GROY Options History — July 2024

In July 2024, GROY traded between $1.37 and $1.58. ATM implied volatility averaged 115.6%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 71.1% (HV 20d: 44.4%). 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 1 of 22 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-07-19: Highest Volume — 492 contracts
  • 2024-07-10: Largest IV drop — 40.7% change
  • 2024-07-09: Highest IV Rank — 48.0%
  • 2024-07-09: Largest Expected Move — 47.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.44$1.37$1.58$1.38$1.44
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV115.6%81.4%155.9%121.0%147.2%
Expected Move31.8%23.3%47.6%34.7%42.2%
HV 20d44.4%38.3%50.7%40.0%48.5%
HV 60d62.1%60.8%64.1%61.2%61.6%
IV Rank31.2%17.0%48.0%33.5%44.4%
IV Percentile64.9%31.0%90.5%76.6%87.3%
Term Structure-29.6%-49.2%72.8%-41.8%-49.1%
VWIV111.0%99.6%117.7%99.6%117.7%
Bid-Ask Spread %69.5656.7597.5856.7578.69
Gamma HHI1.000.991.000.991.00
Net GEX3.1K1.6K6.8K2.5K2.8K
Net DEX-68.1K-146.3K20.6K-68.9K-2.3K
Net VEX-1.0K-1.7K-336-976-611
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.004.590.000.00
Total Volume161.5749224137
Total OI11,698.6369,27213,39012,47610,363

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$1.38$2.50121.0%34.7%40.0%33.5%0.0%0.0%-41.8%2.5K-68.9K-9760.0056.75N/AN/A24012,269207
2024-07-02$1.38$2.50124.5%35.7%40.0%34.9%0.0%0.0%-44.3%2.5K-69.4K-9890.0056.75N/AN/A85012,280207
2024-07-03$1.44$2.50123.1%35.3%43.0%34.3%0.0%0.0%-44.0%2.8K-73.4K-9940.0057.39N/AN/A104012,356207
2024-07-05$1.50$2.50127.0%23.3%45.8%36.0%0.0%0.0%-24.0%3.1K-77.2K-1.1K0.0288.99N/AN/A51112,390207
2024-07-08$1.46$2.50152.0%23.4%44.1%46.4%0.0%0.0%-26.9%3.1K-80.3K-1.1K0.0087.90N/AN/A35012,432207
2024-07-09$1.44$2.50155.9%47.6%38.3%48.0%0.0%0.0%-28.2%3.0K-78.8K-1.1K0.0097.58N/AN/A68012,445207
2024-07-10$1.48$2.5092.4%26.5%39.3%21.5%0.0%0.0%-27.7%2.8K-75.2K-1.0K0.0193.58N/AN/A208312,477207
2024-07-11$1.52$2.5081.4%23.3%39.3%17.0%0.0%0.0%-27.4%3.0K-76.2K-1.0K0.0086.94N/AN/A75012,482208
2024-07-12$1.50$2.5088.8%25.4%39.7%20.0%0.0%0.0%-28.7%3.8K-95.5K-1.1K0.0186.69N/AN/A112112,560175
2024-07-15$1.52$2.5094.0%26.9%39.9%22.2%0.0%0.0%-19.7%3.2K-88.1K-1.1K0.0064.60N/AN/A303012,666175
2024-07-16$1.58$2.5084.1%24.1%41.6%18.1%99.6%0.0%-29.7%6.8K-146.3K-1.7K0.1359.07N/AN/A3735012,740175
2024-07-17$1.46$2.50101.1%29.0%49.9%25.2%0.0%0.0%-34.6%3.6K-92.9K-1.2K0.1463.62N/AN/A7113,124225
2024-07-18$1.42$2.5099.8%28.6%50.7%24.6%115.7%0.0%0.0%3.1K-92.8K-1.1K0.0559.35N/AN/A128713,131175
2024-07-19$1.42$2.50101.5%29.1%49.7%25.3%117.7%0.0%-28.8%3.3K-95.8K-1.2K4.5959.35N/AN/A8840413,212178
2024-07-22$1.44$2.50118.1%33.9%49.7%32.2%0.0%0.0%-31.7%3.1K-75.9K-1.2K0.0059.75N/AN/A24708,968304
2024-07-23$1.42$2.5098.8%28.3%45.5%24.2%0.0%0.0%-33.7%3.1K-78.7K-1.2K0.4060.34N/AN/A529,146304
2024-07-24$1.38$2.50107.3%30.8%46.7%27.8%0.0%0.0%-36.6%3.1K-80.7K-1.2K0.0058.32N/AN/A10509,151306
2024-07-25$1.38$2.50120.8%34.6%46.6%33.4%0.0%0.0%72.8%1.6K20.6K-3660.0073.64N/AN/A34909,236306
2024-07-26$1.37$2.50122.6%35.2%46.6%34.1%0.0%0.0%-40.5%2.0K8.6K-4490.0058.74N/AN/A27509,480306
2024-07-29$1.37$2.50143.7%41.2%46.3%42.9%0.0%0.0%-47.1%1.6K19.9K-3360.0064.06N/AN/A1609,774306
2024-07-30$1.38$2.50137.2%39.3%46.1%40.2%0.0%0.0%-49.2%3.6K-98.3K-1.3K0.0158.18N/AN/A28729,790306
2024-07-31$1.44$2.50147.2%42.2%48.5%44.4%0.0%0.0%-49.1%2.8K-2.3K-6110.0078.69N/AN/A137010,057306