 17 | 62.7% | -15.0pt | ±10.8% |
| Nov 13, 2026 | 24 | 60.4% | -13.4pt | ±12.4% |
| Nov 20, 2026 | 31 | 56.3% | -13.3pt | ±13.1% |
| Nov 27, 2026 | 38 | 54.2% | -10.1pt | ±13.9% |
| Dec 18, 2026 | 59 | 57.6% | -12.5pt | ±18.4% |
| Jan 15, 2027 | 87 | 54.3% | -9.0pt | ±21.1% |
| Mar 19, 2027 | 150 | 52.3% | -9.7pt | ±26.5% |
| Apr 16, 2027 | 178 | 53.5% | -9.2pt | ±29.5% |
| Jun 17, 2027 | 240 | 54.9% | — | ±35.6% |
| Sep 17, 2027 | 332 | 53.5% | — | ±40.5% |
| Dec 17, 2027 | 423 | 53.5% | — | ±45.5% |
| Jan 21, 2028 | 458 | 52.9% | — | ±46.7% |
Volatility smile — Oct 30, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20