GROY Options History — November 2023 In November 2023, GROY traded between $1.25 and $1.58. ATM implied volatility averaged 106.2%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 54.2% (HV 20d: 52.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.06.
Notable Days 2023-11-28 : Highest Volume — 255 contracts2023-11-08 : Largest IV drop — 44.8% change2023-11-07 : Highest IV Rank — 52.3%2023-11-03 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.40 $1.25 $1.58 $1.27 $1.54 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 106.2% 84.5% 161.8% 139.2% 101.4% Expected Move 28.6% 22.4% 43.1% 39.9% 29.1% HV 20d 52.1% 35.2% 62.1% 35.2% 62.1% HV 60d 42.0% 33.1% 46.8% 33.1% 46.8% IV Rank 30.1% 21.4% 52.3% 43.3% 28.1% IV Percentile 76.7% 65.5% 95.2% 92.1% 74.6% Term Structure -31.1% -52.1% -19.2% -52.1% -47.0% VWIV 106.2% 90.6% 114.4% 114.4% 113.5% Bid-Ask Spread % 11.65 3.24 80.26 7.96 3.24 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 662 0 2.2K 0 1.9K Net DEX 12.4K -19.7K 25.9K 22.9K -11.2K Net VEX -155 -499 -4 -4 -440 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.55 0.00 0.55 Total Volume 73.857 2 255 26 34 Total OI 4,461.143 3,926 5,296 3,926 5,296
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 2023-11-01 $1.27 $2.50 139.2% 39.9% 35.2% 43.3% 0.0% 0.0% -52.1% 0 22.9K -4 0.00 7.96 N/A N/A 26 0 3,746 180 2023-11-02 $1.25 $2.50 139.2% 23.9% 35.4% 43.3% 0.0% 0.0% -21.2% 0 22.5K -4 0.00 4.09 N/A N/A 119 0 3,784 180 2023-11-03 $1.38 $2.50 136.8% 43.1% 47.1% 42.3% 0.0% 0.0% -19.2% 365 20.1K -75 0.00 80.26 N/A N/A 70 0 3,903 180 2023-11-06 $1.42 $2.50 145.0% 22.4% 47.4% 45.6% 0.0% 0.0% -20.1% 384 21.0K -79 0.00 11.09 N/A N/A 24 0 3,951 180 2023-11-07 $1.38 $2.50 161.8% 38.9% 47.0% 52.3% 0.0% 0.0% -21.5% 878 -3.4K -304 0.00 34.69 N/A N/A 5 0 3,975 180 2023-11-08 $1.33 $2.50 89.3% 25.6% 49.4% 23.3% 0.0% 0.0% -23.2% 0 23.9K -4 0.05 7.13 N/A N/A 84 4 3,980 180 2023-11-09 $1.31 $2.50 88.1% 25.3% 47.0% 22.8% 0.0% 0.0% -24.4% 701 6.5K -211 0.00 5.65 N/A N/A 2 0 4,024 182 2023-11-10 $1.27 $2.50 95.0% 27.2% 46.9% 25.6% 0.0% 0.0% -26.2% 0 23.1K -4 0.01 7.48 N/A N/A 100 1 4,025 182 2023-11-13 $1.27 $2.50 85.6% 24.5% 46.9% 21.8% 0.0% 0.0% -28.8% 0 23.1K -4 0.00 5.65 N/A N/A 12 0 4,125 182 2023-11-14 $1.29 $2.50 103.2% 29.6% 45.9% 28.9% 114.4% 0.0% -29.3% 0 23.5K -4 0.47 6.96 N/A N/A 15 7 4,128 182 2023-11-15 $1.37 $2.50 93.0% 26.7% 50.8% 24.8% 0.0% 0.0% -28.1% 1 25.9K -4 0.00 5.84 N/A N/A 30 0 4,140 189 2023-11-16 $1.46 $2.50 84.5% 24.2% 55.5% 21.4% 0.0% 0.0% -26.6% 468 22.5K -92 0.06 4.66 N/A N/A 33 2 4,170 189 2023-11-17 $1.40 $2.50 88.8% 25.5% 57.5% 23.1% 90.6% 0.0% -29.4% 366 22.5K -75 0.14 5.98 N/A N/A 105 15 4,213 189 2023-11-20 $1.42 $2.50 96.9% 27.8% 57.5% 26.3% 0.0% 0.0% -32.4% 483 19.2K -95 0.00 5.98 N/A N/A 70 0 4,301 175 2023-11-21 $1.48 $2.50 114.3% 32.8% 58.7% 33.3% 0.0% 0.0% -31.7% 994 8.6K -218 0.00 12.22 N/A N/A 180 0 4,364 175 2023-11-22 $1.44 $2.50 91.2% 26.2% 59.4% 24.1% 0.0% 0.0% -34.5% 549 15.7K -124 0.00 4.66 N/A N/A 207 0 4,543 175 2023-11-24 $1.48 $2.50 88.2% 25.3% 59.9% 22.9% 0.0% 0.0% -36.1% 1.1K 7.1K -254 0.00 6.35 N/A N/A 24 0 4,750 175 2023-11-27 $1.56 $2.50 96.2% 27.6% 61.5% 26.1% 0.0% 0.0% -38.8% 1.8K -7.3K -376 0.00 6.60 N/A N/A 43 0 4,774 175 2023-11-28 $1.58 $2.50 88.2% 25.3% 61.4% 22.9% 0.0% 0.0% -40.1% 1.8K -5.8K -394 0.00 6.79 N/A N/A 255 0 4,817 175 2023-11-29 $1.58 $2.50 105.0% 30.1% 60.8% 29.6% 0.0% 0.0% -42.5% 2.2K -19.7K -499 0.00 11.44 N/A N/A 84 0 5,072 178 2023-11-30 $1.54 $2.50 101.4% 29.1% 62.1% 28.1% 113.5% 0.0% -47.0% 1.9K -11.2K -440 0.55 3.24 N/A N/A 22 12 5,118 178
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