GROY Options History — December 2022

In December 2022, GROY traded between $2.25 and $2.87. ATM implied volatility averaged 58.7%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 16.1% (HV 20d: 74.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 3.05.

Notable Days

2022-12-08: Highest Volume — 907 contracts
2022-12-19: Largest IV spike — 48.6% change
2022-12-19: Highest IV Rank — 28.8%
2022-12-19: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.46	$2.25	$2.87	$2.87	$2.30
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	58.7%	41.5%	77.5%	45.8%	67.3%
Expected Move	17.2%	12.4%	22.2%	13.1%	19.3%
HV 20d	74.8%	63.9%	91.3%	85.7%	63.9%
HV 60d	82.2%	81.5%	83.3%	81.7%	81.8%
IV Rank	16.4%	5.0%	28.8%	7.8%	22.1%
IV Percentile	42.5%	2.4%	84.5%	9.9%	62.7%
Term Structure	5.6%	-8.2%	61.6%	10.4%	-4.2%
VWIV	61.0%	47.2%	77.5%	51.1%	67.3%
Bid-Ask Spread %	58.61	27.50	90.47	72.72	77.17
Gamma HHI	0.59	0.49	0.80	0.56	0.49
Net GEX	3.9K	-506	12.1K	7.3K	8
Net DEX	-71.6K	-505.7K	163.9K	-457.7K	121.8K
Net VEX	-1.9K	-2.0K	-1.7K	-2.0K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.05	0.00	38.08	0.01	0.03
Total Volume	207.381	31	907	279	77
Total OI	8,090.381	7,109	8,609	7,109	8,542

Daily Data (21 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
2022-12-01	$2.87	$2.50	45.8%	13.1%	85.7%	7.8%	51.1%	0.0%	10.4%	7.3K	-457.7K	-2.0K	0.01	72.72	N/A	N/A	277	2	5,892	1,217
2022-12-02	$2.83	$2.50	43.3%	12.4%	85.9%	6.2%	47.2%	0.0%	12.7%	8.4K	-505.7K	-2.0K	1.02	79.09	N/A	N/A	45	46	6,113	1,218
2022-12-05	$2.59	$2.50	41.5%	17.7%	91.3%	5.0%	61.7%	0.0%	7.0%	12.1K	-312.9K	-1.9K	0.02	33.04	N/A	N/A	212	5	6,099	1,262
2022-12-06	$2.56	$2.50	54.9%	17.1%	90.4%	13.8%	59.7%	0.0%	11.6%	10.2K	-288.0K	-2.0K	9.67	27.50	N/A	N/A	9	87	6,194	1,267
2022-12-07	$2.62	$2.50	44.5%	17.6%	86.8%	7.0%	61.3%	0.0%	2.8%	12.1K	-331.8K	-1.9K	4.00	34.38	N/A	N/A	58	232	6,195	1,353
2022-12-08	$2.54	$2.50	55.6%	18.7%	83.3%	14.3%	65.3%	0.0%	-3.4%	8.2K	-218.0K	-1.9K	1.45	75.16	N/A	N/A	370	537	6,217	1,587
2022-12-09	$2.51	$2.50	62.9%	17.0%	77.3%	19.2%	59.3%	0.0%	1.6%	3.7K	-101.8K	-2.0K	0.11	78.73	N/A	N/A	53	6	5,997	2,123
2022-12-12	$2.58	$2.50	70.3%	17.0%	77.6%	24.1%	0.0%	0.0%	7.4%	4.4K	-185.7K	-2.0K	0.00	38.01	N/A	N/A	52	0	6,060	2,132
2022-12-13	$2.54	$2.50	76.4%	18.9%	70.4%	28.0%	65.8%	0.0%	-2.1%	4.5K	-125.6K	-2.0K	0.00	33.02	N/A	N/A	189	0	6,094	2,132
2022-12-14	$2.46	$2.50	55.4%	15.9%	65.2%	14.2%	55.3%	0.0%	7.3%	4.7K	-78.2K	-2.0K	1.90	58.87	N/A	N/A	49	93	6,141	2,132
2022-12-15	$2.38	$2.50	55.6%	15.9%	66.0%	14.3%	55.6%	0.0%	2.2%	3.6K	43.7K	-1.9K	3.40	32.21	N/A	N/A	15	51	6,163	2,220
2022-12-16	$2.46	$2.50	52.1%	15.0%	66.4%	12.0%	52.2%	0.0%	8.8%	2.2K	64.4K	-1.9K	38.08	69.11	N/A	N/A	13	495	6,164	2,252
2022-12-19	$2.27	$2.50	77.5%	22.2%	71.4%	28.8%	77.5%	0.0%	61.6%	1.1K	93.9K	-1.7K	2.73	90.47	N/A	N/A	99	270	5,728	2,186
2022-12-20	$2.45	$2.50	60.6%	17.4%	77.2%	17.6%	60.6%	0.0%	-0.7%	-506	32.0K	-2.0K	0.04	78.97	N/A	N/A	251	9	5,748	2,452
2022-12-21	$2.33	$2.50	64.5%	18.5%	69.5%	20.2%	64.5%	0.0%	-8.2%	214	62.2K	-1.9K	0.94	30.05	N/A	N/A	95	89	5,911	2,454
2022-12-22	$2.26	$2.50	59.8%	17.1%	69.8%	17.1%	60.6%	0.0%	2.2%	-75	149.8K	-1.8K	0.03	68.51	N/A	N/A	30	1	5,942	2,515
2022-12-23	$2.25	$2.50	59.3%	17.0%	69.8%	16.7%	58.4%	0.0%	1.8%	-222	163.9K	-1.7K	0.44	47.44	N/A	N/A	99	44	5,936	2,515
2022-12-27	$2.34	$2.50	52.0%	14.9%	67.6%	11.9%	59.9%	0.0%	2.0%	-489	49.7K	-1.8K	0.20	76.18	N/A	N/A	66	13	6,013	2,553
2022-12-28	$2.25	$2.50	64.7%	18.5%	67.9%	20.3%	67.8%	0.0%	-1.5%	-153	160.2K	-1.7K	0.01	79.06	N/A	N/A	168	2	6,046	2,563
2022-12-29	$2.29	$2.50	69.0%	19.8%	68.2%	23.1%	69.5%	0.0%	-2.6%	4	161.1K	-1.7K	0.01	51.12	N/A	N/A	144	2	6,007	2,563
2022-12-30	$2.30	$2.50	67.3%	19.3%	63.9%	22.1%	67.3%	0.0%	-4.2%	8	121.8K	-1.7K	0.03	77.17	N/A	N/A	75	2	6,050	2,492