GROY Options History — August 2024

In August 2024, GROY traded between $1.21 and $1.38. ATM implied volatility averaged 106.1%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 50.0% (HV 20d: 56.1%). Max pain ranged from $0.50 to $2.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 10.80.

Notable Days

  • 2024-08-14: Highest Volume — 969 contracts
  • 2024-08-05: Largest IV spike — 71.8% change
  • 2024-08-06: Highest IV Rank — 89.9%
  • 2024-08-05: Largest Expected Move — 82.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.32$1.21$1.38$1.38$1.31
Max Pain$1.64$0.50$2.50$2.50$1.50
ATM IV106.1%42.1%256.5%146.0%58.9%
Expected Move25.4%12.1%82.2%41.8%16.9%
HV 20d56.1%48.5%62.3%48.5%50.1%
HV 60d59.8%47.6%66.5%62.1%47.7%
IV Rank27.2%0.6%89.9%43.8%7.6%
IV Percentile40.7%0.4%98.8%86.5%12.7%
Term Structure-12.2%-63.0%33.0%-55.3%-23.4%
VWIV134.5%42.5%305.8%170.4%51.3%
Skew 25d35.6%-8.9%129.9%-1.4%-0.6%
Skew 10d30.3%-90.8%193.2%193.2%-5.1%
Call IV 25d69.7%39.1%217.1%56.8%67.5%
Put IV 25d105.2%55.5%342.0%55.5%66.9%
Bid-Ask Spread %86.1855.35132.4563.7565.14
Gamma HHI0.670.381.001.000.41
Net GEX3.5K06.5K1.9K6.5K
Net DEX-142.0K-325.3K39.8K16.9K-313.8K
Net VEX-999-2.0K-10-376-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.800.00117.860.059.17
Total Volume281.13619694161
Total OI12,416.81810,37614,50910,47514,509

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$1.38$2.50146.0%41.8%48.5%43.8%170.4%0.0%-55.3%1.9K16.9K-3760.0563.75N/AN/A39210,169306
2024-08-02$1.31$2.50139.7%40.1%48.8%41.3%0.0%0.0%-63.0%139.8K-110.0055.35N/AN/A60010,207304
2024-08-05$1.21$2.50240.1%82.2%54.9%83.0%0.0%0.0%-17.5%017.2K-100.05109.93N/AN/A2091010,267142
2024-08-06$1.27$2.50256.5%67.8%58.5%89.9%0.0%0.0%-17.0%019.3K-100.00101.14N/AN/A228010,232152
2024-08-07$1.21$2.50212.5%25.2%58.9%71.6%0.0%0.0%-18.4%3.3K-126.2K-1.3K0.0083.23N/AN/A0110,224152
2024-08-08$1.25$2.50129.8%23.9%59.4%37.1%0.0%-1.4%-19.1%2.1K-17.9K-505117.86132.45N/AN/A782510,224153
2024-08-09$1.25$2.50161.8%63.9%59.5%50.4%0.0%124.9%-5.2%2.2K-30.0K-72498.33119.08N/AN/A659010,228978
2024-08-12$1.31$2.50181.4%12.4%62.3%58.6%133.8%56.0%-11.9%1.8K-16.1K-5630.0088.55N/AN/A266110,2661,560
2024-08-13$1.33$0.50210.6%12.8%60.6%70.8%46.8%129.9%-11.7%1.9K-40.5K-5960.0084.83N/AN/A346010,5341,561
2024-08-14$1.29$0.5059.5%17.1%55.3%7.8%0.0%-8.9%-13.2%3.2K-68.4K-8140.00114.95N/AN/A968110,8761,560
2024-08-15$1.31$0.5045.1%12.9%55.2%1.8%247.4%119.4%33.0%2.5K-127.6K-5480.0289.70N/AN/A197311,6141,561
2024-08-16$1.35$1.0069.7%20.0%56.5%12.1%0.0%54.7%-8.8%4.2K-169.2K-1.1K0.40112.16N/AN/A251011,8061,563
2024-08-19$1.38$1.0042.1%12.1%56.9%0.6%305.8%24.7%-1.2%3.6K-154.9K-8150.0685.61N/AN/A5883411,721662
2024-08-20$1.38$1.0042.8%12.3%56.7%0.8%0.0%9.5%17.4%5.2K-228.4K-1.5K0.1180.13N/AN/A931012,307696
2024-08-21$1.38$1.0043.4%12.5%55.8%1.1%42.5%9.6%-1.9%4.3K-205.9K-1.1K0.0169.00N/AN/A543512,380706
2024-08-22$1.35$1.5060.0%17.2%56.3%8.0%0.0%-5.7%-31.6%5.1K-260.5K-1.6K0.0090.92N/AN/A61012,923711
2024-08-23$1.38$1.5045.0%12.9%56.9%1.8%78.4%9.9%-2.7%6.0K-325.3K-1.9K0.0083.17N/AN/A49012,968710
2024-08-26$1.35$1.5046.4%13.3%57.4%2.4%0.0%5.3%-17.6%5.6K-274.0K-1.6K0.3465.81N/AN/A582013,164710
2024-08-27$1.35$1.5047.3%13.5%57.3%2.7%0.0%28.7%0.7%5.2K-264.2K-1.4K0.0074.98N/AN/A304013,222730
2024-08-28$1.33$1.5047.3%13.6%55.1%2.8%0.0%24.0%-0.3%5.6K-281.5K-1.6K0.0062.35N/AN/A489013,246730
2024-08-29$1.33$1.5048.4%13.9%53.2%3.2%0.0%24.3%-0.8%6.1K-313.4K-1.8K0.3863.84N/AN/A552113,706730
2024-08-30$1.31$1.5058.9%16.9%50.1%7.6%51.3%-0.6%-23.4%6.5K-313.8K-2.0K9.1765.14N/AN/A65513,758751