GROY Options History — July 2021 In July 2021, GROY traded between $4.84 and $5.05. ATM implied volatility averaged 47.5%. The 30-day expected move averaged 13.6%. Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 12 trading days. Term structure was in contango for 11 of 12 days. Put/call ratio averaged 1.32.
Notable Days 2021-07-28 : Highest Volume — 283 contracts2021-07-19 : Largest IV spike — 41.9% change2021-07-19 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.97 $4.84 $5.05 $5.04 $4.84 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 47.5% 30.6% 59.9% 57.8% 30.6% Expected Move 13.6% 8.8% 17.2% 16.6% 8.8% Term Structure 12.8% -15.5% 35.7% 25.1% 13.1% VWIV 48.9% 30.6% 66.7% 59.1% 30.6% Bid-Ask Spread % 72.25 54.07 90.92 82.67 62.61 Gamma HHI 0.84 0.76 0.93 0.87 0.93 Net GEX -10.7K -16.1K -7.1K -13.6K -16.1K Net DEX 16.9K -46.3K 142.5K 62.9K 142.5K Net VEX -2.1K -2.4K -1.9K -2.0K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.02 10.91 0.02 0.19 Total Volume 119.917 21 283 151 114 Total OI 3,952.917 3,559 4,435 4,338 4,076
Daily Data (12 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-07-15 $5.04 $5.00 57.8% 16.6% 0.0% 0.0% 59.1% 0.0% 25.1% -13.6K 62.9K -2.0K 0.02 82.67 N/A N/A 148 3 2,427 1,911 2021-07-16 $5.05 $5.00 42.2% 12.1% 0.0% 0.0% 42.3% 0.0% 35.7% -10.7K -46.3K -2.4K 0.59 90.92 N/A N/A 44 26 2,524 1,911 2021-07-19 $5.04 $5.00 59.9% 17.2% 0.0% 0.0% 66.7% 0.0% 8.0% -7.1K -37.8K -2.4K 10.91 76.88 N/A N/A 11 120 1,896 1,663 2021-07-20 $4.91 $5.00 49.6% 14.2% 0.0% 0.0% 49.6% 0.0% 18.8% -9.0K 37.5K -2.2K 0.14 54.07 N/A N/A 191 26 1,902 1,783 2021-07-21 $5.00 $5.00 52.6% 15.1% 0.0% 0.0% 49.9% 0.0% 2.4% -8.3K -24.7K -2.3K 1.81 75.66 N/A N/A 16 29 2,023 1,787 2021-07-22 $4.97 $5.00 41.8% 12.0% 0.0% 0.0% 41.8% 0.0% 9.6% -11.1K 15.5K -2.2K 0.75 62.35 N/A N/A 12 9 2,023 1,816 2021-07-23 $5.01 $5.00 49.5% 14.2% 0.0% 0.0% 50.7% 0.0% 1.7% -9.1K -4.1K -2.2K 0.10 76.74 N/A N/A 79 8 2,035 1,819 2021-07-26 $5.03 $5.00 54.1% 15.5% 0.0% 0.0% 54.4% 0.0% 7.3% -8.8K -29.4K -2.2K 0.37 79.83 N/A N/A 60 22 2,035 1,819 2021-07-27 $4.91 $5.00 56.1% 16.1% 0.0% 0.0% 65.6% 0.0% -15.5% -8.7K 13.2K -2.0K 0.07 72.88 N/A N/A 61 4 2,111 1,823 2021-07-28 $4.95 $5.00 38.9% 11.1% 0.0% 0.0% 38.8% 0.0% 17.0% -13.3K 36.6K -1.9K 0.56 69.47 N/A N/A 181 102 2,161 1,837 2021-07-29 $4.85 $5.00 37.1% 10.6% 0.0% 0.0% 37.1% 0.0% 30.8% -12.8K 37.5K -1.9K 0.40 62.97 N/A N/A 124 49 2,214 1,839 2021-07-30 $4.84 $5.00 30.6% 8.8% 0.0% 0.0% 30.6% 0.0% 13.1% -16.1K 142.5K -1.9K 0.19 62.61 N/A N/A 96 18 2,136 1,940
« Jun 2021 | All History | Aug 2021 » Home GROY History July 2021