GROY Options History — October 2022

In October 2022, GROY traded between $2.13 and $2.81. ATM implied volatility averaged 71.8%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded below realized volatility by 15.8% (HV 20d: 87.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-10-06: Highest Volume — 1,023 contracts
  • 2022-10-13: Largest IV spike — 74.9% change
  • 2022-10-03: Highest IV Rank — 36.8%
  • 2022-10-03: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.42$2.13$2.81$2.69$2.50
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV71.8%46.0%87.1%87.1%67.8%
Expected Move21.4%13.2%25.0%25.0%19.4%
HV 20d87.7%65.5%95.6%68.9%90.4%
HV 60d78.2%71.2%81.5%71.2%76.4%
IV Rank25.6%8.0%36.8%36.8%22.4%
IV Percentile72.3%10.3%90.9%90.9%68.7%
Term Structure-1.4%-9.9%23.9%-8.2%3.5%
VWIV76.7%61.3%87.3%87.3%75.3%
Bid-Ask Spread %47.3319.0288.7744.1146.95
Gamma HHI0.590.500.740.500.64
Net GEX5.2K2.6K10.0K4.6K6.7K
Net DEX-44.2K-285.4K166.1K-138.8K-189.2K
Net VEX-1.8K-2.2K-1.4K-2.0K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.064.550.521.04
Total Volume389.6191421,023215212
Total OI7,931.9525,8799,5237,6076,363

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$2.69$2.5087.1%25.0%68.9%36.8%87.3%0.0%-8.2%4.6K-138.8K-2.0K0.5244.11N/AN/A141745,8161,791
2022-10-04$2.81$2.5084.6%24.3%70.1%35.2%83.8%0.0%-9.9%4.8K-205.7K-2.0K0.2446.04N/AN/A302715,9271,787
2022-10-05$2.81$2.5084.5%24.2%65.5%35.1%84.6%0.0%-9.8%4.5K-184.0K-2.0K0.0644.09N/AN/A692445,8931,786
2022-10-06$2.42$2.5080.2%22.3%84.2%32.3%77.8%0.0%-3.6%4.1K-8.6K-1.9K0.1432.67N/AN/A8951286,3301,786
2022-10-07$2.15$2.5071.8%23.2%90.8%26.9%81.2%0.0%-7.0%3.5K104.0K-1.5K0.1019.02N/AN/A335326,5601,830
2022-10-10$2.13$2.5050.0%24.0%89.2%12.9%84.2%0.0%-8.5%2.6K155.6K-1.4K0.3667.65N/AN/A131476,7201,854
2022-10-11$2.17$2.5057.7%21.5%86.8%15.7%74.8%0.0%0.9%3.6K142.4K-1.5K0.5083.31N/AN/A107536,7631,886
2022-10-12$2.20$2.5046.0%13.2%87.3%8.0%73.2%0.0%-1.2%4.2K103.9K-1.6K0.6588.44N/AN/A86566,8141,918
2022-10-13$2.19$2.5080.4%23.1%86.9%30.7%80.7%0.0%-3.6%3.9K123.9K-1.6K0.5339.17N/AN/A99526,8411,910
2022-10-14$2.13$2.5081.0%23.2%87.1%31.1%81.2%0.0%-7.8%2.7K166.1K-1.4K0.4888.77N/AN/A120586,8831,912
2022-10-17$2.36$2.5081.0%23.2%95.6%31.1%81.0%0.0%-9.9%5.7K-16.3K-1.8K0.4228.92N/AN/A6062576,9451,912
2022-10-18$2.41$2.5073.7%21.1%95.3%26.3%74.0%0.0%-3.6%8.4K-38.7K-1.9K0.9050.28N/AN/A3222917,1362,006
2022-10-19$2.36$2.5074.3%21.3%95.3%26.7%75.5%0.0%-0.0%6.0K49.7K-1.8K0.9536.21N/AN/A3012877,1412,083
2022-10-20$2.37$2.5075.5%21.6%95.2%27.5%77.7%0.0%0.0%3.9K119.3K-1.9K4.5532.50N/AN/A642917,3672,156
2022-10-21$2.50$2.5068.1%19.5%93.5%22.6%67.5%0.0%23.9%10.0K-70.9K-1.9K0.9535.71N/AN/A3373217,3982,068
2022-10-24$2.44$2.5062.1%17.8%91.4%18.6%61.3%0.0%12.4%4.5K-121.5K-1.8K0.2935.44N/AN/A3891114,7171,162
2022-10-25$2.54$2.5072.8%20.9%91.6%25.7%73.3%0.0%-0.3%6.0K-208.0K-2.1K0.6623.58N/AN/A1521014,9931,175
2022-10-26$2.68$2.5066.7%19.1%90.9%21.7%67.5%0.0%2.3%6.9K-285.4K-2.2K0.8747.90N/AN/A108945,0771,174
2022-10-27$2.55$2.5070.3%20.2%92.9%24.0%72.4%0.0%3.7%6.7K-226.5K-2.1K1.0741.19N/AN/A1111195,1651,178
2022-10-28$2.50$2.5073.3%21.0%92.6%26.0%76.2%0.0%-0.6%6.5K-199.9K-2.0K1.5061.93N/AN/A741115,1671,181
2022-10-31$2.50$2.5067.8%19.4%90.4%22.4%75.3%0.0%3.5%6.7K-189.2K-1.9K1.0446.95N/AN/A1041085,1801,183