GME Implied Volatility
GME $25.43 · Updated Nov 10, 4:00 PM ET
GME at-the-money implied volatility is 45.1% for Nov 13, 2026 (3 days out). For Dec 11, 2026 it is 53.7%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Nov 13, 2026 | 3 | 25.5 | 45.1% |
| Nov 20, 2026 | 10 | 25.5 | 41.5% |
| Nov 27, 2026 | 17 | 25.5 | 40.3% |
| Dec 4, 2026 | 24 | 25.5 | 43.3% |
| Dec 11, 2026 | 31 | 25.5 | 53.7% |
| Dec 18, 2026 | 38 | 25 | 48.9% |
| Dec 24, 2026 | 44 | 25.5 | 49.6% |
| Jan 15, 2027 | 66 | 25 | 47.6% |
| Mar 19, 2027 | 129 | 25 | 46.6% |
| Apr 16, 2027 | 157 | 25 | 48.1% |
SKEW, NOV 13, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 21.5 | 0.0% | 86.0% |
| 22 | 158.1% | 75.7% |
| 22.5 | 0.0% | 69.8% |
| 23 | 0.0% | 67.2% |
| 23.5 | 74.0% | 59.1% |
| 24 | 43.6% | 53.0% |
| 24.5 | 47.0% | 50.2% |
| 25 | 45.3% | 46.0% |
| 25.5 | 45.1% | 45.1% |
| 26 | 46.3% | 51.7% |
| 26.5 | 49.2% | 56.7% |
| 27 | 52.7% | 77.3% |
| 27.5 | 58.5% | 91.0% |
| 28 | 65.0% | 96.7% |
| 28.5 | 69.8% | 167.9% |
| 29 | 75.4% | 152.0% |
| 29.5 | 91.9% | 122.3% |
How this is calculated: Implied Volatility methodology