GROY Options History — November 2024 In November 2024, GROY traded between $1.27 and $1.44. ATM implied volatility averaged 67.6%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 24.4% (HV 20d: 43.2%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2024-11-07 : Highest Volume — 281 contracts2024-11-11 : Largest IV spike — 128.3% change2024-11-11 : Highest IV Rank — 58.4%2024-11-01 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.33 $1.27 $1.44 $1.44 $1.29 Max Pain $1.40 $1.00 $1.50 $1.50 $1.50 ATM IV 67.6% 39.7% 171.3% 74.3% 46.3% Expected Move 14.6% 10.7% 21.3% 21.3% 13.3% HV 20d 43.2% 33.0% 48.2% 33.0% 43.0% HV 60d 43.0% 39.7% 44.2% 40.2% 43.6% IV Rank 13.6% 1.5% 58.4% 16.4% 4.3% IV Percentile 28.2% 0.4% 96.0% 37.7% 7.5% Term Structure 7.3% -36.4% 30.2% -19.6% -16.8% VWIV 106.4% 41.0% 485.5% 123.9% 485.5% Skew 25d 6.5% -33.7% 22.0% 6.5% 12.3% Skew 10d -10.4% -113.7% 24.4% 24.4% 9.9% Call IV 25d 53.0% 34.7% 93.8% 80.3% 51.4% Put IV 25d 59.4% 50.2% 86.8% 86.8% 63.7% Bid-Ask Spread % 55.98 27.31 76.76 76.76 59.36 Gamma HHI 0.41 0.34 0.52 0.36 0.52 Net GEX 8.9K 7.4K 12.6K 10.9K 7.8K Net DEX -486.8K -654.2K -398.3K -609.5K -443.2K Net VEX -2.1K -2.5K -1.8K -2.3K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 5.50 0.00 0.00 Total Volume 132.2 36 281 243 139 Total OI 14,424.85 13,763 14,812 14,174 14,622
Daily Data (20 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 2024-11-01 $1.44 $1.50 74.3% 21.3% 33.0% 16.4% 123.9% 6.5% -19.6% 10.9K -609.5K -2.3K 0.00 76.76 N/A N/A 242 1 13,301 873 2024-11-04 $1.40 $1.50 116.5% 20.6% 34.7% 34.7% 0.0% -0.4% -15.2% 10.3K -603.6K -2.3K 0.00 27.31 N/A N/A 59 0 13,534 874 2024-11-05 $1.42 $1.50 62.8% 12.1% 33.9% 11.5% 45.1% 3.6% 11.9% 11.3K -601.5K -2.3K 0.02 49.39 N/A N/A 111 2 13,589 875 2024-11-06 $1.35 $1.50 61.3% 12.1% 38.8% 10.8% 41.0% 2.4% 22.0% 10.1K -514.7K -2.2K 0.01 71.53 N/A N/A 93 1 13,694 878 2024-11-07 $1.44 $1.50 70.8% 14.9% 44.5% 14.9% 0.0% 5.2% 24.0% 12.6K -654.2K -2.5K 0.08 34.01 N/A N/A 261 20 13,728 879 2024-11-08 $1.42 $1.50 75.0% 10.7% 44.8% 16.7% 0.0% 7.2% 19.0% 11.1K -590.9K -2.2K 0.00 45.50 N/A N/A 240 0 13,756 899 2024-11-11 $1.35 $1.50 171.3% 14.2% 47.8% 58.4% 55.1% -2.0% 16.7% 8.3K -463.0K -2.0K 0.27 54.04 N/A N/A 103 28 13,616 899 2024-11-12 $1.33 $1.00 130.0% 16.6% 48.0% 40.6% 46.8% -33.7% 14.6% 8.0K -455.0K -2.0K 0.61 65.88 N/A N/A 33 20 13,701 927 2024-11-13 $1.31 $1.00 62.5% 17.9% 48.2% 11.4% 0.0% -8.6% 19.0% 8.4K -466.1K -2.1K 0.03 67.79 N/A N/A 60 2 13,733 947 2024-11-14 $1.29 $1.00 44.1% 12.6% 47.9% 3.4% 0.0% 15.7% -9.4% 8.6K -444.0K -2.1K 5.50 65.45 N/A N/A 20 110 13,748 936 2024-11-15 $1.27 $1.00 43.6% 12.5% 44.8% 3.2% 48.2% 12.8% 22.4% 7.8K -425.2K -1.9K 1.30 51.18 N/A N/A 23 30 13,776 1,036 2024-11-18 $1.33 $1.50 40.2% 11.5% 47.2% 1.7% 0.0% 22.0% 30.2% 8.3K -461.9K -2.0K 0.79 47.21 N/A N/A 144 114 13,029 734 2024-11-19 $1.31 $1.50 39.7% 11.4% 45.7% 1.5% 0.0% 16.6% 27.7% 7.6K -459.5K -2.1K 0.00 63.11 N/A N/A 126 0 13,164 838 2024-11-20 $1.29 $1.50 48.2% 13.8% 44.4% 5.1% 0.0% 16.8% 1.6% 8.1K -443.0K -2.0K 0.00 58.10 N/A N/A 106 0 13,290 838 2024-11-21 $1.29 $1.50 49.0% 14.1% 44.4% 5.5% 93.7% 17.0% 25.1% 8.5K -434.0K -2.0K 0.03 50.80 N/A N/A 35 1 13,385 838 2024-11-22 $1.27 $1.50 48.7% 14.0% 44.4% 5.4% 0.0% 10.1% 27.3% 7.5K -421.0K -2.1K 0.07 58.18 N/A N/A 140 10 13,395 837 2024-11-25 $1.27 $1.50 51.5% 14.8% 44.4% 6.6% 56.6% 14.6% -0.8% 8.5K -429.1K -2.0K 0.45 50.47 N/A N/A 150 67 13,425 848 2024-11-26 $1.27 $1.50 63.0% 18.1% 42.6% 11.6% 68.3% -3.6% -36.4% 7.4K -398.3K -1.8K 0.19 74.28 N/A N/A 63 12 13,562 915 2024-11-27 $1.27 $1.50 53.7% 15.4% 42.2% 7.5% 485.5% 15.2% -16.2% 7.4K -418.3K -1.9K 0.03 49.32 N/A N/A 76 2 13,651 927 2024-11-29 $1.29 $1.50 46.3% 13.3% 43.0% 4.3% 0.0% 12.3% -16.8% 7.8K -443.2K -1.9K 0.00 59.36 N/A N/A 139 0 13,721 901
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