GROY Options History — February 2024

In February 2024, GROY traded between $1.31 and $1.79. ATM implied volatility averaged 97.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 40.2% (HV 20d: 56.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-02-12: Highest Volume — 2,294 contracts
2024-02-07: Largest IV drop — 47.0% change
2024-02-05: Highest IV Rank — 52.4%
2024-02-01: Largest Expected Move — 38.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.54	$1.31	$1.79	$1.35	$1.65
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.0%	66.1%	161.9%	126.6%	105.5%
Expected Move	25.1%	18.9%	38.4%	38.4%	30.2%
HV 20d	56.8%	26.8%	80.9%	26.8%	80.9%
HV 60d	52.8%	44.6%	58.4%	50.0%	58.2%
IV Rank	26.1%	13.5%	52.4%	38.3%	29.4%
IV Percentile	56.7%	31.0%	93.7%	83.7%	70.2%
Term Structure	-28.5%	-48.2%	-19.2%	-19.3%	-42.0%
VWIV	102.8%	59.8%	238.8%	106.1%	79.5%
Bid-Ask Spread %	41.81	5.71	72.38	72.38	56.18
Gamma HHI	0.99	0.97	1.00	1.00	0.97
Net GEX	2.5K	0	7.4K	700	3.4K
Net DEX	-67.7K	-180.7K	9.0K	-3.8K	-84.3K
Net VEX	-691	-1.5K	-5	-175	-917
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.33	0.00	0.00
Total Volume	310.4	3	2,294	124	126
Total OI	6,211.05	4,391	7,766	4,391	7,766

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
2024-02-01	$1.35	$2.50	126.6%	38.4%	26.8%	38.3%	0.0%	0.0%	-19.3%	700	-3.8K	-175	0.00	72.38	N/A	N/A	124	0	4,325	66
2024-02-02	$1.38	$2.50	151.0%	23.0%	27.8%	48.0%	0.0%	0.0%	-19.2%	744	-3.2K	-176	0.00	55.13	N/A	N/A	3	0	4,425	66
2024-02-05	$1.33	$2.50	161.9%	27.4%	29.7%	52.4%	0.0%	0.0%	-21.9%	1	8.8K	-5	0.33	54.15	N/A	N/A	3	1	4,426	66
2024-02-06	$1.33	$2.50	147.8%	25.3%	29.3%	46.8%	0.0%	0.0%	-22.6%	912	-14.0K	-281	0.00	54.28	N/A	N/A	12	0	4,428	67
2024-02-07	$1.33	$2.50	78.3%	22.4%	28.1%	18.9%	0.0%	0.0%	-23.3%	906	-13.6K	-281	0.00	53.67	N/A	N/A	297	1	4,428	67
2024-02-08	$1.33	$2.50	90.5%	26.0%	27.4%	23.8%	0.0%	0.0%	-24.0%	1	9.0K	-5	0.00	5.71	N/A	N/A	38	0	4,630	68
2024-02-09	$1.31	$2.50	100.0%	28.7%	27.8%	27.1%	106.1%	0.0%	-46.4%	0	8.9K	-5	0.33	55.35	N/A	N/A	3	1	4,668	68
2024-02-12	$1.48	$2.50	82.8%	23.7%	52.3%	20.2%	238.8%	0.0%	-23.5%	1.5K	-44.5K	-468	0.00	55.92	N/A	N/A	2,283	11	4,671	67
2024-02-13	$1.38	$2.50	91.8%	26.3%	57.3%	23.8%	89.3%	0.0%	-48.2%	2.0K	-68.1K	-701	0.11	5.98	N/A	N/A	423	45	6,360	79
2024-02-14	$1.52	$2.50	68.6%	19.7%	66.1%	14.5%	0.0%	0.0%	-24.2%	2.4K	-70.5K	-822	0.00	53.54	N/A	N/A	429	0	6,682	111
2024-02-15	$1.63	$2.50	74.5%	21.3%	69.8%	16.9%	122.5%	0.0%	-22.3%	3.2K	-84.1K	-949	0.05	55.46	N/A	N/A	264	13	7,069	113
2024-02-16	$1.71	$2.50	104.7%	30.0%	71.0%	29.1%	0.0%	0.0%	-21.3%	3.5K	-119.1K	-1.0K	0.00	56.66	N/A	N/A	560	0	7,010	117
2024-02-20	$1.79	$2.50	70.0%	20.1%	71.5%	15.1%	78.5%	0.0%	-22.6%	7.4K	-180.7K	-1.5K	0.12	10.15	N/A	N/A	242	29	7,194	101
2024-02-21	$1.67	$2.50	66.1%	18.9%	76.7%	13.5%	59.8%	0.0%	-27.2%	3.7K	-117.8K	-1.0K	0.05	55.50	N/A	N/A	280	15	7,183	98
2024-02-22	$1.65	$2.50	77.1%	22.1%	76.3%	17.9%	78.5%	0.0%	-29.1%	3.8K	-105.9K	-1.0K	0.02	54.11	N/A	N/A	148	3	7,302	85
2024-02-23	$1.75	$2.50	70.3%	20.2%	78.1%	15.2%	71.6%	0.0%	-27.2%	4.2K	-135.1K	-1.2K	0.00	6.62	N/A	N/A	436	1	7,236	85
2024-02-26	$1.77	$2.50	88.1%	25.3%	77.9%	22.4%	0.0%	0.0%	-30.8%	4.4K	-132.0K	-1.2K	0.00	9.70	N/A	N/A	70	0	7,579	86
2024-02-27	$1.69	$2.50	81.0%	23.2%	80.7%	19.5%	79.5%	0.0%	-35.7%	3.7K	-103.9K	-1.0K	0.06	7.34	N/A	N/A	108	6	7,616	86
2024-02-28	$1.67	$2.50	104.3%	29.9%	80.6%	28.9%	0.0%	0.0%	-38.7%	3.7K	-100.4K	-1.0K	0.00	58.26	N/A	N/A	233	0	7,636	91
2024-02-29	$1.65	$2.50	105.5%	30.2%	80.9%	29.4%	0.0%	0.0%	-42.0%	3.4K	-84.3K	-917	0.00	56.18	N/A	N/A	126	0	7,675	91