GROY Options History — December 2024

In December 2024, GROY traded between $1.17 and $1.33. ATM implied volatility averaged 71.5%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 34.1% (HV 20d: 37.4%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.43.

Notable Days

  • 2024-12-20: Highest Volume — 1,054 contracts
  • 2024-12-19: Largest IV spike — 189.7% change
  • 2024-12-19: Highest IV Rank — 65.6%
  • 2024-12-19: Largest Expected Move — 52.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.23$1.17$1.33$1.25$1.20
Max Pain$1.07$1.00$1.50$1.50$1.00
ATM IV71.5%37.4%182.3%71.0%66.3%
Expected Move18.3%10.7%52.2%20.4%19.0%
HV 20d37.4%30.7%43.8%43.8%37.9%
HV 60d39.8%37.4%44.0%43.6%38.3%
IV Rank15.6%0.5%65.6%15.0%13.5%
IV Percentile37.4%0.4%97.6%40.9%40.1%
Term Structure11.1%-23.5%64.9%-7.8%11.8%
VWIV62.2%37.9%101.1%59.4%66.6%
Skew 25d17.5%-14.9%198.5%-10.8%0.4%
Skew 10d16.6%-3.1%126.4%-0.5%-0.3%
Call IV 25d52.6%32.2%80.4%80.4%67.0%
Put IV 25d70.1%46.4%251.4%69.6%67.3%
Bid-Ask Spread %39.5820.5585.0644.9626.20
Gamma HHI0.470.420.540.480.48
Net GEX7.8K6.8K9.1K7.4K8.1K
Net DEX-390.7K-472.7K-344.9K-371.6K-353.9K
Net VEX-1.8K-2.0K-1.6K-1.8K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.0023.510.151.00
Total Volume188.619271,05415762
Total OI15,240.85714,64515,68314,64515,540

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$1.25$1.5071.0%20.4%43.8%15.0%59.4%-10.8%-7.8%7.4K-371.6K-1.8K0.1544.96N/AN/A1362113,744901
2024-12-03$1.27$1.5062.3%17.9%43.8%11.2%0.0%17.3%-22.1%7.4K-429.1K-1.9K0.0351.91N/AN/A117313,871921
2024-12-04$1.27$1.5064.2%18.4%43.3%12.1%0.0%17.7%-23.5%7.4K-437.9K-2.0K0.0047.07N/AN/A1,018214,016924
2024-12-05$1.23$1.0082.0%13.8%41.2%19.8%51.2%5.5%14.9%7.6K-381.8K-1.8K1.2224.97N/AN/A415014,036926
2024-12-06$1.23$1.0084.9%14.0%32.2%21.0%0.0%5.5%-0.9%7.6K-381.2K-1.8K0.0053.22N/AN/A44014,075976
2024-12-09$1.27$1.0077.3%11.9%35.0%17.7%0.0%9.6%28.7%7.8K-432.7K-1.9K0.0130.20N/AN/A108114,111976
2024-12-10$1.27$1.0097.3%12.0%30.7%26.4%61.9%9.7%28.5%7.9K-427.2K-1.9K0.1731.66N/AN/A1362314,161977
2024-12-11$1.33$1.0037.4%10.7%35.0%0.5%37.9%20.6%29.7%9.1K-472.7K-1.9K0.0022.12N/AN/A27014,169963
2024-12-12$1.27$1.0043.0%12.3%38.3%2.9%64.4%9.8%30.2%7.7K-421.3K-1.9K0.0248.20N/AN/A65114,181963
2024-12-13$1.25$1.0050.8%14.6%38.3%6.5%0.0%7.0%11.2%7.6K-408.7K-1.9K0.0670.94N/AN/A31214,245964
2024-12-16$1.25$1.0053.1%15.2%38.0%7.6%0.0%11.3%9.6%7.8K-420.4K-1.9K0.0022.81N/AN/A28014,252959
2024-12-17$1.23$1.0056.9%16.3%34.0%9.2%0.0%1.1%-6.5%7.3K-396.1K-1.8K0.0071.14N/AN/A83014,265958
2024-12-18$1.19$1.0062.9%18.0%35.4%11.9%76.2%-5.3%-15.1%7.8K-344.9K-1.7K0.0321.69N/AN/A3881014,305958
2024-12-19$1.19$1.00182.3%52.2%35.2%65.6%101.1%198.5%64.9%8.4K-372.0K-1.9K1.3946.67N/AN/A385314,642968
2024-12-20$1.19$1.0087.7%25.2%35.2%23.1%57.1%58.9%33.6%8.1K-358.9K-1.8K23.5185.06N/AN/A431,01114,6731,010
2024-12-23$1.17$1.0070.9%20.3%35.2%15.6%44.9%-14.9%-16.0%7.8K-351.5K-1.8K1.6529.91N/AN/A203314,453996
2024-12-24$1.17$1.0072.6%20.8%35.2%16.3%66.8%15.9%7.8%7.8K-348.8K-1.7K0.0023.81N/AN/A51014,470989
2024-12-26$1.22$1.0069.1%19.8%38.8%14.7%0.0%7.3%-4.3%8.5K-383.7K-1.8K0.5629.58N/AN/A543014,488989
2024-12-27$1.19$1.0061.2%17.6%39.6%11.2%58.3%-3.4%11.9%7.5K-363.6K-1.7K0.2928.49N/AN/A1384014,5321,019
2024-12-30$1.19$1.0047.8%13.7%39.0%5.1%0.0%5.3%45.6%6.8K-346.1K-1.6K0.0220.55N/AN/A52114,4721,020
2024-12-31$1.20$1.0066.3%19.0%37.9%13.5%66.6%0.4%11.8%8.1K-353.9K-1.6K1.0026.20N/AN/A313114,5191,021