GROY Options History — August 2023

In August 2023, GROY traded between $1.46 and $1.71. ATM implied volatility averaged 97.6%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 68.9% (HV 20d: 28.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.23.

Notable Days

  • 2023-08-10: Highest Volume — 454 contracts
  • 2023-08-14: Largest IV spike — 125.3% change
  • 2023-08-17: Highest IV Rank — 87.5%
  • 2023-08-17: Largest Expected Move — 47.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.58$1.46$1.71$1.71$1.46
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV97.6%58.1%166.0%68.8%116.7%
Expected Move26.9%15.0%47.6%19.7%33.5%
HV 20d28.7%26.4%30.3%30.2%28.9%
HV 60d29.3%28.3%30.3%28.3%29.4%
IV Rank43.1%17.5%87.5%24.5%55.5%
IV Percentile84.8%43.7%99.6%69.0%97.2%
Term Structure-27.7%-51.1%-13.9%-31.4%-51.1%
VWIV57.2%57.2%57.2%57.2%57.2%
Bid-Ask Spread %59.4412.02102.0753.9986.36
Gamma HHI0.990.961.000.970.99
Net GEX1.4K5453.3K2.7K675
Net DEX49.2K-23.0K83.0K-3.9K75.9K
Net VEX-421-926-114-812-161
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.004.334.330.00
Total Volume82.3911454161
Total OI5,544.0874,9046,1944,9606,194

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$1.71$2.5068.8%19.7%30.2%24.5%57.2%0.0%-31.4%2.7K-3.9K-8124.3353.99N/AN/A3134,351609
2023-08-02$1.67$2.5078.7%22.6%30.3%30.9%0.0%0.0%-34.8%1.6K53.8K-4660.2020.86N/AN/A71144,355620
2023-08-03$1.67$2.5081.2%16.5%29.4%32.5%0.0%0.0%-13.9%1.6K53.8K-4450.0057.34N/AN/A304,298606
2023-08-04$1.69$2.5089.0%15.0%28.4%37.5%0.0%0.0%-14.0%1.4K58.4K-4330.5186.36N/AN/A70364,301606
2023-08-07$1.65$2.5061.1%16.7%27.9%19.4%0.0%0.0%-15.8%86966.8K-3150.0054.11N/AN/A304,367606
2023-08-08$1.69$2.50120.6%28.3%29.5%58.0%0.0%0.0%-15.6%2.3K27.4K-6660.0725.70N/AN/A1414,369597
2023-08-09$1.67$2.5061.8%17.7%26.4%19.9%0.0%0.0%-16.4%1.9K43.6K-5040.0073.56N/AN/A10204,372598
2023-08-10$1.63$2.5058.1%16.7%26.5%17.5%0.0%0.0%-17.7%91450.4K-3990.0073.96N/AN/A45404,474598
2023-08-11$1.65$2.5061.5%17.6%27.3%19.7%0.0%0.0%-17.8%3.3K-23.0K-9260.0073.92N/AN/A704,928598
2023-08-14$1.63$2.50138.6%39.7%27.3%69.7%0.0%0.0%-20.1%1.7K36.6K-5290.0037.38N/AN/A404,931598
2023-08-15$1.56$2.5073.8%21.2%29.1%27.7%0.0%0.0%-22.4%1.4K37.6K-4750.0020.90N/AN/A1704,933598
2023-08-16$1.52$2.5089.0%25.5%29.4%37.6%0.0%0.0%-24.2%1.3K36.3K-4750.0171.23N/AN/A10614,947598
2023-08-17$1.52$2.50166.0%47.6%29.0%87.5%0.0%0.0%-25.0%1.3K45.1K-4530.1762.05N/AN/A203345,051599
2023-08-18$1.50$2.50114.9%32.9%28.8%54.4%0.0%0.0%-26.5%1.4K31.2K-5730.0272.38N/AN/A5315,251625
2023-08-21$1.50$2.50113.3%32.5%28.8%53.3%0.0%0.0%-29.8%1.6K24.3K-5820.01102.07N/AN/A18225,137608
2023-08-22$1.50$2.50106.8%30.6%28.8%49.1%0.0%0.0%-31.1%54583.0K-1140.0428.58N/AN/A259105,141606
2023-08-23$1.52$2.50110.6%31.7%29.9%51.5%0.0%0.0%-31.8%1.3K62.9K-3290.0077.22N/AN/A5405,388601
2023-08-24$1.54$2.50131.4%37.7%29.4%65.0%0.0%0.0%-32.6%1.5K54.8K-4300.0045.96N/AN/A1205,421601
2023-08-25$1.50$2.5092.4%26.5%29.4%39.7%0.0%0.0%-35.6%64379.8K-1420.0059.02N/AN/A2905,428600
2023-08-28$1.50$2.5099.6%28.6%29.4%44.4%0.0%0.0%-41.3%65679.6K-1410.0012.02N/AN/A9805,457600
2023-08-29$1.52$2.50105.8%30.3%28.6%48.5%0.0%0.0%-42.7%83078.2K-1700.0084.89N/AN/A3705,555600
2023-08-30$1.50$2.50105.5%30.2%28.0%48.3%0.0%0.0%-46.1%69778.9K-1500.0087.21N/AN/A105,593600
2023-08-31$1.46$2.50116.7%33.5%28.9%55.5%0.0%0.0%-51.1%67575.9K-1610.0086.36N/AN/A105,594600