GROY Options History — December 2023 In December 2023, GROY traded between $1.40 and $1.58. ATM implied volatility averaged 118.0%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 63.2% (HV 20d: 54.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.30.
Notable Days 2023-12-15 : Highest Volume — 266 contracts2023-12-13 : Largest IV drop — 57.8% change2023-12-12 : Highest IV Rank — 94.6%2023-12-13 : Largest Expected Move — 32.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.50 $1.40 $1.58 $1.58 $1.46 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 118.0% 71.1% 267.3% 97.0% 82.2% Expected Move 23.3% 17.5% 32.3% 27.8% 23.6% HV 20d 54.7% 51.2% 61.6% 61.6% 54.0% HV 60d 49.5% 46.9% 51.7% 46.9% 51.7% IV Rank 34.8% 16.0% 94.6% 26.4% 20.5% IV Percentile 72.1% 51.2% 99.6% 72.6% 56.0% Term Structure -19.4% -48.0% 15.1% -48.0% -17.1% VWIV 90.1% 69.7% 107.2% 91.5% 69.7% Bid-Ask Spread % 10.34 3.12 53.78 8.81 3.12 Gamma HHI 1.00 0.99 1.00 1.00 0.99 Net GEX 1.7K 220 2.7K 1.3K 507 Net DEX -12.9K -71.1K 19.1K 9.7K -8.3K Net VEX -405 -835 -102 -252 -219 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.00 3.25 0.05 0.29 Total Volume 68.263 0 266 231 9 Total OI 5,903.895 5,293 6,324 5,293 6,309
Daily Data (19 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 2023-12-01 $1.58 $2.50 97.0% 27.8% 61.6% 26.4% 91.5% 0.0% -48.0% 1.3K 9.7K -252 0.05 8.81 N/A N/A 221 10 5,104 189 2023-12-04 $1.56 $2.50 122.6% 17.5% 52.7% 36.7% 0.0% 0.0% -24.7% 2.1K -12.8K -450 0.26 53.78 N/A N/A 58 15 5,269 197 2023-12-06 $1.50 $2.50 158.1% 22.8% 54.3% 50.9% 0.0% 0.0% -27.4% 1.8K -2.6K -379 0.00 17.12 N/A N/A 50 0 5,427 203 2023-12-07 $1.50 $2.50 148.5% 18.7% 53.1% 47.0% 0.0% 0.0% -28.0% 1.8K -3.4K -373 0.00 6.35 N/A N/A 63 0 5,469 203 2023-12-08 $1.48 $2.50 175.0% 20.8% 51.3% 57.6% 0.0% 0.0% -29.2% 1.8K -7.9K -429 0.00 7.89 N/A N/A 0 0 5,532 203 2023-12-11 $1.46 $2.50 251.0% 21.0% 51.2% 88.1% 0.0% 0.0% -31.9% 1.6K -3.3K -359 0.00 6.19 N/A N/A 0 0 5,532 203 2023-12-12 $1.40 $2.50 267.3% 22.0% 52.4% 94.6% 78.7% 0.0% -34.7% 220 19.1K -102 0.71 5.98 N/A N/A 17 12 5,532 203 2023-12-13 $1.48 $2.50 112.7% 32.3% 55.3% 32.7% 0.0% 0.0% -32.8% 1.8K -4.7K -374 0.06 24.15 N/A N/A 69 4 5,544 187 2023-12-14 $1.50 $2.50 71.1% 20.4% 55.3% 16.0% 0.0% 0.0% -17.6% 2.0K -12.8K -470 0.00 6.35 N/A N/A 76 0 5,597 183 2023-12-15 $1.52 $2.50 74.4% 21.3% 51.8% 17.3% 80.0% 0.0% -17.8% 1.8K -631 -361 0.09 6.35 N/A N/A 244 22 5,673 183 2023-12-18 $1.42 $2.50 85.9% 24.6% 53.1% 21.9% 92.0% 0.0% -21.8% 404 6.2K -174 3.25 5.98 N/A N/A 4 13 5,835 162 2023-12-19 $1.54 $2.50 71.2% 20.4% 58.4% 16.0% 0.0% 0.0% -6.2% 2.7K -71.1K -835 0.00 5.04 N/A N/A 18 0 5,839 175 2023-12-20 $1.50 $2.50 77.7% 22.3% 59.3% 18.6% 0.0% 0.0% 4.9% 2.0K -8.6K -416 0.00 6.35 N/A N/A 21 0 5,850 175 2023-12-21 $1.52 $2.50 81.5% 23.4% 57.7% 20.2% 0.0% 0.0% -22.0% 2.0K -14.6K -466 0.00 6.35 N/A N/A 266 0 5,871 175 2023-12-22 $1.52 $2.50 92.1% 26.4% 56.7% 24.4% 107.2% 0.0% 15.1% 2.3K -22.4K -523 0.10 7.34 N/A N/A 21 2 6,149 175 2023-12-26 $1.52 $2.50 89.4% 25.6% 55.9% 23.3% 95.6% 0.0% 12.4% 2.4K -38.7K -527 0.06 6.35 N/A N/A 33 2 6,163 80 2023-12-27 $1.54 $2.50 93.6% 26.8% 52.8% 25.0% 104.0% 0.0% -27.6% 2.3K -34.2K -489 0.02 6.65 N/A N/A 41 1 6,196 82 2023-12-28 $1.50 $2.50 90.3% 25.9% 53.3% 23.7% 91.9% 0.0% -14.8% 2.2K -35.0K -492 0.25 6.35 N/A N/A 4 1 6,222 83 2023-12-29 $1.46 $2.50 82.2% 23.6% 54.0% 20.5% 69.7% 0.0% -17.1% 507 -8.3K -219 0.29 3.12 N/A N/A 7 2 6,226 83
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