GROY Options History — May 2023

In May 2023, GROY traded between $1.90 and $2.31. ATM implied volatility averaged 48.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 13.8% (HV 20d: 34.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.34.

Notable Days

  • 2023-05-02: Highest Volume — 1,106 contracts
  • 2023-05-02: Largest IV spike — 58.2% change
  • 2023-05-02: Highest IV Rank — 27.1%
  • 2023-05-02: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.11$1.90$2.31$2.10$1.94
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV48.3%33.2%72.8%46.1%70.0%
Expected Move13.8%9.6%20.9%13.2%20.1%
HV 20d34.5%31.0%43.2%36.8%31.0%
HV 60d39.4%38.2%40.0%38.2%39.8%
IV Rank11.2%1.3%27.1%9.7%25.2%
IV Percentile27.7%0.8%79.8%19.8%75.8%
Term Structure6.2%-28.0%26.9%-6.7%-28.0%
VWIV49.2%25.4%115.2%115.2%66.5%
Bid-Ask Spread %39.139.40111.8619.5759.03
Gamma HHI0.900.850.970.970.91
Net GEX6.4K3.2K10.3K6.6K3.6K
Net DEX-58.5K-189.4K85.8K-65.2K67.0K
Net VEX-1.6K-2.1K-900-1.7K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.002.360.040.00
Total Volume144.54511,1062522
Total OI7,287.9556,5597,7826,5597,339

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$2.10$2.5046.1%13.2%36.8%9.7%0.0%0.0%-6.7%6.6K-65.2K-1.7K0.0419.57N/AN/A242105,598961
2023-05-02$2.17$2.5072.8%20.9%38.8%27.1%115.2%0.0%-6.0%7.2K-112.7K-1.8K0.0079.08N/AN/A1,10155,602971
2023-05-03$2.19$2.5061.9%17.7%39.0%20.0%0.0%0.0%4.6%8.2K-137.4K-1.8K0.00111.86N/AN/A29105,877972
2023-05-04$2.31$2.5033.2%10.8%43.2%1.3%27.1%0.0%26.9%9.7K-171.7K-2.0K0.0575.18N/AN/A472246,062972
2023-05-05$2.31$2.5041.8%12.6%42.2%7.0%43.5%0.0%9.6%10.3K-189.4K-2.1K0.4468.96N/AN/A1886,224982
2023-05-08$2.29$2.5046.1%12.4%37.0%9.7%29.8%0.0%21.8%9.8K-170.2K-2.0K0.0016.10N/AN/A4706,2351,008
2023-05-09$2.27$2.5047.0%11.9%36.4%10.3%0.0%0.0%24.2%9.4K-182.0K-2.0K0.0014.82N/AN/A706,2531,008
2023-05-10$2.21$2.5045.0%12.9%37.3%9.0%0.0%0.0%16.4%8.3K-109.3K-1.8K0.0012.55N/AN/A106,3901,003
2023-05-11$2.15$2.5046.0%13.2%32.7%9.7%50.2%0.0%11.8%6.2K-66.1K-1.7K0.1110.13N/AN/A199226,3911,003
2023-05-12$2.13$2.5040.4%11.6%32.4%6.0%38.5%0.0%20.8%6.1K-99.9K-1.8K0.5019.09N/AN/A216,5831,025
2023-05-15$2.15$2.5037.3%10.7%32.3%4.0%0.0%0.0%22.5%6.2K-63.8K-1.7K0.4833.99N/AN/A54266,5851,025
2023-05-16$2.09$2.5040.6%11.7%33.4%6.2%45.8%0.0%18.5%5.9K-41.9K-1.6K2.3664.11N/AN/A14336,5971,051
2023-05-17$2.08$2.5040.7%11.7%32.0%6.2%0.0%0.0%26.8%5.2K-22.4K-1.5K0.2920.83N/AN/A51156,5991,081
2023-05-18$2.08$2.5047.9%13.7%32.0%10.9%50.4%0.0%9.4%5.5K-27.6K-1.5K0.0216.96N/AN/A5116,6491,096
2023-05-19$2.06$2.5040.8%11.7%31.6%6.3%0.0%0.0%14.3%5.9K-52.7K-1.6K2.1319.73N/AN/A8176,6851,097
2023-05-22$2.06$2.5033.5%9.6%31.4%1.6%25.4%0.0%13.3%5.7K-43.4K-1.5K0.0765.82N/AN/A1516,1341,017
2023-05-23$2.03$2.5049.1%14.1%31.4%11.7%0.0%0.0%-7.0%5.1K18.4K-1.3K0.0758.48N/AN/A7456,1261,016
2023-05-24$2.00$2.5047.5%13.6%31.4%10.7%0.0%0.0%-8.2%4.8K-16.8K-1.4K0.8661.08N/AN/A35306,1841,020
2023-05-25$1.94$2.5059.9%17.2%32.4%18.7%66.5%0.0%-10.2%3.9K55.2K-1.1K0.1412.04N/AN/A201286,2321,050
2023-05-26$1.94$2.5052.3%15.0%32.3%13.7%0.0%0.0%-11.0%3.8K58.3K-1.1K0.009.40N/AN/A4406,2331,073
2023-05-30$1.90$2.5063.6%18.2%32.6%21.1%0.0%0.0%-27.9%3.2K85.8K-9000.0012.04N/AN/A2506,2531,073
2023-05-31$1.94$2.5070.0%20.1%31.0%25.2%0.0%0.0%-28.0%3.6K67.0K-1.0K0.0059.03N/AN/A206,2661,073