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implied vol

May 17 2024

GME Options Implode – The Tax of IV Decline

$GME vol has totally faded, just like the interest in @TheRoaringKitty twitter feed (sooo many video clips – that can’t be him posting). Anyway, here we see the peak in 1-month IV at +340% on Tuesday (yellow) when the stock hit >$60. Stock up, vol up. Now the IV’s (and GME’s stock price) have come […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: delta, GME, implied vol, skew, vega

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