GROY Options History — April 2023 In April 2023, GROY traded between $2.12 and $2.42. ATM implied volatility averaged 49.3%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 5.2% (HV 20d: 44.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.62.
Notable Days 2023-04-19 : Highest Volume — 536 contracts2023-04-28 : Largest IV spike — 134.6% change2023-04-28 : Highest IV Rank — 45.6%2023-04-28 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.25 $2.12 $2.42 $2.17 $2.13 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 49.3% 32.6% 101.4% 43.6% 101.4% Expected Move 15.0% 10.6% 29.1% 12.5% 29.1% HV 20d 44.1% 37.0% 51.0% 48.7% 37.0% HV 60d 37.8% 36.9% 38.5% 37.5% 38.2% IV Rank 11.8% 1.0% 45.6% 8.1% 45.6% IV Percentile 24.0% 0.4% 94.8% 9.5% 94.8% Term Structure 8.3% -10.4% 26.7% 19.7% -4.0% VWIV 62.8% 37.1% 158.3% 158.3% 40.3% Bid-Ask Spread % 32.00 6.87 82.16 18.33 82.16 Gamma HHI 0.94 0.91 0.96 0.94 0.96 Net GEX 10.4K 5.9K 19.0K 8.4K 6.8K Net DEX -150.7K -359.2K -42.9K -89.8K -97.0K Net VEX -2.0K -2.4K -1.7K -1.8K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.00 7.00 0.31 0.00 Total Volume 204.895 13 536 363 13 Total OI 7,989.421 6,069 9,272 7,920 6,566
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 2023-04-03 $2.17 $2.50 43.6% 12.5% 48.7% 8.1% 158.3% 0.0% 19.7% 8.4K -89.8K -1.8K 0.31 18.33 N/A N/A 278 85 6,816 1,104 2023-04-04 $2.17 $2.50 44.8% 12.9% 47.8% 8.9% 48.8% 0.0% 19.2% 8.5K -95.1K -2.0K 0.14 20.31 N/A N/A 228 32 7,066 1,174 2023-04-05 $2.19 $2.50 66.7% 19.1% 47.5% 23.1% 0.0% 0.0% 20.2% 8.9K -162.9K -2.0K 0.07 6.87 N/A N/A 75 5 6,997 1,178 2023-04-06 $2.25 $2.50 37.1% 15.3% 47.7% 3.9% 54.9% 0.0% -1.1% 10.3K -93.9K -2.0K 0.03 38.14 N/A N/A 179 6 7,046 1,183 2023-04-10 $2.38 $2.50 45.6% 17.2% 51.0% 9.4% 60.3% 0.0% -4.4% 14.6K -284.1K -2.3K 0.04 31.51 N/A N/A 364 14 7,250 1,181 2023-04-11 $2.33 $2.50 32.6% 17.6% 48.4% 1.0% 61.3% 0.0% -2.8% 15.0K -187.7K -2.2K 0.21 21.24 N/A N/A 224 46 7,553 1,173 2023-04-12 $2.30 $2.50 65.5% 18.8% 48.1% 22.3% 65.5% 0.0% -6.5% 14.0K -218.9K -2.2K 0.19 57.34 N/A N/A 67 13 7,528 1,163 2023-04-13 $2.42 $2.50 64.5% 18.5% 50.0% 21.7% 64.5% 0.0% -10.4% 18.8K -359.2K -2.4K 0.16 21.83 N/A N/A 335 54 7,565 1,164 2023-04-14 $2.38 $2.50 52.2% 15.0% 48.4% 13.6% 52.6% 0.0% 6.8% 19.0K -248.3K -2.2K 0.13 65.40 N/A N/A 83 11 7,471 1,178 2023-04-17 $2.33 $2.50 58.0% 16.6% 44.2% 17.4% 58.0% 0.0% -3.1% 14.7K -177.0K -2.1K 1.36 23.59 N/A N/A 64 87 7,532 1,187 2023-04-18 $2.31 $2.50 51.2% 14.7% 43.8% 13.0% 51.9% 0.0% 3.5% 13.8K -169.7K -2.1K 0.47 26.49 N/A N/A 75 35 7,566 1,271 2023-04-19 $2.24 $2.50 37.0% 10.6% 40.1% 3.9% 37.1% 0.0% 20.4% 6.1K -68.4K -1.9K 0.00 25.17 N/A N/A 536 0 7,597 1,280 2023-04-20 $2.24 $2.50 37.7% 10.8% 39.4% 4.3% 0.0% 0.0% 15.6% 7.3K -76.9K -1.9K 7.00 23.88 N/A N/A 6 42 7,986 1,280 2023-04-21 $2.20 $2.50 42.4% 12.2% 38.8% 7.3% 0.0% 0.0% 26.7% 6.8K -42.9K -1.8K 0.72 62.67 N/A N/A 29 21 7,992 1,280 2023-04-24 $2.17 $2.50 37.0% 10.6% 39.0% 3.8% 40.3% 0.0% 21.7% 6.5K -142.9K -1.8K 0.11 20.15 N/A N/A 227 26 5,237 832 2023-04-25 $2.19 $2.50 38.8% 11.1% 39.2% 5.0% 0.0% 0.0% 22.9% 6.7K -122.2K -1.8K 0.51 17.44 N/A N/A 39 20 5,237 841 2023-04-26 $2.16 $2.50 38.0% 10.9% 39.5% 4.4% 0.0% 0.0% 17.6% 6.3K -116.3K -1.8K 0.00 19.88 N/A N/A 207 0 5,259 861 2023-04-27 $2.12 $2.50 43.2% 12.4% 39.5% 7.9% 0.0% 0.0% -3.6% 5.9K -110.1K -1.7K 0.37 25.66 N/A N/A 267 100 5,344 861 2023-04-28 $2.13 $2.50 101.4% 29.1% 37.0% 45.6% 0.0% 0.0% -4.0% 6.8K -97.0K -1.8K 0.00 82.16 N/A N/A 13 0 5,605 961
« Mar 2023 | All History | May 2023 » Home GROY History April 2023