GROY Options History — February 2023

In February 2023, GROY traded between $2.13 and $2.45. ATM implied volatility averaged 47.6%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 17.9% (HV 20d: 29.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 13.91.

Notable Days

2023-02-06: Highest Volume — 425 contracts
2023-02-07: Largest IV spike — 141.3% change
2023-02-07: Highest IV Rank — 28.5%
2023-02-01: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.26	$2.13	$2.45	$2.45	$2.15
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	47.6%	31.1%	75.1%	59.6%	43.3%
Expected Move	13.8%	10.2%	17.1%	17.1%	12.4%
HV 20d	29.7%	24.6%	46.1%	46.1%	25.6%
HV 60d	58.9%	51.1%	69.0%	69.0%	51.1%
IV Rank	10.4%	0.0%	28.5%	17.0%	7.9%
IV Percentile	19.8%	0.0%	82.5%	42.5%	7.1%
Term Structure	11.8%	-8.6%	33.0%	-8.6%	13.3%
VWIV	49.2%	31.0%	62.4%	59.6%	62.4%
Bid-Ask Spread %	52.74	19.04	105.56	77.25	59.37
Gamma HHI	0.69	0.53	0.86	0.68	0.76
Net GEX	-569	-9.0K	3.4K	-3.2K	2.8K
Net DEX	125.9K	-36.5K	277.6K	146	70.2K
Net VEX	-1.4K	-1.8K	-1.1K	-1.8K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.91	0.00	161.50	0.21	16.67
Total Volume	122.053	3	425	17	106
Total OI	6,525.053	5,622	7,034	6,701	5,870

Daily Data (19 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
2023-02-01	$2.45	$2.50	59.6%	17.1%	46.1%	17.0%	59.6%	0.0%	-8.6%	-3.2K	146	-1.8K	0.21	77.25	N/A	N/A	14	3	4,517	2,184
2023-02-02	$2.42	$2.50	46.0%	14.5%	38.8%	8.0%	50.5%	0.0%	4.8%	-4.9K	28.0K	-1.7K	0.15	55.55	N/A	N/A	65	10	4,523	2,185
2023-02-03	$2.40	$2.50	35.5%	13.8%	34.7%	1.0%	48.0%	0.0%	4.9%	-9.0K	-36.5K	-1.7K	0.39	51.63	N/A	N/A	82	32	4,572	2,195
2023-02-06	$2.33	$2.50	31.1%	14.8%	33.7%	0.0%	0.0%	0.0%	5.0%	-3.3K	181.9K	-1.5K	0.30	44.13	N/A	N/A	326	99	4,594	2,227
2023-02-07	$2.35	$2.50	75.1%	13.3%	34.0%	28.5%	46.9%	0.0%	7.4%	-2.8K	81.7K	-1.6K	0.03	24.03	N/A	N/A	60	2	4,672	2,326
2023-02-08	$2.29	$2.50	45.0%	12.9%	34.4%	9.0%	50.8%	0.0%	9.7%	-2.1K	202.3K	-1.5K	0.00	29.40	N/A	N/A	3	0	4,691	2,324
2023-02-09	$2.25	$2.50	52.5%	15.0%	32.5%	13.9%	0.0%	0.0%	2.0%	-1.6K	211.4K	-1.4K	9.00	22.22	N/A	N/A	3	27	4,693	2,324
2023-02-10	$2.31	$2.50	48.3%	13.9%	27.7%	11.2%	0.0%	0.0%	7.8%	-3.0K	210.9K	-1.4K	6.00	20.12	N/A	N/A	5	30	4,695	2,301
2023-02-13	$2.31	$2.50	50.6%	14.5%	27.8%	12.6%	51.3%	0.0%	8.0%	-3.0K	199.8K	-1.4K	0.00	65.02	N/A	N/A	16	0	4,696	2,325
2023-02-14	$2.25	$2.50	56.5%	16.2%	24.6%	16.5%	54.2%	0.0%	0.8%	3.4K	277.6K	-1.3K	14.20	65.33	N/A	N/A	25	355	4,709	2,325
2023-02-15	$2.21	$2.50	35.6%	10.2%	24.7%	2.9%	31.0%	0.0%	20.1%	2.4K	236.1K	-1.2K	161.50	19.04	N/A	N/A	2	323	4,721	2,146
2023-02-16	$2.25	$2.50	53.3%	15.3%	26.0%	14.4%	0.0%	0.0%	6.6%	1.6K	202.8K	-1.3K	4.42	105.56	N/A	N/A	50	221	4,722	2,104
2023-02-17	$2.21	$2.50	42.8%	12.3%	25.2%	7.6%	44.8%	0.0%	20.4%	1.7K	188.6K	-1.3K	50.50	65.75	N/A	N/A	2	101	4,773	1,966
2023-02-21	$2.17	$2.50	37.9%	10.9%	25.5%	4.4%	41.5%	0.0%	31.8%	2.0K	50.9K	-1.2K	0.73	59.41	N/A	N/A	33	24	4,308	1,314
2023-02-22	$2.15	$2.50	51.6%	14.8%	25.3%	13.3%	0.0%	0.0%	33.0%	1.8K	41.7K	-1.3K	0.00	58.05	N/A	N/A	91	0	4,327	1,338
2023-02-23	$2.13	$2.50	50.6%	14.5%	25.4%	12.6%	62.4%	0.0%	19.7%	2.1K	72.0K	-1.2K	0.14	63.08	N/A	N/A	36	5	4,403	1,338
2023-02-24	$2.15	$2.50	46.5%	13.3%	26.0%	10.0%	0.0%	0.0%	20.5%	1.9K	89.4K	-1.1K	0.00	56.80	N/A	N/A	57	0	4,422	1,337
2023-02-27	$2.16	$2.50	42.9%	12.3%	26.2%	7.6%	0.0%	0.0%	17.4%	2.4K	82.1K	-1.1K	0.03	60.30	N/A	N/A	108	3	4,472	1,337
2023-02-28	$2.15	$2.50	43.3%	12.4%	25.6%	7.9%	0.0%	0.0%	13.3%	2.8K	70.2K	-1.2K	16.67	59.37	N/A	N/A	6	100	4,532	1,338