GROY Options History — July 2023

In July 2023, GROY traded between $1.73 and $1.88. ATM implied volatility averaged 75.2%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 44.2% (HV 20d: 30.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.42.

Notable Days

2023-07-14: Highest Volume — 224 contracts
2023-07-18: Largest IV spike — 66.8% change
2023-07-07: Highest IV Rank — 51.0%
2023-07-18: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.81	$1.73	$1.88	$1.81	$1.77
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	75.2%	47.2%	109.7%	90.7%	78.4%
Expected Move	19.8%	13.5%	30.7%	26.0%	22.5%
HV 20d	30.9%	26.9%	35.1%	29.6%	28.1%
HV 60d	31.0%	29.9%	33.8%	33.8%	30.1%
IV Rank	28.6%	10.4%	51.0%	38.6%	30.7%
IV Percentile	68.3%	22.6%	98.0%	95.6%	84.9%
Term Structure	-8.0%	-31.0%	20.0%	-26.1%	-27.6%
VWIV	80.2%	54.5%	149.0%	149.0%	84.0%
Bid-Ask Spread %	44.52	6.05	95.49	70.44	54.54
Gamma HHI	0.97	0.92	1.00	0.96	1.00
Net GEX	2.6K	1.6K	3.6K	2.5K	2.0K
Net DEX	78.4K	51.3K	147.1K	91.7K	57.1K
Net VEX	-696	-1.0K	-393	-730	-523
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	2.33	0.11	1.11
Total Volume	90.6	3	224	10	38
Total OI	6,921.85	4,777	8,144	7,454	4,956

Daily Data (20 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
2023-07-03	$1.81	$2.50	90.7%	26.0%	29.6%	38.6%	0.0%	0.0%	-26.1%	2.5K	91.7K	-730	0.11	70.44	N/A	N/A	9	1	6,414	1,040
2023-07-05	$1.77	$2.50	102.6%	29.4%	30.2%	46.4%	0.0%	0.0%	-31.0%	2.3K	88.8K	-724	0.00	70.56	N/A	N/A	17	0	6,423	1,039
2023-07-06	$1.73	$2.50	102.7%	28.4%	30.8%	46.5%	149.0%	0.0%	20.0%	2.2K	85.6K	-727	0.04	72.20	N/A	N/A	190	8	6,440	1,039
2023-07-07	$1.77	$2.50	109.7%	21.4%	32.4%	51.0%	0.0%	0.0%	-17.6%	2.0K	135.9K	-479	0.00	35.20	N/A	N/A	48	0	6,618	1,047
2023-07-10	$1.81	$2.50	92.5%	14.3%	32.7%	39.8%	0.0%	0.0%	-18.0%	2.7K	82.1K	-795	0.00	8.01	N/A	N/A	22	0	6,656	1,047
2023-07-11	$1.79	$2.50	93.2%	13.9%	32.7%	40.3%	0.0%	0.0%	-19.0%	1.8K	147.1K	-393	0.46	11.40	N/A	N/A	76	35	6,678	1,047
2023-07-12	$1.85	$2.50	47.2%	13.5%	34.8%	10.4%	0.0%	0.0%	15.2%	3.1K	82.7K	-788	0.02	87.74	N/A	N/A	190	4	6,691	1,022
2023-07-13	$1.87	$2.50	49.5%	14.2%	35.1%	11.9%	0.0%	0.0%	18.7%	3.2K	71.9K	-891	0.00	6.78	N/A	N/A	45	0	6,792	1,022
2023-07-14	$1.87	$2.50	50.1%	14.4%	35.0%	12.3%	54.5%	0.0%	13.5%	3.5K	65.0K	-895	2.29	87.07	N/A	N/A	68	156	6,826	1,022
2023-07-17	$1.85	$2.50	64.3%	18.4%	34.4%	21.5%	0.0%	0.0%	15.6%	3.1K	77.6K	-894	0.00	95.49	N/A	N/A	186	0	6,894	1,055
2023-07-18	$1.88	$2.50	107.2%	30.7%	33.4%	49.4%	0.0%	0.0%	12.8%	3.6K	51.3K	-999	0.38	33.65	N/A	N/A	85	32	6,999	1,055
2023-07-19	$1.88	$2.50	61.5%	17.6%	28.7%	19.7%	74.2%	0.0%	12.3%	3.5K	53.6K	-998	0.68	17.47	N/A	N/A	31	21	7,056	1,048
2023-07-20	$1.83	$2.50	59.3%	17.0%	30.2%	18.3%	0.0%	0.0%	0.0%	3.3K	53.3K	-1.0K	0.50	41.17	N/A	N/A	2	1	7,086	1,058
2023-07-21	$1.83	$2.50	60.3%	17.3%	29.3%	18.9%	0.0%	0.0%	-16.1%	2.2K	128.6K	-584	2.33	25.71	N/A	N/A	60	140	7,084	1,058
2023-07-24	$1.83	$2.50	63.7%	18.3%	28.9%	21.2%	70.2%	0.0%	-18.2%	2.1K	59.7K	-503	0.06	60.88	N/A	N/A	54	3	4,163	614
2023-07-25	$1.83	$2.50	65.0%	18.6%	27.9%	22.0%	71.6%	0.0%	-19.1%	2.2K	59.3K	-510	0.22	16.90	N/A	N/A	97	21	4,198	617
2023-07-26	$1.81	$2.50	64.4%	18.5%	26.9%	21.6%	67.6%	0.0%	-20.4%	2.3K	52.2K	-564	0.08	81.93	N/A	N/A	24	2	4,243	617
2023-07-27	$1.75	$2.50	68.7%	19.7%	29.3%	24.4%	70.0%	0.0%	-23.0%	1.6K	64.9K	-439	0.06	7.21	N/A	N/A	36	2	4,255	617
2023-07-28	$1.77	$2.50	72.7%	20.8%	28.5%	27.0%	0.0%	0.0%	-23.6%	1.8K	60.1K	-481	0.00	6.05	N/A	N/A	108	0	4,282	619
2023-07-31	$1.77	$2.50	78.4%	22.5%	28.1%	30.7%	84.0%	0.0%	-27.6%	2.0K	57.1K	-523	1.11	54.54	N/A	N/A	18	20	4,337	619