GROY Options History — February 2022

In February 2022, GROY traded between $3.99 and $4.50. ATM implied volatility averaged 55.8%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 3.9% (HV 20d: 59.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.02.

Notable Days

2022-02-15: Highest Volume — 636 contracts
2022-02-04: Largest IV spike — 49.2% change
2022-02-04: Highest IV Rank — 54.9%
2022-02-15: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.21	$3.99	$4.50	$4.50	$4.10
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	55.8%	38.9%	67.8%	51.3%	43.9%
Expected Move	16.3%	11.2%	19.4%	14.7%	12.6%
HV 20d	59.6%	54.6%	64.3%	56.3%	57.9%
HV 60d	44.0%	39.9%	47.3%	40.7%	46.7%
IV Rank	37.5%	13.0%	54.9%	31.1%	20.2%
IV Percentile	51.9%	3.6%	89.4%	30.2%	9.6%
Term Structure	5.2%	-11.5%	30.5%	24.2%	18.9%
VWIV	61.8%	43.9%	79.7%	65.6%	59.7%
Bid-Ask Spread %	29.58	6.69	97.25	19.41	10.40
Gamma HHI	0.79	0.74	0.86	0.79	0.86
Net GEX	16.5K	13.9K	20.4K	20.4K	15.4K
Net DEX	-152.2K	-464.1K	32.6K	-464.1K	-3.1K
Net VEX	-4.5K	-5.7K	-3.2K	-5.7K	-3.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.29	2.65	2.31	1.89
Total Volume	429.684	151	636	328	231
Total OI	10,834.526	10,330	11,502	10,365	10,735

Daily Data (19 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
2022-02-01	$4.50	$5.00	51.3%	14.7%	56.3%	31.1%	65.6%	0.0%	24.2%	20.4K	-464.1K	-5.7K	2.31	19.41	N/A	N/A	99	229	7,579	2,786
2022-02-02	$4.39	$5.00	38.9%	11.2%	56.6%	13.0%	47.3%	0.0%	11.2%	18.6K	-291.2K	-5.3K	1.00	63.40	N/A	N/A	213	213	7,640	2,787
2022-02-03	$4.22	$5.00	45.4%	18.1%	57.6%	22.4%	63.2%	0.0%	1.9%	15.0K	-69.9K	-4.5K	0.80	97.25	N/A	N/A	266	212	7,780	2,791
2022-02-04	$4.18	$5.00	67.8%	17.6%	54.7%	54.9%	61.3%	0.0%	2.9%	15.5K	-126.9K	-4.8K	0.48	32.73	N/A	N/A	414	200	7,914	2,798
2022-02-07	$4.30	$5.00	47.3%	19.0%	54.6%	25.1%	67.0%	0.0%	-3.7%	16.7K	-261.6K	-5.2K	0.54	33.32	N/A	N/A	372	200	7,987	2,801
2022-02-08	$4.24	$5.00	62.3%	14.8%	54.7%	46.9%	52.6%	0.0%	10.7%	16.3K	-218.1K	-4.8K	0.50	13.51	N/A	N/A	316	157	8,013	2,764
2022-02-09	$4.37	$5.00	57.1%	16.4%	55.5%	39.4%	56.9%	0.0%	6.3%	20.2K	-306.9K	-4.9K	0.53	31.69	N/A	N/A	295	156	8,049	2,767
2022-02-10	$4.07	$5.00	67.4%	19.3%	60.3%	54.4%	67.6%	0.0%	3.9%	14.8K	-134.6K	-4.5K	0.36	39.33	N/A	N/A	347	125	8,112	2,769
2022-02-11	$4.29	$5.00	62.0%	17.8%	63.0%	46.5%	61.3%	0.0%	4.0%	17.5K	-255.0K	-5.0K	0.36	43.89	N/A	N/A	362	129	8,189	2,800
2022-02-14	$4.23	$5.00	50.8%	14.6%	63.1%	30.2%	46.5%	0.0%	6.0%	17.0K	-211.5K	-4.6K	0.63	14.35	N/A	N/A	278	174	8,255	2,815
2022-02-15	$4.08	$5.00	67.7%	19.4%	63.8%	54.8%	67.6%	0.0%	-4.1%	14.3K	11.3K	-3.9K	0.88	6.69	N/A	N/A	338	298	8,255	2,848
2022-02-16	$4.19	$5.00	54.7%	15.7%	61.2%	36.0%	43.9%	0.0%	1.8%	15.9K	-116.7K	-4.5K	1.66	24.62	N/A	N/A	187	311	8,365	2,966
2022-02-17	$4.40	$5.00	66.7%	19.1%	64.3%	53.4%	66.5%	0.0%	-9.0%	19.3K	-211.3K	-4.9K	2.65	24.44	N/A	N/A	162	430	8,420	3,058
2022-02-18	$4.21	$5.00	54.3%	15.6%	62.4%	35.4%	57.7%	0.0%	-5.9%	16.5K	-28.0K	-4.3K	2.43	60.35	N/A	N/A	75	182	8,471	3,031
2022-02-22	$4.03	$5.00	66.8%	19.1%	63.8%	53.5%	79.7%	0.0%	-11.2%	14.0K	-101.6K	-4.0K	0.29	10.95	N/A	N/A	387	114	7,705	2,625
2022-02-23	$4.12	$5.00	43.6%	12.5%	64.0%	19.8%	53.4%	0.0%	30.5%	16.9K	-119.2K	-4.0K	0.39	12.00	N/A	N/A	244	96	8,005	2,652
2022-02-24	$4.02	$5.00	63.4%	18.2%	60.8%	48.5%	76.4%	0.0%	-11.5%	14.1K	-15.3K	-3.7K	1.01	9.96	N/A	N/A	75	76	7,987	2,656
2022-02-25	$3.99	$5.00	48.0%	13.8%	58.6%	26.2%	79.0%	0.0%	21.1%	13.9K	32.6K	-3.2K	0.58	13.81	N/A	N/A	127	74	8,023	2,658
2022-02-28	$4.10	$5.00	43.9%	12.6%	57.9%	20.2%	59.7%	0.0%	18.9%	15.4K	-3.1K	-3.6K	1.89	10.40	N/A	N/A	80	151	8,066	2,669