GME·GameStop Corp.

Realized volatility (21d)

47.8% 55th pct

Below its peak

-28.4%

vs 200-day average

+10.4%

Up days (1y)

52%

GameStop Corp. is currently running 47.8% annualised volatility over the last 21 sessions. Measured against GME's own 11 years of daily returns rather than a market-wide average, that is the 55th percentile — close to its own typical level, against a typical reading of 44.8%.

GME is trading -28.4% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -40.9%, and the deepest was -80.0% in 2019. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +10.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 78th percentile — a somewhat wider gap than its own norm. Over the past year GME closed higher on 52% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 11 years of records, GME finished the month higher 6 of 11 times, with a median return of +2.2% and an average of +4.9%. Its strongest month historically has been January at +28.1% on average, its weakest June at -4.7%.

Overnight risk is measurable too: GME has opened more than 2% away from the prior close in 202 of 2,790 sessions (7.2% of the time), with the largest gaps running +53.6% and -10.8%.

All figures computed from 2,795 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against GME's own 13-year history, not a peer group or index.