GROY Options History — September 2023 In September 2023, GROY traded between $1.29 and $1.44. ATM implied volatility averaged 143.2%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 114.7% (HV 20d: 28.5%). 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 0 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2023-09-19 : Highest Volume — 221 contracts2023-09-18 : Largest IV spike — 89.3% change2023-09-07 : Highest IV Rank — 100.0%2023-09-18 : Largest Expected Move — 46.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.35 $1.29 $1.44 $1.44 $1.29 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 143.2% 86.3% 280.8% 145.2% 110.5% Expected Move 30.5% 19.9% 46.8% 41.6% 31.7% HV 20d 28.5% 21.3% 35.5% 28.2% 34.2% HV 60d 29.6% 28.4% 31.2% 29.5% 30.6% IV Rank 53.4% 22.1% 100.0% 74.0% 31.8% IV Percentile 93.1% 82.1% 100.0% 98.8% 92.1% Term Structure -31.1% -55.5% -20.4% -55.5% -39.0% VWIV 88.0% 88.0% 88.0% 88.0% 88.0% Bid-Ask Spread % 35.65 5.98 105.69 105.69 7.14 Gamma HHI 0.98 0.95 1.00 1.00 0.99 Net GEX 334 114 1.8K 990 358 Net DEX 70.3K -9.8K 79.0K 66.9K 63.7K Net VEX -128 -756 -36 -262 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 0.83 0.06 0.00 Total Volume 34.05 1 221 17 106 Total OI 6,449.3 6,205 6,733 6,205 6,733
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 2023-09-01 $1.44 $2.50 145.2% 41.6% 28.2% 74.0% 0.0% 0.0% -55.5% 990 66.9K -262 0.06 105.69 N/A N/A 16 1 5,605 600 2023-09-05 $1.42 $2.50 168.7% 27.0% 27.6% 89.3% 0.0% 0.0% -29.1% 996 64.8K -246 0.00 71.33 N/A N/A 52 0 5,613 601 2023-09-06 $1.40 $2.50 174.3% 20.5% 25.1% 92.9% 0.0% 0.0% -30.3% 138 79.0K -61 0.83 74.14 N/A N/A 12 10 5,664 601 2023-09-07 $1.38 $2.50 199.3% 19.9% 25.1% 100.0% 0.0% 0.0% -31.6% 127 78.9K -65 0.00 5.98 N/A N/A 1 0 5,670 611 2023-09-08 $1.38 $2.50 213.0% 43.1% 24.7% 100.0% 0.0% 0.0% -22.1% 128 78.9K -66 0.00 48.95 N/A N/A 10 0 5,670 611 2023-09-11 $1.37 $2.50 251.5% 23.5% 23.5% 100.0% 88.0% 0.0% -34.9% 117 78.5K -60 0.14 16.04 N/A N/A 7 1 5,680 611 2023-09-12 $1.35 $2.50 280.8% 23.1% 23.6% 100.0% 0.0% 0.0% -36.4% 124 77.2K -65 0.00 17.74 N/A N/A 41 0 5,687 612 2023-09-13 $1.31 $2.50 87.0% 24.9% 21.3% 22.4% 0.0% 0.0% -38.8% 114 74.9K -62 0.00 17.50 N/A N/A 13 0 5,728 612 2023-09-14 $1.35 $2.50 153.8% 44.1% 24.3% 49.1% 0.0% 0.0% -20.4% 136 76.8K -70 0.75 26.21 N/A N/A 4 3 5,741 612 2023-09-15 $1.37 $2.50 86.3% 24.8% 25.3% 22.1% 0.0% 0.0% -20.7% 140 77.8K -70 0.18 15.17 N/A N/A 11 2 5,743 611 2023-09-18 $1.37 $2.50 163.4% 46.8% 25.2% 53.0% 0.0% 0.0% -22.9% 129 78.0K -65 0.00 36.35 N/A N/A 29 0 5,749 612 2023-09-19 $1.35 $2.50 99.4% 28.5% 25.4% 27.4% 0.0% 0.0% -24.2% 148 76.2K -76 0.00 16.44 N/A N/A 221 0 5,773 612 2023-09-20 $1.40 $2.50 105.4% 30.2% 29.4% 29.8% 0.0% 0.0% -23.9% 1.8K -9.8K -756 0.00 65.39 N/A N/A 14 0 5,994 612 2023-09-21 $1.33 $2.50 100.5% 28.8% 33.2% 27.8% 0.0% 0.0% -26.6% 301 68.5K -140 0.00 16.24 N/A N/A 33 0 6,006 612 2023-09-22 $1.29 $2.50 96.1% 27.6% 33.4% 26.0% 0.0% 0.0% -28.7% 121 77.3K -36 0.09 63.64 N/A N/A 35 3 6,030 613 2023-09-25 $1.33 $2.50 108.1% 31.0% 35.5% 30.8% 0.0% 0.0% -31.2% 181 78.8K -53 0.00 75.92 N/A N/A 8 0 6,065 615 2023-09-26 $1.31 $2.50 107.3% 30.8% 35.5% 30.5% 0.0% 0.0% -33.3% 345 65.9K -146 0.00 15.75 N/A N/A 12 0 6,073 615 2023-09-27 $1.29 $2.50 105.7% 30.3% 34.8% 29.9% 0.0% 0.0% -35.5% 174 76.3K -52 0.10 9.18 N/A N/A 10 1 6,084 615 2023-09-28 $1.29 $2.50 108.0% 31.0% 34.9% 30.8% 0.0% 0.0% -37.2% 131 77.3K -38 0.00 8.11 N/A N/A 25 0 6,076 614 2023-09-29 $1.29 $2.50 110.5% 31.7% 34.2% 31.8% 0.0% 0.0% -39.0% 358 63.7K -171 0.00 7.14 N/A N/A 106 0 6,119 614
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