GROY Options History — October 2024 In October 2024, GROY traded between $1.35 and $1.56. ATM implied volatility averaged 61.4%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 21.9% (HV 20d: 39.5%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.29.
Notable Days 2024-10-28 : Highest Volume — 928 contracts2024-10-09 : Largest IV spike — 93.5% change2024-10-21 : Highest IV Rank — 18.1%2024-10-21 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.43 $1.35 $1.56 $1.35 $1.46 Max Pain $1.48 $1.00 $1.50 $1.50 $1.50 ATM IV 61.4% 36.3% 78.1% 67.3% 71.8% Expected Move 18.3% 13.6% 22.4% 19.3% 20.6% HV 20d 39.5% 30.5% 52.8% 52.7% 33.2% HV 60d 47.1% 40.6% 50.3% 50.2% 40.6% IV Rank 10.5% 0.0% 18.1% 12.0% 15.4% IV Percentile 22.3% 0.0% 38.1% 25.0% 36.5% Term Structure -3.7% -28.3% 27.5% -3.1% -9.3% VWIV 67.4% 50.5% 80.5% 52.9% 71.5% Skew 25d -5.7% -42.2% 33.9% 11.3% 0.9% Skew 10d -13.2% -91.9% 26.8% 2.8% 0.3% Call IV 25d 74.2% 44.9% 96.4% 68.9% 59.3% Put IV 25d 68.5% 54.0% 86.2% 80.1% 60.2% Bid-Ask Spread % 72.68 45.60 114.42 48.96 57.91 Gamma HHI 0.43 0.36 0.55 0.41 0.38 Net GEX 12.3K 8.9K 15.9K 8.9K 11.4K Net DEX -521.5K -717.4K -378.2K -378.2K -640.0K Net VEX -2.3K -2.5K -2.1K -2.2K -2.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.00 2.02 0.25 0.70 Total Volume 230.739 3 928 502 194 Total OI 16,258.739 12,084 18,799 17,081 14,117
Daily Data (23 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 2024-10-01 $1.35 $1.50 67.3% 19.3% 52.7% 12.0% 0.0% 11.3% -3.1% 8.9K -378.2K -2.2K 0.25 48.96 N/A N/A 401 101 15,721 1,360 2024-10-02 $1.37 $1.50 47.5% 13.6% 52.4% 3.3% 52.9% 33.9% 22.1% 12.0K -412.7K -2.2K 0.36 57.52 N/A N/A 220 80 16,490 1,269 2024-10-03 $1.35 $1.50 47.6% 13.6% 52.8% 3.3% 72.9% -22.1% 27.5% 12.1K -421.0K -2.4K 0.04 80.65 N/A N/A 112 4 16,710 1,349 2024-10-04 $1.38 $1.50 51.4% 17.9% 51.4% 4.9% 76.6% -42.2% -12.6% 12.8K -442.8K -2.5K 0.00 97.51 N/A N/A 378 0 16,624 1,352 2024-10-07 $1.38 $1.50 43.9% 16.6% 51.4% 1.6% 65.6% -31.7% -0.7% 13.9K -437.6K -2.3K 0.00 95.69 N/A N/A 62 0 16,899 1,352 2024-10-08 $1.35 $1.50 36.3% 19.2% 51.7% 0.0% 0.0% -29.1% 1.5% 11.4K -408.0K -2.3K 0.00 79.82 N/A N/A 132 0 16,959 1,352 2024-10-09 $1.35 $1.50 70.3% 20.1% 51.6% 14.7% 0.0% -33.0% -9.9% 12.6K -459.1K -2.4K 0.13 84.10 N/A N/A 23 3 17,187 1,352 2024-10-10 $1.38 $1.50 70.7% 20.3% 51.0% 14.9% 71.1% -28.7% -4.6% 13.5K -472.9K -2.4K 0.01 80.61 N/A N/A 200 1 17,201 1,355 2024-10-11 $1.37 $1.50 61.6% 17.7% 37.1% 10.9% 0.0% -36.0% -12.1% 12.9K -448.9K -2.2K 0.00 114.42 N/A N/A 3 0 17,247 1,356 2024-10-14 $1.40 $1.50 64.8% 18.6% 32.4% 12.3% 0.0% -28.5% -4.7% 15.8K -479.8K -2.3K 1.53 85.46 N/A N/A 53 81 17,261 1,354 2024-10-15 $1.40 $1.50 61.7% 17.7% 32.1% 11.0% 63.7% -26.6% -0.3% 15.9K -482.0K -2.3K 0.05 80.42 N/A N/A 196 10 17,304 1,388 2024-10-16 $1.40 $1.50 62.7% 18.0% 32.1% 11.4% 64.8% 3.9% 0.4% 15.7K -481.6K -2.2K 0.27 67.95 N/A N/A 30 8 17,401 1,393 2024-10-17 $1.42 $1.50 65.5% 18.8% 31.7% 12.7% 65.2% -3.6% -28.3% 9.7K -481.3K -2.3K 0.46 67.17 N/A N/A 28 13 17,405 1,394 2024-10-18 $1.48 $1.50 67.7% 19.4% 34.2% 13.6% 71.0% -0.7% -9.7% 10.3K -536.2K -2.3K 0.03 70.82 N/A N/A 557 14 17,417 1,324 2024-10-21 $1.52 $1.50 78.1% 22.4% 34.1% 18.1% 79.3% 20.8% -22.1% 11.1K -610.9K -2.3K 0.00 71.42 N/A N/A 436 0 11,389 695 2024-10-22 $1.56 $1.50 57.2% 16.4% 30.6% 9.0% 0.0% 12.7% -0.8% 12.7K -663.3K -2.3K 0.01 56.68 N/A N/A 126 1 11,729 695 2024-10-23 $1.50 $1.50 64.6% 18.5% 34.6% 12.2% 80.5% 12.3% -6.0% 11.6K -614.4K -2.4K 2.02 82.94 N/A N/A 52 105 11,849 696 2024-10-24 $1.48 $1.50 59.5% 17.1% 33.8% 10.1% 50.5% 3.3% -2.4% 11.3K -558.1K -2.2K 0.37 64.96 N/A N/A 67 25 11,857 800 2024-10-25 $1.48 $1.00 59.9% 17.2% 31.9% 10.2% 57.6% 10.0% -6.5% 10.8K -563.6K -2.1K 0.22 68.52 N/A N/A 230 51 11,920 723 2024-10-28 $1.48 $1.50 75.4% 21.6% 30.5% 16.9% 75.6% 14.3% -6.7% 11.2K -607.9K -2.2K 0.02 57.96 N/A N/A 908 20 12,145 771 2024-10-29 $1.52 $1.50 66.6% 19.1% 31.4% 13.1% 66.6% 14.1% -7.2% 12.5K -717.4K -2.4K 0.03 54.47 N/A N/A 323 9 12,963 791 2024-10-30 $1.48 $1.50 59.6% 17.1% 33.2% 10.1% 59.6% 13.5% 10.5% 12.2K -677.7K -2.4K 0.11 45.60 N/A N/A 45 5 13,238 797 2024-10-31 $1.46 $1.50 71.8% 20.6% 33.2% 15.4% 71.5% 0.9% -9.3% 11.4K -640.0K -2.3K 0.70 57.91 N/A N/A 114 80 13,319 798
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