GROY Options History — June 2023 In June 2023, GROY traded between $1.73 and $2.00. ATM implied volatility averaged 84.6%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 56.5% (HV 20d: 28.1%). 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 8 of 21 days. Put/call ratio averaged 0.39.
Notable Days 2023-06-20 : Highest Volume — 184 contracts2023-06-14 : Largest IV drop — 67.9% change2023-06-13 : Highest IV Rank — 83.6%2023-06-30 : Largest Expected Move — 26.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.86 $1.73 $2.00 $2.00 $1.79 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 84.6% 51.4% 160.0% 68.3% 91.0% Expected Move 18.1% 10.1% 26.1% 19.6% 26.1% HV 20d 28.1% 24.0% 33.2% 33.2% 29.5% HV 60d 35.7% 32.9% 40.1% 40.0% 33.8% IV Rank 34.7% 13.1% 83.6% 24.1% 38.8% IV Percentile 81.5% 34.1% 99.6% 73.4% 96.0% Term Structure -5.4% -30.8% 24.7% -27.3% -23.0% VWIV 61.6% 44.4% 89.5% 50.7% 89.5% Bid-Ask Spread % 54.96 10.91 79.20 59.72 75.40 Gamma HHI 0.94 0.91 0.98 0.93 0.95 Net GEX 3.1K 1.9K 4.4K 4.2K 2.5K Net DEX 73.6K -615 112.5K 61.2K 88.0K Net VEX -888 -1.3K -653 -1.1K -749 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.00 2.75 0.00 0.00 Total Volume 36.571 6 184 20 17 Total OI 7,361.19 7,107 7,452 7,341 7,452
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 2023-06-01 $2.00 $2.50 68.3% 19.6% 33.2% 24.1% 0.0% 0.0% -27.3% 4.2K 61.2K -1.1K 0.00 59.72 N/A N/A 20 0 6,268 1,073 2023-06-02 $1.96 $2.50 66.3% 19.0% 25.6% 22.9% 0.0% 0.0% -30.8% 4.3K -615 -1.3K 0.00 55.82 N/A N/A 19 0 6,269 1,073 2023-06-05 $1.96 $2.50 86.2% 10.7% 25.6% 35.7% 0.0% 0.0% 24.7% 3.5K 73.0K -992 0.00 59.37 N/A N/A 16 0 6,282 1,073 2023-06-06 $1.96 $2.50 90.4% 12.4% 25.8% 38.4% 50.7% 0.0% 24.5% 3.9K 62.6K -1.0K 2.71 58.67 N/A N/A 17 46 6,294 1,073 2023-06-07 $1.96 $2.50 95.2% 16.1% 25.9% 41.6% 0.0% 0.0% 17.6% 4.4K 14.3K -1.2K 0.00 13.63 N/A N/A 12 0 6,308 1,073 2023-06-08 $2.00 $2.50 105.0% 10.1% 26.6% 47.9% 0.0% 0.0% 22.3% 3.8K 70.4K -1.0K 0.00 17.59 N/A N/A 16 0 6,319 1,073 2023-06-09 $1.98 $2.50 110.1% 11.6% 25.3% 51.2% 44.4% 0.0% 22.9% 3.9K 65.6K -1.0K 2.75 66.31 N/A N/A 4 11 6,330 1,073 2023-06-12 $1.94 $2.50 138.7% 16.1% 25.9% 69.8% 0.0% 0.0% 12.7% 4.0K 75.1K -946 0.11 71.80 N/A N/A 19 2 6,333 1,064 2023-06-13 $1.94 $2.50 160.0% 17.8% 25.5% 83.6% 0.0% 0.0% 10.4% 4.2K 61.6K -1.0K 0.00 41.91 N/A N/A 44 0 6,336 1,064 2023-06-14 $1.92 $2.50 51.4% 14.7% 24.0% 13.1% 0.0% 0.0% 8.7% 3.8K 83.4K -902 0.00 69.05 N/A N/A 50 0 6,336 1,064 2023-06-15 $1.88 $2.50 83.4% 23.9% 24.8% 33.9% 0.0% 0.0% -11.6% 4.0K 39.3K -1.0K 0.08 36.19 N/A N/A 13 1 6,373 1,064 2023-06-16 $1.83 $2.50 60.6% 17.4% 25.9% 19.1% 0.0% 0.0% -12.6% 1.9K 112.5K -674 0.33 68.97 N/A N/A 63 21 6,386 1,065 2023-06-20 $1.75 $2.50 73.1% 21.0% 29.2% 27.2% 89.5% 0.0% -15.9% 2.0K 95.1K -671 0.06 64.35 N/A N/A 173 11 6,082 1,025 2023-06-21 $1.73 $2.50 73.1% 20.9% 29.1% 27.2% 0.0% 0.0% -16.8% 2.1K 86.9K -710 0.18 79.20 N/A N/A 22 4 6,252 1,036 2023-06-22 $1.77 $2.50 76.6% 22.0% 31.1% 29.5% 0.0% 0.0% -16.7% 2.2K 90.8K -729 0.00 66.27 N/A N/A 7 0 6,271 1,040 2023-06-23 $1.75 $2.50 69.5% 19.9% 31.0% 24.9% 0.0% 0.0% -17.8% 2.1K 99.1K -669 0.00 67.90 N/A N/A 6 0 6,277 1,040 2023-06-26 $1.79 $2.50 68.5% 19.6% 31.3% 24.2% 0.0% 0.0% -19.2% 2.3K 91.6K -731 0.00 57.61 N/A N/A 40 0 6,282 1,040 2023-06-27 $1.75 $2.50 74.9% 21.5% 31.9% 28.4% 0.0% 0.0% -21.0% 2.1K 100.4K -653 2.00 56.47 N/A N/A 3 6 6,320 1,040 2023-06-28 $1.73 $2.50 64.2% 18.4% 31.5% 21.5% 0.0% 0.0% -22.5% 2.2K 86.7K -702 0.03 57.01 N/A N/A 31 1 6,323 1,040 2023-06-29 $1.77 $2.50 71.0% 20.4% 31.7% 25.9% 0.0% 0.0% -22.5% 2.3K 88.3K -758 0.00 10.91 N/A N/A 73 0 6,359 1,040 2023-06-30 $1.79 $2.50 91.0% 26.1% 29.5% 38.8% 0.0% 0.0% -23.0% 2.5K 88.0K -749 0.00 75.40 N/A N/A 17 0 6,412 1,040
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