GROY Options History — May 2024

In May 2024, GROY traded between $1.48 and $2.06. ATM implied volatility averaged 102.8%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 49.2% (HV 20d: 53.7%). 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 10 of 22 days. Put/call ratio averaged 0.05.

Notable Days

  • 2024-05-28: Highest Volume — 1,976 contracts
  • 2024-05-28: Largest IV spike — 249.5% change
  • 2024-05-14: Highest IV Rank — 91.1%
  • 2024-05-28: Largest Expected Move — 65.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.84$1.48$2.06$2.02$1.60
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV102.8%44.7%258.8%59.7%94.0%
Expected Move20.4%11.8%65.8%17.1%27.0%
HV 20d53.7%42.1%88.7%47.7%88.7%
HV 60d60.3%53.2%68.2%65.5%68.2%
IV Rank27.6%4.5%91.1%10.7%22.2%
IV Percentile48.1%2.0%99.2%16.7%50.8%
Term Structure-0.8%-73.7%35.1%17.3%-28.5%
VWIV110.6%39.9%380.9%180.3%108.2%
Bid-Ask Spread %72.6518.49122.97102.5856.37
Gamma HHI0.970.930.990.970.99
Net GEX9.8K3.2K15.7K12.7K5.8K
Net DEX-258.7K-405.6K-101.4K-356.1K-153.1K
Net VEX-2.0K-2.6K-1.1K-2.5K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.330.050.06
Total Volume240.13651,97641151
Total OI8,5747,68511,1077,68511,107

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$2.02$2.5059.7%17.1%47.7%10.7%180.3%0.0%17.3%12.7K-356.1K-2.5K0.05102.58N/AN/A3927,481204
2024-05-02$2.00$2.5060.4%17.3%44.4%11.0%0.0%0.0%-73.7%12.6K-359.4K-2.5K0.0118.49N/AN/A13217,528205
2024-05-03$1.90$2.50100.0%28.7%46.6%27.0%130.0%0.0%14.3%10.7K-290.7K-2.2K0.3365.25N/AN/A1557,578202
2024-05-06$1.88$2.50111.3%14.5%46.3%31.5%51.3%0.0%19.5%10.4K-302.9K-2.2K0.0085.08N/AN/A507,582202
2024-05-07$1.83$2.50144.8%11.8%47.0%45.1%39.9%0.0%31.0%9.7K-293.5K-2.1K0.2354.29N/AN/A62147,592202
2024-05-08$1.87$2.50133.3%16.3%46.8%40.3%53.6%0.0%21.3%9.8K-291.5K-2.2K0.0656.79N/AN/A1817,636216
2024-05-09$1.85$2.50139.7%16.5%42.7%42.9%0.0%0.0%35.1%9.6K-273.1K-2.1K0.0056.01N/AN/A10107,655217
2024-05-10$1.81$2.50115.7%15.6%42.1%33.2%123.3%0.0%32.4%9.3K-259.3K-2.0K0.0358.06N/AN/A12547,717217
2024-05-13$1.79$2.50169.5%17.8%42.2%55.0%62.0%0.0%-25.7%8.1K-163.5K-1.6K0.1255.77N/AN/A183227,816218
2024-05-14$1.79$2.50258.8%16.0%42.1%91.1%63.2%0.0%33.7%9.3K-264.4K-2.0K0.0057.30N/AN/A55418,001221
2024-05-15$1.87$2.5048.8%14.0%45.3%6.2%53.1%0.0%-11.2%8.3K-160.7K-1.5K0.0184.43N/AN/A19218,528216
2024-05-16$1.85$2.5054.6%15.7%45.3%8.5%0.0%0.0%-11.9%10.2K-205.9K-1.8K0.05122.97N/AN/A6238,600215
2024-05-17$1.98$2.5050.2%14.4%51.1%6.8%0.0%0.0%-0.8%13.7K-257.3K-2.1K0.0060.32N/AN/A13308,607216
2024-05-20$2.06$2.5044.7%12.8%52.1%4.5%0.0%0.0%28.1%15.7K-405.6K-2.6K0.0061.81N/AN/A33008,005198
2024-05-21$1.98$2.5053.3%15.3%52.4%8.0%0.0%0.0%27.6%13.9K-391.3K-2.6K0.0861.67N/AN/A133108,254198
2024-05-22$1.92$2.5063.5%18.2%53.5%12.1%80.7%0.0%-13.3%11.1K-224.8K-1.9K0.05110.12N/AN/A4128,386208
2024-05-23$1.90$2.5063.6%18.2%49.4%12.2%0.0%0.0%-14.2%11.4K-388.8K-2.5K0.00105.45N/AN/A3908,418210
2024-05-24$1.92$2.5065.7%18.8%47.7%10.4%0.0%0.0%-14.4%11.0K-243.9K-2.0K0.00109.91N/AN/A6808,440210
2024-05-28$1.58$2.50229.5%65.8%82.4%78.6%380.9%0.0%-25.3%3.2K-101.4K-1.1K0.0381.45N/AN/A1,925518,446210
2024-05-29$1.52$2.50101.4%29.1%82.2%25.3%0.0%0.0%-28.2%4.7K-147.3K-1.6K0.0167.22N/AN/A558310,191250
2024-05-30$1.48$2.5099.4%28.5%82.3%24.5%108.2%0.0%-30.8%4.6K-156.9K-1.7K0.0066.87N/AN/A296110,572253
2024-05-31$1.60$2.5094.0%27.0%88.7%22.2%0.0%0.0%-28.5%5.8K-153.1K-1.8K0.0656.37N/AN/A142910,853254