GROY Options History — March 2025

In March 2025, GROY traded between $1.33 and $1.56. ATM implied volatility averaged 81.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 31.9% (HV 20d: 49.1%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2025-03-20: Highest Volume — 702 contracts
  • 2025-03-31: Largest IV spike — 70.7% change
  • 2025-03-10: Highest IV Rank — 53.0%
  • 2025-03-13: Largest Expected Move — 48.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.43$1.33$1.56$1.33$1.42
Max Pain$2.25$1.00$2.50$2.50$2.50
ATM IV81.0%37.1%154.1%126.9%76.6%
Expected Move29.2%13.3%48.0%36.4%20.6%
HV 20d49.1%36.6%64.8%48.2%64.8%
HV 60d42.6%37.6%49.4%39.5%49.4%
IV Rank20.1%0.3%53.0%40.7%18.1%
IV Percentile46.2%0.4%94.4%86.1%51.6%
Term Structure-9.1%-49.9%31.5%-42.5%-10.3%
VWIV71.7%53.7%107.7%53.7%107.7%
Skew 25d9.0%-11.3%54.1%-11.3%10.7%
Skew 10d16.1%0.2%83.3%6.3%16.4%
Call IV 25d60.0%31.9%77.0%67.7%77.0%
Put IV 25d69.0%54.0%113.5%56.4%87.7%
Bid-Ask Spread %57.2724.3584.2854.9583.04
Gamma HHI0.620.530.780.530.66
Net GEX15.4K11.4K22.8K11.4K17.3K
Net DEX-735.5K-961.9K-556.3K-556.3K-782.1K
Net VEX-2.1K-2.3K-1.9K-2.1K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.530.070.00
Total Volume190.57187024810
Total OI12,496.04811,42513,64411,42513,644

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$1.33$2.50126.9%36.4%48.2%40.7%0.0%-11.3%-42.5%11.4K-556.3K-2.1K0.0754.95N/AN/A45310,2591,166
2025-03-04$1.38$2.50124.4%35.7%49.7%39.6%0.0%-2.2%-49.9%12.9K-589.1K-2.0K0.0053.27N/AN/A206010,2681,166
2025-03-05$1.40$2.50116.7%33.5%49.7%36.1%0.0%-1.1%-4.1%13.6K-649.5K-2.0K0.0054.48N/AN/A545010,3131,166
2025-03-06$1.38$2.50132.4%38.0%36.7%43.2%0.0%-5.3%0.8%13.2K-648.1K-2.2K0.0055.54N/AN/A63010,8251,166
2025-03-07$1.38$2.50137.0%39.3%36.6%45.2%0.0%-5.3%-7.3%13.5K-649.1K-2.1K0.0055.54N/AN/A8010,8771,166
2025-03-10$1.38$2.50154.1%44.2%36.6%53.0%0.0%-2.2%-4.1%13.2K-650.7K-2.1K0.0153.27N/AN/A168110,8851,166
2025-03-11$1.42$2.5064.0%43.5%38.2%12.4%0.0%51.5%-1.3%13.4K-693.9K-2.0K0.1154.48N/AN/A47510,9121,167
2025-03-12$1.46$2.5062.9%43.0%38.2%12.0%0.0%-0.7%-23.3%13.7K-796.6K-2.3K0.0053.50N/AN/A92010,9461,172
2025-03-13$1.50$2.5074.4%48.0%38.2%17.1%0.0%54.1%-20.7%14.1K-821.1K-2.0K0.0655.92N/AN/A1651010,9581,172
2025-03-14$1.50$2.5061.3%45.4%38.2%11.2%0.0%13.4%-4.8%15.8K-860.4K-2.1K0.0454.76N/AN/A69311,0121,182
2025-03-17$1.56$1.0075.5%13.3%38.8%17.6%53.7%24.9%-24.1%15.2K-961.9K-2.1K0.0635.44N/AN/A142910,9781,179
2025-03-18$1.54$1.0075.7%19.5%38.3%17.7%62.8%14.7%-17.5%13.8K-933.8K-2.3K0.1224.35N/AN/A4535611,0511,188
2025-03-19$1.54$1.0062.2%17.8%36.6%11.6%62.8%5.6%-12.0%15.5K-921.1K-2.2K0.5346.39N/AN/A995211,2561,208
2025-03-20$1.34$0.0069.3%20.9%62.3%14.8%0.0%-8.9%-15.8%13.0K-622.0K-2.0K0.4284.28N/AN/A49520711,3541,260
2025-03-21$1.38$0.0037.1%19.9%62.7%0.3%0.0%30.0%31.5%17.9K-572.2K-1.9K0.0483.51N/AN/A115511,7021,435
2025-03-24$1.42$0.0054.4%19.2%63.5%8.1%0.0%-9.0%-10.9%15.6K-715.7K-2.1K0.0054.48N/AN/A161011,7191,440
2025-03-25$1.44$2.5054.5%19.9%62.1%8.2%107.7%-3.5%-7.1%16.6K-761.9K-2.2K0.1554.61N/AN/A4506711,8291,440
2025-03-26$1.40$2.5041.8%19.0%62.7%2.5%0.0%11.1%13.9%20.0K-656.9K-2.1K0.0554.48N/AN/A83412,1241,477
2025-03-27$1.48$2.5053.9%19.0%63.9%7.9%0.0%7.7%1.8%19.9K-840.8K-2.2K0.0753.50N/AN/A75512,0941,477
2025-03-28$1.44$2.5044.9%18.1%64.8%3.8%0.0%15.3%17.0%22.8K-761.7K-2.1K0.0182.80N/AN/A83112,1451,473
2025-03-31$1.42$2.5076.6%20.6%64.8%18.1%0.0%10.7%-10.3%17.3K-782.1K-2.1K0.0083.04N/AN/A10012,1721,472