GROY Options History — January 2024

In January 2024, GROY traded between $1.33 and $1.46. ATM implied volatility averaged 110.4%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 69.4% (HV 20d: 41.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.68.

Notable Days

2024-01-23: Highest Volume — 227 contracts
2024-01-29: Largest IV spike — 91.9% change
2024-01-08: Highest IV Rank — 53.9%
2024-01-31: Largest Expected Move — 38.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.37	$1.33	$1.46	$1.46	$1.33
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	110.4%	60.3%	165.6%	122.5%	134.5%
Expected Move	28.8%	17.3%	38.6%	35.1%	38.6%
HV 20d	41.0%	26.9%	53.4%	53.4%	27.4%
HV 60d	50.2%	49.5%	51.5%	51.2%	50.0%
IV Rank	31.7%	11.7%	53.9%	36.6%	41.4%
IV Percentile	73.1%	30.2%	94.8%	84.9%	85.3%
Term Structure	-29.2%	-50.3%	48.9%	-24.2%	-49.3%
VWIV	145.6%	145.6%	145.6%	145.6%	145.6%
Bid-Ask Spread %	6.71	2.94	11.32	6.14	5.71
Gamma HHI	1.00	0.99	1.00	0.99	1.00
Net GEX	620	0	1.0K	512	518
Net DEX	-11.8K	-38.1K	11.6K	-8.3K	872
Net VEX	-231	-420	-7	-218	-125
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.00	10.00	0.00	0.50
Total Volume	51.238	0	227	1	3
Total OI	5,653.429	4,064	6,862	6,317	4,390

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
2024-01-02	$1.46	$2.50	122.5%	35.1%	53.4%	36.6%	0.0%	0.0%	-24.2%	512	-8.3K	-218	0.00	6.14	N/A	N/A	1	0	6,233	84
2024-01-03	$1.42	$2.50	103.0%	29.5%	53.0%	28.8%	0.0%	0.0%	-27.9%	487	-8.2K	-201	0.40	4.50	N/A	N/A	10	4	6,233	84
2024-01-04	$1.40	$2.50	120.5%	23.3%	53.0%	35.8%	0.0%	0.0%	-43.6%	485	-9.5K	-205	0.00	5.98	N/A	N/A	21	0	6,243	76
2024-01-05	$1.37	$2.50	135.2%	25.3%	51.9%	41.7%	0.0%	0.0%	-45.7%	513	-10.3K	-205	0.00	4.35	N/A	N/A	50	0	6,244	76
2024-01-08	$1.35	$2.50	165.6%	25.6%	51.9%	53.9%	0.0%	0.0%	-49.4%	509	-11.3K	-228	0.24	4.35	N/A	N/A	37	9	6,304	76
2024-01-09	$1.38	$2.50	140.7%	26.8%	52.7%	43.9%	0.0%	0.0%	-49.0%	553	-11.7K	-237	0.00	7.39	N/A	N/A	13	0	6,340	81
2024-01-10	$1.40	$2.50	77.6%	22.3%	53.0%	18.6%	0.0%	0.0%	-30.1%	578	-12.0K	-241	0.00	7.60	N/A	N/A	31	0	6,340	81
2024-01-11	$1.40	$2.50	88.4%	25.3%	50.8%	22.9%	0.0%	0.0%	-50.3%	602	-12.9K	-250	0.00	5.98	N/A	N/A	11	0	6,371	81
2024-01-12	$1.42	$2.50	91.0%	26.1%	46.8%	24.0%	0.0%	0.0%	-31.1%	640	-13.6K	-259	0.00	9.01	N/A	N/A	120	0	6,382	81
2024-01-16	$1.38	$2.50	92.8%	26.6%	47.3%	24.7%	0.0%	0.0%	-36.4%	656	-15.9K	-275	1.00	7.39	N/A	N/A	21	21	6,481	81
2024-01-17	$1.35	$2.50	101.0%	29.0%	47.2%	28.0%	0.0%	0.0%	-38.6%	0	11.6K	-7	0.00	8.67	N/A	N/A	206	0	6,502	86
2024-01-18	$1.35	$2.50	102.7%	29.4%	41.1%	28.7%	0.0%	0.0%	-26.0%	744	-19.0K	-319	0.01	7.25	N/A	N/A	74	1	6,708	83
2024-01-19	$1.35	$2.50	104.5%	30.0%	26.9%	29.4%	0.0%	0.0%	-27.0%	760	-21.5K	-324	0.00	5.71	N/A	N/A	0	0	6,779	83
2024-01-22	$1.40	$2.50	105.3%	30.2%	29.8%	29.7%	0.0%	0.0%	48.9%	900	-30.3K	-322	0.00	7.39	N/A	N/A	153	0	4,029	35
2024-01-23	$1.38	$2.50	105.1%	30.1%	29.4%	29.6%	0.0%	0.0%	12.3%	709	-8.5K	-193	0.00	9.01	N/A	N/A	227	0	4,177	35
2024-01-24	$1.35	$2.50	102.7%	29.4%	29.9%	28.7%	0.0%	0.0%	-2.0%	1.0K	-38.1K	-420	10.00	11.32	N/A	N/A	3	30	4,297	35
2024-01-25	$1.35	$2.50	117.6%	33.7%	29.9%	34.6%	0.0%	0.0%	-35.0%	679	-3.4K	-177	0.00	7.25	N/A	N/A	6	0	4,298	65
2024-01-26	$1.35	$2.50	60.3%	17.3%	29.2%	11.7%	0.0%	0.0%	-36.8%	678	-3.3K	-177	0.00	2.94	N/A	N/A	24	0	4,303	65
2024-01-29	$1.35	$2.50	115.8%	33.2%	28.3%	33.9%	0.0%	0.0%	-43.0%	984	-22.7K	-346	0.00	5.90	N/A	N/A	0	0	4,325	65
2024-01-30	$1.33	$2.50	130.6%	37.4%	27.4%	39.8%	0.0%	0.0%	-28.1%	516	929	-126	0.00	7.13	N/A	N/A	0	0	4,325	65
2024-01-31	$1.33	$2.50	134.5%	38.6%	27.4%	41.4%	145.6%	0.0%	-49.3%	518	872	-125	0.50	5.71	N/A	N/A	2	1	4,325	65