GROY Options History — April 2025

In April 2025, GROY traded between $1.31 and $1.67. ATM implied volatility averaged 64.0%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded below realized volatility by 2.1% (HV 20d: 66.0%). 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 8 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2025-04-14: Highest Volume — 1,176 contracts
  • 2025-04-10: Largest IV spike — 63.0% change
  • 2025-04-17: Highest IV Rank — 23.2%
  • 2025-04-07: Largest Expected Move — 49.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.49$1.31$1.67$1.42$1.50
Max Pain$1.31$1.00$2.50$2.50$1.50
ATM IV64.0%40.2%88.0%49.7%69.7%
Expected Move20.2%12.3%49.4%20.8%20.0%
HV 20d66.0%54.1%75.3%63.6%61.9%
HV 60d53.9%48.7%58.2%48.7%57.7%
IV Rank12.4%1.8%23.2%6.0%15.0%
IV Percentile33.7%2.4%58.7%15.5%42.5%
Term Structure-4.4%-34.0%19.9%11.7%-9.4%
VWIV66.0%45.7%105.3%45.7%58.0%
Skew 25d33.9%-11.7%126.9%14.8%80.8%
Skew 10d64.0%-27.5%219.7%13.9%125.1%
Call IV 25d60.7%42.2%81.5%62.0%70.6%
Put IV 25d94.6%52.7%198.2%76.8%151.4%
Bid-Ask Spread %74.0347.30122.6383.6851.44
Gamma HHI0.500.310.800.770.32
Net GEX13.6K7.1K29.4K21.6K7.6K
Net DEX-728.8K-1.4M-401.2K-710.2K-443.3K
Net VEX-2.2K-2.6K-1.7K-2.0K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.004.150.094.15
Total Volume463.905351,17635211
Total OI12,750.2869,56915,29713,60411,008

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$1.42$2.5049.7%20.8%63.6%6.0%0.0%14.8%11.7%21.6K-710.2K-2.0K0.0983.68N/AN/A32312,1321,472
2025-04-02$1.42$2.5040.2%12.3%63.4%1.8%45.7%105.2%8.2%24.7K-666.6K-1.9K0.08122.63N/AN/A1271012,1431,471
2025-04-03$1.40$1.5057.0%13.4%63.4%9.3%49.4%2.8%10.9%17.6K-676.8K-1.9K0.0083.80N/AN/A270012,1361,481
2025-04-04$1.31$1.0077.1%25.0%67.7%18.3%68.3%27.3%0.1%13.5K-557.0K-1.9K1.0898.64N/AN/A15817112,1581,481
2025-04-07$1.31$1.0069.5%49.4%67.7%14.9%66.9%24.5%-16.5%13.5K-519.4K-1.7K0.17114.30N/AN/A1232112,1731,649
2025-04-08$1.31$1.0073.2%22.8%66.7%16.6%76.2%-11.7%-6.6%13.4K-528.8K-1.7K0.0360.79N/AN/A4631212,2511,648
2025-04-09$1.42$1.0053.6%15.4%72.4%7.8%0.0%26.6%19.9%20.8K-707.5K-2.0K0.1494.77N/AN/A1462012,6931,656
2025-04-10$1.48$1.0087.4%25.0%73.4%22.9%105.3%126.9%-34.0%19.7K-850.8K-2.0K0.0389.39N/AN/A3271012,7551,626
2025-04-11$1.52$1.0060.1%17.2%74.0%10.7%61.7%32.5%8.9%24.1K-953.4K-2.2K0.0667.25N/AN/A7884512,7541,626
2025-04-14$1.58$1.0053.5%15.3%74.0%7.7%54.6%63.4%9.2%29.4K-1.2M-2.1K0.1290.35N/AN/A1,04613012,8981,655
2025-04-15$1.65$1.0059.1%16.9%75.3%10.2%69.9%32.1%-6.5%8.8K-1.4M-2.2K0.2385.03N/AN/A82018713,2231,597
2025-04-16$1.67$1.0079.9%22.9%75.3%19.6%78.0%46.3%-32.1%8.5K-1.4M-2.4K0.0982.79N/AN/A6786113,2321,832
2025-04-17$1.63$1.0088.0%25.2%54.6%23.2%70.6%26.4%-23.1%8.2K-1.4M-2.5K0.0474.97N/AN/A8053513,3451,952
2025-04-21$1.65$1.0065.9%18.9%54.1%13.3%55.3%9.1%-16.7%8.7K-659.0K-2.6K1.1456.90N/AN/A1752007,9421,627
2025-04-22$1.50$1.0048.6%13.9%64.9%5.5%52.9%-4.0%-6.8%7.8K-481.5K-2.4K0.2447.30N/AN/A6541588,0121,799
2025-04-23$1.48$1.5060.0%17.2%65.0%10.6%79.0%-0.3%-3.2%7.7K-477.1K-2.5K0.3648.25N/AN/A3611298,3671,982
2025-04-24$1.50$1.5059.0%16.9%64.2%10.2%60.5%10.9%-1.7%7.3K-472.4K-2.6K0.1249.33N/AN/A390488,2012,111
2025-04-25$1.46$1.5069.1%19.8%61.9%14.7%69.7%12.9%-4.8%7.4K-401.2K-2.4K1.1953.42N/AN/A1231468,2222,159
2025-04-28$1.50$1.5064.8%18.6%61.8%12.8%65.7%72.8%0.7%7.1K-432.4K-2.5K0.4450.65N/AN/A214958,2602,300
2025-04-29$1.48$1.5057.9%16.6%61.8%9.7%58.0%13.1%-1.4%7.1K-415.2K-2.5K0.0049.03N/AN/A35008,3362,391
2025-04-30$1.50$1.5069.7%20.0%61.9%15.0%0.0%80.8%-9.4%7.6K-443.3K-2.6K4.1551.44N/AN/A411708,6172,391