GROY Options History — October 2023

In October 2023, GROY traded between $1.21 and $1.37. ATM implied volatility averaged 133.6%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 93.4% (HV 20d: 40.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.93.

Notable Days

  • 2023-10-13: Highest Volume — 506 contracts
  • 2023-10-11: Largest IV drop — 47.4% change
  • 2023-10-10: Highest IV Rank — 62.3%
  • 2023-10-13: Largest Expected Move — 49.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.29$1.21$1.37$1.25$1.27
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV133.6%91.5%186.5%142.6%135.1%
Expected Move34.7%22.3%49.2%40.9%38.7%
HV 20d40.2%35.3%46.4%35.3%37.4%
HV 60d33.1%29.7%34.9%30.5%33.6%
IV Rank41.1%24.2%62.3%44.7%41.7%
IV Percentile90.8%78.2%98.4%95.6%91.3%
Term Structure-35.4%-55.4%-21.5%-47.4%-49.1%
VWIV140.9%99.1%190.6%159.5%148.3%
Bid-Ask Spread %25.015.1885.2016.625.18
Gamma HHI1.000.991.000.991.00
Net GEX28106053670
Net DEX46.1K14.1K78.4K60.2K22.9K
Net VEX-110-264-4-162-4
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.009.671.190.00
Total Volume73.818050612512
Total OI5,905.9553,8137,3186,7373,914

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$1.25$2.50142.6%40.9%35.3%44.7%159.5%0.0%-47.4%36760.2K-1621.1916.62N/AN/A57686,123614
2023-10-03$1.25$2.50160.0%45.9%35.3%51.6%190.6%0.0%-50.2%078.4K-71.0021.89N/AN/A336,103627
2023-10-04$1.21$2.50143.9%41.3%36.4%45.2%0.0%0.0%-55.4%066.1K-70.0013.33N/AN/A2706,106546
2023-10-05$1.23$2.50152.7%26.2%37.2%48.7%0.0%0.0%-30.4%067.2K-70.0015.31N/AN/A2006,167546
2023-10-06$1.29$2.50152.5%25.5%41.8%48.6%99.1%0.0%-29.4%45851.0K-1900.176.96N/AN/A616,187546
2023-10-09$1.27$2.50185.3%22.3%42.0%61.8%0.0%0.0%-32.3%43450.3K-1880.0026.30N/AN/A506,193546
2023-10-10$1.23$2.50186.5%39.8%43.0%62.3%0.0%0.0%-34.4%21763.1K-630.0034.70N/AN/A106,198546
2023-10-11$1.23$2.5098.1%28.1%42.0%26.8%107.1%0.0%-22.1%067.2K-79.6757.22N/AN/A3296,201546
2023-10-12$1.29$2.50121.2%34.7%44.2%36.1%0.0%0.0%-21.5%44152.2K-2060.0027.21N/AN/A706,204557
2023-10-13$1.33$2.50171.6%49.2%45.4%56.3%0.0%0.0%-21.5%47553.7K-2100.0034.64N/AN/A50606,208557
2023-10-16$1.33$2.50105.3%30.2%45.4%29.7%0.0%0.0%-37.0%49353.1K-2170.0028.93N/AN/A50206,092557
2023-10-17$1.37$2.5091.5%26.2%46.4%24.2%0.0%0.0%-36.7%57052.9K-2350.0024.72N/AN/A4806,584557
2023-10-18$1.35$2.50127.2%36.5%44.7%38.5%0.0%0.0%-38.6%56551.6K-2380.0026.59N/AN/A4906,612557
2023-10-19$1.35$2.50162.5%46.6%40.7%52.6%0.0%0.0%-26.0%32469.8K-870.0223.03N/AN/A10326,655557
2023-10-20$1.33$2.50102.2%29.3%39.4%28.5%0.0%0.0%-27.5%60546.9K-2641.2511.94N/AN/A32406,760558
2023-10-23$1.35$2.50110.4%31.6%38.3%31.7%0.0%0.0%-30.6%29717.1K-740.007.61N/AN/A903,655158
2023-10-24$1.33$2.50110.2%31.6%38.3%31.7%0.0%0.0%-32.5%25417.6K-610.0413.17N/AN/A5723,664158
2023-10-25$1.31$2.50109.5%31.4%38.3%31.4%0.0%0.0%-34.7%38614.1K-1090.0085.20N/AN/A003,726160
2023-10-26$1.31$2.50111.9%32.1%38.3%32.3%0.0%0.0%-36.3%28816.7K-710.2555.74N/AN/A823,726160
2023-10-27$1.29$2.50124.8%35.8%38.7%37.5%0.0%0.0%-38.9%020.9K-40.006.96N/AN/A0103,734162
2023-10-30$1.29$2.50134.6%38.6%36.9%41.5%148.3%0.0%-45.5%021.9K-45.006.96N/AN/A2103,734170
2023-10-31$1.27$2.50135.1%38.7%37.4%41.7%0.0%0.0%-49.1%022.9K-40.005.18N/AN/A1203,734180