GROY Options History — January 2025

In January 2025, GROY traded between $1.21 and $1.31. ATM implied volatility averaged 109.1%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 75.0% (HV 20d: 34.1%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.10.

Notable Days

  • 2025-01-31: Highest Volume — 934 contracts
  • 2025-01-13: Largest IV spike — 45.0% change
  • 2025-01-13: Highest IV Rank — 58.1%
  • 2025-01-31: Largest Expected Move — 39.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.23$1.21$1.31$1.25$1.31
Max Pain$2.35$1.00$2.50$1.00$2.50
ATM IV109.1%77.9%165.7%77.9%138.5%
Expected Move28.6%22.3%39.7%22.3%39.7%
HV 20d34.1%27.4%40.4%40.4%32.1%
HV 60d38.4%36.9%39.6%39.3%38.3%
IV Rank32.7%18.7%58.1%18.7%45.9%
IV Percentile73.8%52.8%95.6%52.8%89.3%
Term Structure-26.0%-40.0%-2.0%-2.0%-38.2%
VWIV142.8%70.0%215.5%215.5%70.0%
Skew 25d-12.2%-31.8%20.8%13.6%-2.1%
Skew 10d20.1%-19.4%175.1%-0.0%25.9%
Call IV 25d61.4%52.0%67.8%65.2%57.0%
Put IV 25d49.3%33.3%86.9%78.9%54.9%
Bid-Ask Spread %57.555.3486.8114.7362.16
Gamma HHI0.530.490.590.520.59
Net GEX8.3K7.0K9.4K9.1K9.3K
Net DEX-415.9K-493.3K-380.3K-411.1K-493.3K
Net VEX-1.8K-2.0K-1.7K-1.7K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.710.000.00
Total Volume195.151993430934
Total OI12,973.259,05216,79215,5949,060

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$1.25$1.0077.9%22.3%40.4%18.7%215.5%13.6%-2.0%9.1K-411.1K-1.7K0.0014.73N/AN/A30014,5431,051
2025-01-03$1.25$1.0080.7%23.1%40.4%19.9%0.0%20.8%-4.0%9.4K-423.4K-1.8K0.0029.91N/AN/A276014,5601,051
2025-01-06$1.23$2.5095.8%25.2%39.1%26.7%0.0%-11.3%-19.0%8.8K-397.5K-1.7K0.0085.15N/AN/A48014,5631,051
2025-01-07$1.21$2.50104.8%24.8%39.6%30.8%0.0%-14.2%-10.8%8.6K-380.3K-1.7K0.0784.04N/AN/A84614,5941,051
2025-01-08$1.23$2.50105.9%25.8%38.2%31.3%0.0%-7.9%-20.1%8.5K-408.8K-1.7K0.7082.71N/AN/A876114,6061,055
2025-01-10$1.25$2.50114.2%26.9%38.7%35.0%0.0%-4.4%-40.0%7.0K-420.3K-1.7K0.0086.81N/AN/A874014,6921,056
2025-01-13$1.21$2.50165.7%29.5%36.1%58.1%0.0%-14.8%-38.0%7.3K-406.7K-1.8K0.1285.61N/AN/A17215,2191,056
2025-01-14$1.21$2.50153.5%27.0%32.6%52.7%0.0%-19.1%-15.2%7.3K-397.5K-1.8K0.0083.23N/AN/A418015,2261,058
2025-01-15$1.23$2.5085.8%24.6%32.8%22.3%0.0%-15.1%-24.8%8.1K-437.2K-1.9K0.0182.45N/AN/A138115,6281,058
2025-01-16$1.21$2.5081.2%23.3%33.3%20.2%70.0%-19.3%-23.2%7.9K-425.9K-2.0K0.2383.94N/AN/A30715,7331,059
2025-01-17$1.21$2.5097.9%28.1%32.8%27.7%0.0%-15.4%-24.0%8.0K-433.3K-1.9K0.0983.23N/AN/A1131015,7651,014
2025-01-21$1.23$2.50106.7%30.6%31.0%31.6%0.0%-14.4%-27.0%8.1K-423.7K-2.0K0.005.34N/AN/A15808,413763
2025-01-22$1.21$2.50105.5%30.3%31.7%31.1%0.0%-31.8%-28.6%8.5K-389.7K-1.9K0.715.87N/AN/A14108,513763
2025-01-23$1.21$2.50107.3%30.8%31.7%31.9%0.0%-20.4%-29.7%8.1K-401.4K-2.0K0.005.38N/AN/A6608,522773
2025-01-24$1.23$2.5098.3%28.2%31.4%27.8%0.0%-11.9%-30.3%8.6K-423.4K-2.0K0.0053.07N/AN/A21318,563773
2025-01-27$1.21$2.50115.4%33.1%32.1%35.5%0.0%-19.9%-34.9%8.4K-386.6K-1.8K0.0154.03N/AN/A10118,485774
2025-01-28$1.21$2.50117.7%33.8%28.4%36.6%0.0%-20.1%-36.5%8.2K-384.0K-1.8K0.0054.03N/AN/A2908,386775
2025-01-29$1.23$2.50108.1%31.0%27.4%32.3%0.0%-27.6%-37.4%8.1K-412.0K-1.8K0.0054.11N/AN/A14108,386775
2025-01-30$1.29$2.50121.8%34.9%31.9%38.4%0.0%-8.2%-37.0%9.1K-462.2K-1.8K0.0055.22N/AN/A3308,277775
2025-01-31$1.31$2.50138.5%39.7%32.1%45.9%0.0%-2.1%-38.2%9.3K-493.3K-1.8K0.0062.16N/AN/A93408,285775