GROY Options History — July 2022

In July 2022, GROY traded between $2.18 and $2.72. ATM implied volatility averaged 66.9%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 5.0% (HV 20d: 71.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.98.

Notable Days

2022-07-14: Highest Volume — 519 contracts
2022-07-11: Largest IV spike — 61.2% change
2022-07-12: Highest IV Rank — 46.0%
2022-07-29: Largest Expected Move — 20.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.49	$2.18	$2.72	$2.33	$2.66
Max Pain	$2.63	$2.50	$5.00	$5.00	$2.50
ATM IV	66.9%	44.2%	95.1%	70.9%	72.4%
Expected Move	19.1%	13.8%	20.8%	20.3%	20.8%
HV 20d	71.8%	60.5%	78.7%	60.5%	67.5%
HV 60d	71.3%	68.3%	72.9%	68.3%	72.5%
IV Rank	26.1%	10.0%	46.0%	28.9%	30.0%
IV Percentile	72.9%	10.5%	94.0%	84.8%	86.1%
Term Structure	-3.4%	-17.9%	8.0%	-12.5%	-1.6%
VWIV	69.3%	61.8%	89.4%	89.4%	71.9%
Bid-Ask Spread %	76.49	31.87	121.39	78.55	86.63
Gamma HHI	0.76	0.60	0.90	0.87	0.64
Net GEX	5.9K	2.7K	13.3K	6.8K	3.6K
Net DEX	161.1K	-24.9K	415.4K	334.2K	-11.3K
Net VEX	-1.8K	-2.1K	-1.3K	-1.6K	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.16	2.63	1.00	0.28
Total Volume	298	114	519	172	402
Total OI	7,800.65	5,788	9,771	9,571	6,137

Daily Data (20 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
2022-07-01	$2.33	$5.00	70.9%	20.3%	60.5%	28.9%	89.4%	0.0%	-12.5%	6.8K	334.2K	-1.6K	1.00	78.55	N/A	N/A	86	86	6,649	2,922
2022-07-05	$2.22	$2.50	52.4%	18.1%	61.6%	15.9%	63.1%	0.0%	0.1%	5.4K	415.4K	-1.3K	0.35	73.34	N/A	N/A	185	65	6,663	2,922
2022-07-06	$2.18	$2.50	62.1%	18.0%	60.8%	22.7%	62.8%	0.0%	2.8%	5.0K	398.7K	-1.4K	0.73	121.39	N/A	N/A	100	73	6,767	2,920
2022-07-07	$2.43	$2.50	60.7%	20.1%	72.6%	21.7%	70.2%	0.0%	-3.5%	9.3K	278.8K	-1.8K	0.32	62.73	N/A	N/A	125	40	6,785	2,889
2022-07-08	$2.42	$2.50	44.2%	19.3%	72.7%	10.0%	67.5%	0.0%	-2.9%	11.7K	296.1K	-1.7K	0.32	60.29	N/A	N/A	104	33	6,809	2,893
2022-07-11	$2.48	$2.50	71.2%	13.8%	72.9%	29.1%	82.3%	0.0%	-17.9%	13.3K	234.2K	-1.8K	0.16	94.85	N/A	N/A	285	46	6,827	2,898
2022-07-12	$2.53	$2.50	95.1%	19.9%	72.3%	46.0%	69.4%	0.0%	0.1%	11.6K	206.2K	-1.9K	0.65	94.81	N/A	N/A	256	167	6,844	2,896
2022-07-13	$2.51	$2.50	70.8%	20.3%	72.0%	28.9%	67.5%	0.0%	-8.4%	11.4K	230.8K	-1.8K	0.93	66.77	N/A	N/A	232	215	6,765	2,914
2022-07-14	$2.49	$2.50	67.9%	19.5%	71.8%	26.8%	68.0%	0.0%	4.6%	10.6K	250.2K	-1.8K	1.12	31.87	N/A	N/A	245	274	6,725	2,955
2022-07-15	$2.35	$2.50	67.0%	19.2%	73.6%	26.2%	67.4%	0.0%	0.0%	2.9K	389.9K	-1.6K	2.37	71.38	N/A	N/A	152	360	6,782	2,989
2022-07-18	$2.51	$2.50	71.9%	20.6%	78.7%	29.6%	72.0%	0.0%	-9.9%	2.9K	47.8K	-1.9K	1.02	35.44	N/A	N/A	178	181	3,939	1,849
2022-07-19	$2.59	$2.50	66.3%	19.0%	75.6%	25.7%	66.3%	0.0%	-16.4%	2.9K	17.6K	-2.0K	1.12	86.81	N/A	N/A	156	175	3,973	1,859
2022-07-20	$2.60	$2.50	67.2%	19.3%	75.5%	26.3%	67.3%	0.0%	-6.0%	3.2K	11.4K	-2.0K	1.35	78.15	N/A	N/A	121	163	4,018	1,861
2022-07-21	$2.72	$2.50	61.6%	17.7%	76.6%	22.4%	61.8%	0.0%	8.0%	3.3K	-21.8K	-2.1K	0.87	92.90	N/A	N/A	187	162	4,012	1,862
2022-07-22	$2.56	$2.50	62.3%	17.9%	77.3%	22.8%	62.3%	0.0%	6.1%	3.0K	27.7K	-1.9K	2.63	89.19	N/A	N/A	65	171	3,984	1,862
2022-07-25	$2.46	$2.50	67.2%	19.3%	75.5%	26.3%	67.2%	0.0%	-0.6%	2.8K	76.0K	-1.7K	1.14	84.03	N/A	N/A	146	167	3,984	1,867
2022-07-26	$2.51	$2.50	63.3%	18.1%	75.4%	23.5%	63.3%	0.0%	3.5%	3.1K	55.8K	-1.8K	1.53	67.20	N/A	N/A	45	69	4,075	1,870
2022-07-27	$2.60	$2.50	71.3%	20.4%	72.0%	29.2%	75.6%	0.0%	-13.1%	2.7K	10.0K	-1.9K	1.22	78.89	N/A	N/A	91	111	4,089	1,878
2022-07-28	$2.69	$2.50	71.4%	20.5%	72.0%	29.3%	71.6%	0.0%	-1.0%	3.4K	-24.9K	-2.0K	0.45	74.63	N/A	N/A	166	75	4,150	1,930
2022-07-29	$2.66	$2.50	72.4%	20.8%	67.5%	30.0%	71.9%	0.0%	-1.6%	3.6K	-11.3K	-2.0K	0.28	86.63	N/A	N/A	314	88	4,217	1,920