GROY Options History — June 2022

In June 2022, GROY traded between $2.25 and $3.17. ATM implied volatility averaged 59.1%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 12.7% (HV 20d: 71.9%). 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 19 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2022-06-02: Highest Volume — 968 contracts
  • 2022-06-07: Largest IV spike — 168.1% change
  • 2022-06-07: Highest IV Rank — 88.1%
  • 2022-06-06: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.85$2.25$3.17$2.88$2.25
Max Pain$4.88$2.50$5.00$2.50$5.00
ATM IV59.1%39.9%154.6%44.1%52.4%
Expected Move13.9%10.6%21.7%12.6%15.0%
HV 20d71.9%62.9%86.3%78.2%70.3%
HV 60d66.6%63.4%68.1%63.4%68.1%
IV Rank20.6%7.0%88.1%10.0%15.9%
IV Percentile36.4%3.8%99.1%9.0%34.3%
Term Structure16.2%-48.7%76.1%8.5%22.7%
VWIV79.7%38.6%256.8%256.8%112.4%
Bid-Ask Spread %62.1521.2184.6684.6621.21
Gamma HHI0.620.470.910.670.91
Net GEX5.5K2.6K9.1K6.5K6.3K
Net DEX175.0K78.5K426.7K176.0K426.7K
Net VEX-2.1K-2.6K-1.3K-2.2K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.225.905.900.49
Total Volume361.762166968628231
Total OI9,404.7148,7829,6448,7829,533

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$2.88$2.5044.1%12.6%78.2%10.0%256.8%0.0%8.5%6.5K176.0K-2.2K5.9084.66N/AN/A915375,9682,814
2022-06-02$3.17$5.0096.1%12.0%86.3%46.7%107.9%0.0%24.9%2.6K78.5K-2.3K1.0568.38N/AN/A4724965,9813,097
2022-06-03$3.13$5.00109.1%11.6%84.0%55.9%71.2%0.0%23.4%3.1K88.0K-2.3K1.6253.76N/AN/A3095016,1893,097
2022-06-06$3.00$5.0057.7%21.7%85.1%19.6%45.4%0.0%-48.7%5.7K154.3K-2.6K0.8066.55N/AN/A1381116,2123,103
2022-06-07$3.13$5.00154.6%10.6%80.3%88.1%167.0%0.0%24.3%3.0K99.9K-2.2K0.7755.41N/AN/A1451116,2143,113
2022-06-08$3.11$5.0044.0%12.6%80.0%9.9%123.5%0.0%22.3%3.3K86.5K-2.3K0.2258.45N/AN/A385836,2783,113
2022-06-09$2.98$5.0042.6%12.2%81.1%8.9%44.3%0.0%18.8%5.5K154.8K-2.2K0.4254.67N/AN/A3211356,4333,117
2022-06-10$3.07$5.0042.8%12.3%75.7%9.1%68.1%0.0%21.5%3.0K112.8K-2.1K0.9264.98N/AN/A1421316,4313,139
2022-06-13$2.99$5.0044.6%12.8%69.5%10.4%44.7%0.0%21.5%5.4K117.1K-2.3K1.8667.24N/AN/A1021906,4493,139
2022-06-14$3.01$5.0044.4%12.7%67.7%10.2%44.8%0.0%16.8%5.0K116.7K-2.2K1.2864.99N/AN/A1261616,4553,189
2022-06-15$3.02$5.0044.2%12.7%63.3%10.0%45.0%0.0%24.1%4.9K137.8K-2.1K1.4369.43N/AN/A1101576,4383,204
2022-06-16$2.99$5.0046.4%13.3%63.1%11.6%47.6%0.0%5.3%5.0K137.3K-2.3K1.7961.34N/AN/A821476,3773,231
2022-06-17$2.77$5.0048.6%13.9%64.1%13.2%46.4%0.0%76.1%6.5K208.7K-2.2K0.9356.90N/AN/A1601486,3703,243
2022-06-21$2.80$5.0040.2%11.5%63.8%7.2%40.5%0.0%24.6%5.9K151.9K-1.6K0.2563.09N/AN/A266676,2273,005
2022-06-22$2.71$5.0039.9%11.4%62.9%7.0%38.6%0.0%3.6%8.3K176.7K-2.2K0.3163.59N/AN/A214676,2803,005
2022-06-23$2.57$5.0058.9%16.9%64.8%20.4%63.2%0.0%18.0%7.6K281.3K-2.0K0.3475.31N/AN/A211726,3262,995
2022-06-24$2.72$5.0048.5%13.9%67.0%13.1%104.9%0.0%17.4%2.9K118.2K-1.9K0.6557.92N/AN/A143936,4183,016
2022-06-27$2.64$5.0054.8%15.7%65.4%17.5%65.5%0.0%14.7%9.1K208.6K-2.1K0.9559.74N/AN/A85816,4452,975
2022-06-28$2.46$5.0057.7%16.6%68.5%19.6%62.3%0.0%2.6%8.4K317.2K-1.8K0.5971.79N/AN/A158946,4442,987
2022-06-29$2.40$5.0070.3%20.1%67.9%28.5%74.6%0.0%-2.5%7.2K325.5K-1.7K0.4065.70N/AN/A231936,4952,954
2022-06-30$2.25$5.0052.4%15.0%70.3%15.9%112.4%0.0%22.7%6.3K426.7K-1.3K0.4921.21N/AN/A155766,5852,948