ReflationCurrent RegimeDay 42as of 2026-06-05
Pricing: Jul 16 (intraday)

GME

$21.70
IV30: 35.4%Rank: 6Regime: Reflation

Research & Monitoring

Squeeze:31WATCHScan: 2026-07-08
F2 Put WallPF3 Call CascadeN
Draft — Unreviewed
GMEDraft
2026-03-14

GME FIRE: triple Core + F5 amplification, dealers short gamma at 12th pctile, cascade through 25 call wall

GME is a retail-driven meme stock (GameStop Corp) with extremely high retail options participation; negative dealer GEX at the 12th percentile with a put gamma trampoline at 23.5 and concentrated call OI cascade at 25 creates a loaded reflexive feedback loop in a Reflation regime. IV rank is 12.3 with IV30d at 49.5% vs HV20d of 22.2%, meaning vol is elevated but not extreme by GME standards. Price reclaimed 10d MA at 24.39 vs MA of 23.99, triggering F9 (weak — price reclaim only, no HV expansion). The gex_flip_strike is null, which reduces target precision and requires a conviction haircut. This is a high-confidence retail name where the dealer-sells assumption is among the most reliable in the market.

IV Rank
VRP
Term
F4neutral
Skew-
Catalystcheck calendar
long_calllong

Peak call OI at 25.0 is the cascade trigger — target 25 strike calls in the Apr 2-17 window. With spot at 23.53 and the 25 strike 6.2% OTM, a move through 24.5-25.0 forces dealer delta-hedging into the cascade. F3 asy...

Entry: Enter on any pullback toward the 23.5 put wall or on sustained hold above 24.0 MA reclaim. Prefer entry when IV30d is below 55% (currently 49.5%). Do not chase above 25.0.

Risk: Null gex_flip_strike means no defined squeeze ceiling — cannot estimate max range. GME vol can spike to 100%+ intraday, making premium ex...

long_calllong

Lottery ticket at the 27-28 strike in 35-49 DTE. If the cascade fires and extends past 25, the 24.5 and 25.5 secondary call OI clusters (15k and 8.9k weighted OI) create a stacking effect. The 27+ zone is speculative...

Entry: Only after the primary 25-strike long_call is established. This is a convexity overlay, not a primary position. Enter only if price is above 24.0 and momentum is accelerating.

Risk: High probability of total loss. This is a tail-risk lottery play. Size at 0.3-0.5% of portfolio max. No defined squeeze ceiling makes thi...

IV Rank: 12IV30d: 49.5%Regime: ReflationScore: 69

Trade Talk (1)

traderarronCheck-in
2026-03-09
GMER#112PT#112

Use GME as a pre-earnings squeeze candidate, but express it with a 2026-04-17 long call and a hard plan to exit before the 2026-03-31 earnings event.

  • GME v2 flag row is FIRE with squeeze_score 69 in Goldilocks.
  • Persistent F1/F2/F3/F5/F9 indicate short-gamma conditions, a put wall near 24, heavy call OI above spot, squeeze pressure, and a live reversal trigger.
  • Charts suggest a constructive grind/reclaim rather than immediate ignition, which supports using more time than the 3/27 expiry.
7 turnsConviction 67
gamma_squeezepre_earningslong_calls

IV 30d

35.4%

IV 60d

37.9%

IV 90d

42.2%

HV 20d

24.8%

IV Rank

6

IV-HV Spread

10.6%

Term Slope

1.32

Structure

Contango

Skew (Slope)

-2.65

RV Forecast

34.2%

IV Term Structure

7d
29.8%
30d
35.4%
60d
37.9%
90d
42.2%
180d
44.8%
365d
46.7%

Historical Volatility Cone

Percentile bands (5/25/50/75/95th) with current HV highlighted

IV & HV Time Series

CONNECTING
IV 30d
IV 60d
HV 20d
GME Price (right axis)
IV Rank

Vol Surface

25d (OTM put)
40d
ATM
60d
75d (OTM call)
Cal Vol

Skew Profile

Current: -2.65Pctile: 45th25/75: -3.1 / -1.9
Strike Slope (skew)
Curvature (smile)
Mean

Positioning

Call OI: 477,120Put OI: 179,074P/C: 0.38Max GEX: $25

Open Interest by Strike

Call OI
Put OI
Spot

Gamma Exposure (GEX) by Strike

Positive GEX (support)
Negative GEX (resistance)