GROY Options History — April 2024

In April 2024, GROY traded between $1.90 and $2.16. ATM implied volatility averaged 59.8%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 4.2% (HV 20d: 55.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2024-04-29: Highest Volume — 1,588 contracts
  • 2024-04-10: Largest IV drop — 44.3% change
  • 2024-04-09: Highest IV Rank — 20.8%
  • 2024-04-08: Largest Expected Move — 22.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.99$1.90$2.16$1.90$2.04
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV59.8%46.2%84.3%72.1%59.6%
Expected Move17.2%13.2%22.2%20.7%17.1%
HV 20d55.6%48.5%65.7%61.4%53.8%
HV 60d63.7%60.8%66.0%60.8%66.0%
IV Rank10.8%5.3%20.8%15.9%10.7%
IV Percentile20.1%8.3%42.1%33.3%16.7%
Term Structure5.8%-23.5%34.9%-23.5%14.2%
VWIV73.5%51.0%91.2%82.6%55.5%
Bid-Ask Spread %52.4013.4768.0714.4557.58
Gamma HHI0.960.940.990.950.98
Net GEX9.6K6.0K22.1K6.0K12.8K
Net DEX-290.9K-402.7K-210.5K-210.5K-329.1K
Net VEX-2.1K-2.4K-1.6K-1.6K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.001.220.020.57
Total Volume236.636111,58831611
Total OI8,888.4556,01810,3899,1337,681

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$1.90$2.5072.1%20.7%61.4%15.9%82.6%0.0%-23.5%6.0K-210.5K-1.6K0.0214.45N/AN/A31068,960173
2024-04-02$1.94$2.5077.1%22.1%58.7%17.9%0.0%0.0%-11.8%7.1K-237.9K-1.8K0.0015.01N/AN/A10809,275172
2024-04-03$2.08$2.5064.0%18.4%63.3%12.7%78.3%0.0%-9.6%22.1K-402.7K-2.4K0.0213.47N/AN/A561109,349172
2024-04-04$1.98$2.5056.6%19.8%65.7%9.7%81.1%0.0%-15.2%8.2K-286.1K-2.1K0.0459.10N/AN/A336159,867185
2024-04-05$2.04$2.5065.5%17.3%65.4%13.3%73.1%0.0%-10.9%9.1K-300.9K-2.1K0.0058.95N/AN/A10409,839191
2024-04-08$2.00$2.5069.2%22.2%64.0%14.7%88.2%0.0%-18.8%8.7K-280.2K-2.1K0.0060.91N/AN/A21309,894191
2024-04-09$2.00$2.5084.3%21.7%57.0%20.8%83.2%0.0%-17.9%9.0K-295.3K-2.2K0.0157.12N/AN/A7719,969191
2024-04-10$1.94$2.5046.9%13.5%55.3%5.8%0.0%0.0%29.5%8.0K-280.1K-2.0K0.0256.67N/AN/A5119,994192
2024-04-11$2.04$2.5065.3%18.7%57.2%13.2%0.0%0.0%-17.5%9.6K-314.0K-2.2K0.0058.01N/AN/A1209,980191
2024-04-12$1.98$2.5071.3%20.4%56.4%15.6%86.2%0.0%-20.0%8.9K-303.3K-2.2K0.0256.27N/AN/A22959,986191
2024-04-15$1.96$2.5066.7%19.1%56.0%13.5%91.2%0.0%17.0%8.6K-261.3K-2.0K0.0457.62N/AN/A52210,098186
2024-04-16$1.94$2.5051.1%14.7%54.1%7.2%0.0%0.0%22.3%8.1K-252.9K-1.9K0.0057.09N/AN/A74010,100187
2024-04-17$1.92$2.5050.6%14.5%51.2%7.0%54.9%0.0%26.3%7.4K-268.1K-2.0K1.2257.88N/AN/A91110,142187
2024-04-18$1.90$2.5049.7%14.3%48.5%6.7%51.0%0.0%0.0%7.6K-226.0K-1.9K0.0257.90N/AN/A66110,151196
2024-04-19$1.94$2.5046.2%13.2%48.9%5.3%0.0%0.0%34.3%7.9K-236.6K-1.9K0.0055.61N/AN/A604010,192197
2024-04-22$1.90$2.5061.4%17.6%48.9%11.4%70.6%0.0%21.0%8.1K-233.8K-1.8K0.0158.93N/AN/A8815,892126
2024-04-23$1.98$2.5053.4%15.3%51.1%8.1%59.3%0.0%-7.8%8.7K-268.9K-1.9K0.1257.49N/AN/A85105,928127
2024-04-24$1.98$2.5054.5%15.6%51.1%8.6%73.2%0.0%30.8%8.9K-281.5K-2.0K0.2457.93N/AN/A51125,985137
2024-04-25$2.09$2.5048.5%13.9%52.5%6.2%55.5%0.0%24.0%11.4K-356.6K-2.2K0.0058.21N/AN/A35916,029148
2024-04-26$2.16$2.5052.2%15.0%50.9%7.7%0.0%0.0%34.9%12.7K-388.3K-2.4K0.5668.07N/AN/A91516,244149
2024-04-29$2.13$2.5048.5%13.9%51.4%6.2%0.0%0.0%20.4%12.1K-386.4K-2.4K0.0058.48N/AN/A1,58806,302200
2024-04-30$2.04$2.5059.6%17.1%53.8%10.7%0.0%0.0%14.2%12.8K-329.1K-2.4K0.5757.58N/AN/A747,480201