GME Implied Volatility
GME $23.55 · Updated Oct 26, 4:00 PM ET
GME at-the-money implied volatility is 59.8% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 49.5%. 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 | 23.5 | 59.8% |
| Nov 6, 2026 | 11 | 23.5 | 52.1% |
| Nov 13, 2026 | 18 | 23.5 | 53.6% |
| Nov 20, 2026 | 25 | 23.5 | 47.3% |
| Nov 27, 2026 | 32 | 23.5 | 49.5% |
| Dec 4, 2026 | 39 | 23.5 | 56.2% |
| Dec 18, 2026 | 53 | 24 | 52.4% |
| Jan 15, 2027 | 81 | 24 | 50.6% |
| Mar 19, 2027 | 144 | 24 | 48.8% |
| Apr 16, 2027 | 172 | 24 | 50.1% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 19.5 | 126.6% | 81.1% |
| 20 | 104.5% | 87.7% |
| 20.5 | 81.2% | 73.8% |
| 21 | 67.6% | 74.3% |
| 21.5 | 68.6% | 66.7% |
| 22 | 68.3% | 65.0% |
| 22.5 | 59.0% | 60.6% |
| 23 | 63.6% | 61.2% |
| 23.5 | 59.3% | 60.3% |
| 24 | 59.7% | 60.0% |
| 24.5 | 61.6% | 59.2% |
| 25 | 62.5% | 58.2% |
| 25.5 | 66.6% | 65.8% |
| 26 | 70.1% | 65.9% |
| 26.5 | 77.7% | 67.2% |
| 27 | 81.5% | 79.3% |
| 27.5 | 90.6% | 79.3% |
How this is calculated: Implied Volatility methodology