GROY Options History — June 2024

In June 2024, GROY traded between $1.37 and $1.60. ATM implied volatility averaged 106.5%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 25.1% (HV 20d: 81.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.06.

Notable Days

2024-06-13: Highest Volume — 717 contracts
2024-06-12: Largest IV drop — 41.9% change
2024-06-11: Highest IV Rank — 44.1%
2024-06-28: Largest Expected Move — 32.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.46	$1.37	$1.60	$1.58	$1.40
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	106.5%	78.2%	146.6%	99.0%	114.7%
Expected Move	27.5%	20.9%	32.9%	28.4%	32.9%
HV 20d	81.4%	50.0%	91.2%	87.5%	50.0%
HV 60d	64.7%	61.8%	68.1%	68.1%	61.8%
IV Rank	27.4%	15.6%	44.1%	24.3%	30.8%
IV Percentile	60.9%	32.5%	87.7%	54.4%	73.0%
Term Structure	3.2%	-40.0%	141.6%	-34.1%	-18.4%
VWIV	158.9%	109.8%	283.4%	190.1%	112.8%
Bid-Ask Spread %	59.31	54.38	70.26	57.87	62.08
Gamma HHI	0.98	0.97	1.00	0.97	1.00
Net GEX	4.1K	2.2K	7.0K	6.0K	2.7K
Net DEX	-131.9K	-210.9K	-60.6K	-210.6K	-70.2K
Net VEX	-1.5K	-2.1K	-904	-2.1K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.55	0.01	0.00
Total Volume	135.263	2	717	96	86
Total OI	11,982.947	11,182	12,635	11,182	12,395

Daily Data (19 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
2024-06-03	$1.58	$2.50	99.0%	28.4%	87.5%	24.3%	190.1%	0.0%	-34.1%	6.0K	-210.6K	-2.1K	0.01	57.87	N/A	N/A	95	1	10,933	249
2024-06-04	$1.54	$2.50	108.6%	31.1%	87.7%	28.3%	120.2%	0.0%	-37.7%	5.4K	-180.8K	-1.9K	0.04	57.86	N/A	N/A	45	2	11,014	248
2024-06-05	$1.54	$2.50	111.8%	32.1%	87.5%	29.6%	283.4%	0.0%	-40.0%	5.5K	-183.4K	-2.0K	0.01	57.28	N/A	N/A	222	2	11,047	249
2024-06-06	$1.60	$2.50	118.5%	20.9%	88.5%	32.4%	0.0%	0.0%	8.7%	7.0K	-210.9K	-2.1K	0.00	59.07	N/A	N/A	114	0	11,251	249
2024-06-07	$1.50	$2.50	127.0%	28.8%	90.7%	36.0%	136.7%	0.0%	14.5%	5.6K	-191.4K	-2.0K	0.14	68.93	N/A	N/A	84	12	11,323	249
2024-06-10	$1.52	$2.50	145.9%	22.5%	91.0%	43.8%	0.0%	0.0%	12.2%	5.2K	-180.6K	-1.9K	0.00	70.26	N/A	N/A	37	0	11,367	261
2024-06-11	$1.48	$2.50	146.6%	24.1%	91.2%	44.1%	0.0%	0.0%	18.3%	2.3K	-67.3K	-904	0.00	67.98	N/A	N/A	8	0	11,403	261
2024-06-12	$1.48	$2.50	85.1%	24.4%	91.2%	18.5%	0.0%	0.0%	15.0%	5.4K	-195.6K	-1.9K	0.00	57.02	N/A	N/A	357	0	11,407	215
2024-06-13	$1.48	$2.50	78.2%	22.4%	89.1%	15.6%	0.0%	0.0%	14.3%	5.6K	-207.6K	-2.1K	0.00	57.07	N/A	N/A	717	0	11,716	215
2024-06-14	$1.46	$2.50	86.0%	24.7%	89.1%	18.9%	0.0%	0.0%	11.8%	5.5K	-176.5K	-1.9K	0.00	58.11	N/A	N/A	536	0	11,757	215
2024-06-17	$1.42	$2.50	95.1%	27.3%	84.1%	22.7%	0.0%	0.0%	8.3%	2.2K	-75.5K	-1.0K	0.00	59.41	N/A	N/A	4	0	12,284	215
2024-06-18	$1.40	$2.50	94.8%	27.2%	81.5%	22.5%	0.0%	0.0%	8.2%	2.3K	-60.6K	-970	0.00	56.75	N/A	N/A	34	0	12,286	215
2024-06-20	$1.44	$2.50	92.3%	26.5%	82.8%	21.5%	0.0%	0.0%	49.3%	4.5K	-134.9K	-1.6K	0.00	55.88	N/A	N/A	116	0	12,335	215
2024-06-21	$1.46	$2.50	95.9%	27.5%	83.2%	23.0%	109.8%	0.0%	141.6%	2.6K	-83.2K	-1.1K	0.00	56.60	N/A	N/A	0	2	12,420	215
2024-06-24	$1.38	$2.50	103.0%	29.5%	84.6%	26.0%	0.0%	0.0%	-29.7%	2.4K	-80.3K	-1.0K	0.33	56.75	N/A	N/A	3	1	12,132	216
2024-06-25	$1.38	$2.50	105.1%	30.1%	84.2%	26.8%	0.0%	0.0%	-31.1%	2.3K	-63.1K	-916	0.00	56.75	N/A	N/A	34	0	12,132	217
2024-06-26	$1.37	$2.50	105.9%	30.4%	51.5%	27.2%	112.8%	0.0%	-32.8%	2.5K	-66.3K	-1.0K	0.55	54.38	N/A	N/A	33	18	12,163	217
2024-06-27	$1.38	$2.50	109.7%	31.4%	50.3%	28.7%	0.0%	0.0%	-17.3%	2.5K	-67.2K	-970	0.00	56.75	N/A	N/A	7	0	12,182	208
2024-06-28	$1.40	$2.50	114.7%	32.9%	50.0%	30.8%	0.0%	0.0%	-18.4%	2.7K	-70.2K	-1.0K	0.00	62.08	N/A	N/A	86	0	12,188	207