GME Implied Volatility
GME $23.90 · Updated Oct 26, 4:00 PM ET
GME at-the-money implied volatility is 60.1% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 51.6%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 24 | 60.1% |
| Nov 6, 2026 | 11 | 24 | 52.1% |
| Nov 13, 2026 | 18 | 24 | 52.0% |
| Nov 20, 2026 | 25 | 24 | 49.4% |
| Nov 27, 2026 | 32 | 24 | 51.6% |
| Dec 4, 2026 | 39 | 24 | 53.7% |
| Dec 18, 2026 | 53 | 24 | 53.9% |
| Jan 15, 2027 | 81 | 24 | 50.7% |
| Mar 19, 2027 | 144 | 24 | 50.4% |
| Apr 16, 2027 | 172 | 24 | 53.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 20 | 103.9% | 84.4% |
| 20.5 | 80.5% | 73.4% |
| 21 | 67.2% | 71.9% |
| 21.5 | 68.4% | 66.8% |
| 22 | 68.4% | 65.2% |
| 22.5 | 59.0% | 60.7% |
| 23 | 63.3% | 61.3% |
| 23.5 | 59.4% | 60.5% |
| 24 | 59.8% | 60.4% |
| 24.5 | 61.3% | 59.8% |
| 25 | 63.3% | 59.0% |
| 25.5 | 66.8% | 66.8% |
| 26 | 70.3% | 67.6% |
| 26.5 | 76.6% | 69.5% |
| 27 | 81.6% | 81.6% |
| 27.5 | 90.6% | 82.8% |
| 28 | 96.1% | 99.2% |
How this is calculated: Implied Volatility methodology