GROY Options History — May 2022

In May 2022, GROY traded between $2.79 and $3.72. ATM implied volatility averaged 80.4%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 10.8% (HV 20d: 69.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2022-05-12: Highest Volume — 636 contracts
  • 2022-05-19: Largest IV spike — 171.4% change
  • 2022-05-03: Highest IV Rank — 100.0%
  • 2022-05-10: Largest Expected Move — 56.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.21$2.79$3.72$3.53$2.97
Max Pain$3.93$2.50$5.00$5.00$2.50
ATM IV80.4%40.3%171.5%69.3%48.8%
Expected Move23.5%11.5%56.1%19.9%14.0%
HV 20d69.5%57.0%79.4%59.1%79.1%
HV 60d59.2%54.2%63.9%54.2%63.9%
IV Rank36.6%7.3%100.0%38.2%13.3%
IV Percentile60.3%4.2%100.0%84.6%20.4%
Term Structure-45.5%-130.6%21.0%-26.1%-21.1%
VWIV126.5%49.1%249.1%105.1%207.9%
Bid-Ask Spread %87.0460.30129.2562.5883.85
Gamma HHI0.570.450.740.450.69
Net GEX5.0K2.7K6.6K5.8K4.8K
Net DEX129.0K-107.2K277.1K-66.0K179.8K
Net VEX-2.2K-3.5K-1.3K-3.5K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.151.710.150.55
Total Volume285.81144636424415
Total OI8,545.6198,1988,9618,2678,502

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$3.53$5.0069.3%19.9%59.1%38.2%105.1%0.0%-26.1%5.8K-66.0K-3.5K0.1562.58N/AN/A369555,8162,451
2022-05-03$3.63$5.00156.0%44.7%57.6%100.0%226.3%0.0%-91.9%5.5K-83.3K-3.4K0.9286.99N/AN/A75695,7472,451
2022-05-04$3.72$5.00171.5%49.2%57.0%100.0%249.1%0.0%-112.1%6.2K-107.2K-3.3K0.9096.29N/AN/A77695,7752,451
2022-05-05$3.50$5.0094.7%30.0%60.3%45.7%148.8%0.0%-106.7%5.8K-30.4K-3.4K0.37101.06N/AN/A151565,8032,461
2022-05-06$3.47$5.0093.7%26.5%60.0%45.0%151.9%0.0%-104.8%5.8K-15.4K-3.2K0.36110.61N/AN/A155565,8612,466
2022-05-09$3.16$5.00105.0%19.4%67.2%53.0%98.0%0.0%-60.2%5.0K145.7K-1.8K0.8792.62N/AN/A2091815,8852,467
2022-05-10$3.10$5.00130.5%56.1%60.7%71.0%211.7%0.0%-28.1%5.5K122.6K-1.7K0.79117.42N/AN/A2091666,0342,554
2022-05-11$3.03$5.0048.5%13.9%57.7%13.1%49.1%0.0%-2.6%6.6K236.8K-1.9K1.3777.07N/AN/A1802466,0142,763
2022-05-12$2.79$5.0061.8%17.7%61.1%22.5%63.8%0.0%-3.3%6.4K234.1K-2.2K1.7180.86N/AN/A2354016,0342,764
2022-05-13$3.05$5.0051.5%14.8%71.3%15.2%51.0%0.0%-9.4%6.0K238.9K-1.9K0.2966.69N/AN/A243716,0312,900
2022-05-16$2.92$5.0086.5%24.8%70.7%40.0%76.0%0.0%-75.9%5.3K276.3K-2.1K0.3484.18N/AN/A234805,9202,907
2022-05-17$3.12$5.0046.9%13.4%75.0%11.9%90.4%0.0%-15.6%4.2K204.4K-1.9K0.8584.87N/AN/A1401195,9192,911
2022-05-18$3.07$2.5040.3%11.5%74.7%7.3%90.9%0.0%21.0%5.0K277.1K-2.0K0.6486.93N/AN/A116745,9222,951
2022-05-19$3.26$2.50109.2%31.3%79.4%56.0%188.3%0.0%-121.1%4.8K197.9K-2.4K0.65109.81N/AN/A110725,9502,974
2022-05-20$3.16$2.5046.9%13.5%79.1%12.0%99.9%0.0%-15.7%4.9K152.2K-2.6K0.5974.77N/AN/A111665,9752,986
2022-05-23$3.26$2.5046.9%13.4%77.9%11.9%99.9%0.0%-14.9%2.7K144.6K-1.7K0.2573.31N/AN/A191475,5102,697
2022-05-24$3.24$2.5072.9%20.9%77.0%30.3%111.7%0.0%-0.5%4.2K133.3K-1.7K0.4087.15N/AN/A126505,6432,719
2022-05-25$3.07$2.50109.9%31.5%78.8%56.5%124.9%0.0%-130.6%4.6K164.8K-1.7K0.62129.25N/AN/A102635,6582,737
2022-05-26$3.19$2.5049.9%14.3%78.3%14.1%96.0%0.0%-17.9%3.0K151.4K-1.6K0.2860.30N/AN/A228635,6762,738
2022-05-27$3.09$2.5047.2%13.5%78.3%12.2%116.8%0.0%-17.5%3.0K150.7K-1.6K0.3361.24N/AN/A243795,6972,738
2022-05-31$2.97$2.5048.8%14.0%79.1%13.3%207.9%0.0%-21.1%4.8K179.8K-1.3K0.5583.85N/AN/A2681475,7582,744