GROY Options History — March 2024

In March 2024, GROY traded between $1.73 and $2.08. ATM implied volatility averaged 83.9%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 11.6% (HV 20d: 72.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.07.

Notable Days

2024-03-11: Highest Volume — 766 contracts
2024-03-22: Largest IV spike — 79.9% change
2024-03-12: Highest IV Rank — 55.1%
2024-03-01: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.91	$1.73	$2.08	$1.73	$1.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	83.9%	40.7%	169.3%	95.5%	65.3%
Expected Move	16.4%	11.7%	27.4%	27.4%	18.7%
HV 20d	72.4%	60.2%	84.8%	81.9%	63.2%
HV 60d	60.3%	58.7%	62.3%	58.7%	61.2%
IV Rank	20.7%	3.3%	55.1%	25.3%	13.2%
IV Percentile	44.2%	6.0%	95.6%	58.7%	26.6%
Term Structure	8.1%	-40.8%	33.8%	-40.8%	27.7%
VWIV	79.7%	45.3%	145.0%	145.0%	75.0%
Bid-Ask Spread %	17.80	8.47	61.85	61.85	40.38
Gamma HHI	0.97	0.95	0.98	0.96	0.97
Net GEX	9.5K	4.0K	16.8K	4.0K	6.9K
Net DEX	-220.9K	-351.8K	-108.5K	-108.5K	-202.6K
Net VEX	-1.7K	-2.3K	-1.1K	-1.1K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.78	0.21	0.02
Total Volume	211.8	13	766	181	492
Total OI	8,306.7	7,888	8,841	7,888	8,841

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
2024-03-01	$1.73	$2.50	95.5%	27.4%	81.9%	25.3%	145.0%	0.0%	-40.8%	4.0K	-108.5K	-1.1K	0.21	61.85	N/A	N/A	150	31	7,797	91
2024-03-04	$1.83	$2.50	107.3%	15.2%	83.3%	30.1%	134.1%	0.0%	25.6%	9.2K	-208.2K	-1.7K	0.00	10.15	N/A	N/A	158	0	7,858	105
2024-03-05	$1.83	$2.50	112.5%	15.4%	81.4%	32.2%	0.0%	0.0%	27.6%	8.9K	-188.8K	-1.5K	0.00	10.15	N/A	N/A	212	1	7,815	105
2024-03-06	$1.88	$2.50	111.7%	13.1%	81.2%	31.9%	50.9%	0.0%	28.3%	9.1K	-186.7K	-1.5K	0.03	8.47	N/A	N/A	231	6	7,926	105
2024-03-07	$1.83	$2.50	125.7%	14.0%	82.5%	37.5%	0.0%	0.0%	17.5%	5.1K	-144.8K	-1.2K	0.04	10.10	N/A	N/A	28	1	7,928	110
2024-03-08	$1.92	$2.50	117.9%	14.0%	83.1%	34.4%	0.0%	0.0%	23.7%	11.2K	-222.5K	-1.7K	0.07	11.90	N/A	N/A	134	10	7,918	100
2024-03-11	$2.08	$2.50	127.4%	11.9%	84.8%	38.2%	51.2%	0.0%	33.8%	16.8K	-316.8K	-2.1K	0.01	25.31	N/A	N/A	759	7	7,920	110
2024-03-12	$1.98	$2.50	169.3%	12.2%	80.0%	55.1%	0.0%	0.0%	22.5%	12.4K	-234.8K	-1.8K	0.16	9.49	N/A	N/A	184	30	8,203	116
2024-03-13	$2.04	$2.50	40.7%	11.7%	73.6%	3.3%	0.0%	0.0%	30.7%	14.7K	-293.1K	-2.0K	0.02	10.68	N/A	N/A	359	8	8,259	142
2024-03-14	$1.96	$2.50	42.5%	12.2%	70.5%	4.0%	45.3%	0.0%	-0.7%	11.3K	-230.3K	-1.8K	0.01	15.42	N/A	N/A	284	3	8,364	144
2024-03-15	$2.00	$2.50	53.0%	15.2%	67.3%	8.2%	0.0%	0.0%	-0.6%	16.2K	-351.8K	-2.3K	0.01	11.13	N/A	N/A	128	1	8,355	144
2024-03-18	$1.92	$2.50	49.0%	14.1%	68.1%	6.6%	0.0%	0.0%	-12.4%	10.4K	-224.0K	-1.7K	0.01	12.07	N/A	N/A	163	1	8,023	128
2024-03-19	$1.83	$2.50	57.4%	16.5%	68.9%	10.0%	63.5%	0.0%	-3.3%	5.2K	-178.8K	-1.5K	0.78	13.86	N/A	N/A	51	40	8,181	129
2024-03-20	$1.92	$2.50	63.5%	18.2%	65.5%	12.4%	80.7%	0.0%	-13.3%	12.4K	-275.2K	-2.0K	0.01	24.12	N/A	N/A	91	1	8,179	169
2024-03-21	$1.94	$2.50	52.8%	15.1%	65.1%	8.1%	0.0%	0.0%	-13.4%	12.1K	-245.6K	-1.7K	0.00	12.60	N/A	N/A	318	0	8,129	170
2024-03-22	$1.90	$2.50	95.0%	27.2%	63.0%	25.1%	0.0%	0.0%	-4.0%	5.7K	-196.0K	-1.6K	0.00	25.56	N/A	N/A	13	0	8,384	170
2024-03-25	$1.90	$2.50	75.1%	21.5%	63.0%	17.1%	0.0%	0.0%	-5.6%	5.7K	-196.1K	-1.6K	0.00	18.73	N/A	N/A	156	0	8,385	170
2024-03-26	$1.90	$2.50	62.6%	18.0%	60.2%	12.1%	71.9%	0.0%	-6.3%	6.5K	-191.3K	-1.5K	0.01	12.92	N/A	N/A	77	1	8,523	170
2024-03-27	$1.98	$2.50	54.5%	15.6%	61.1%	8.8%	0.0%	0.0%	26.0%	6.7K	-223.2K	-1.7K	0.00	11.14	N/A	N/A	107	0	8,599	169
2024-03-28	$1.90	$2.50	65.3%	18.7%	63.2%	13.2%	75.0%	0.0%	27.7%	6.9K	-202.6K	-1.6K	0.02	40.38	N/A	N/A	482	10	8,672	169