GROY Options History — May 2025

In May 2025, GROY traded between $1.45 and $1.90. ATM implied volatility averaged 61.4%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 4.4% (HV 20d: 57.0%). 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 12 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2025-05-06: Highest Volume — 1,093 contracts
  • 2025-05-27: Largest IV spike — 65.5% change
  • 2025-05-09: Highest IV Rank — 21.6%
  • 2025-05-27: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.64$1.45$1.90$1.46$1.85
Max Pain$1.31$1.00$1.50$1.50$1.50
ATM IV61.4%36.2%84.4%71.9%66.3%
Expected Move16.4%10.4%21.2%20.6%19.0%
HV 20d57.0%53.1%62.8%62.8%55.6%
HV 60d58.1%54.8%60.7%58.0%60.2%
IV Rank11.3%0.0%21.6%16.0%13.7%
IV Percentile30.6%0.0%56.7%45.6%38.1%
Term Structure2.7%-37.9%26.7%-15.5%-10.4%
VWIV59.7%38.4%81.2%73.3%70.2%
Skew 25d25.4%-15.2%85.3%13.4%-6.6%
Skew 10d43.2%-4.6%151.7%21.2%-4.6%
Call IV 25d50.3%28.2%78.6%75.9%65.2%
Put IV 25d75.7%43.3%132.5%89.3%58.5%
Bid-Ask Spread %77.2362.5398.6364.7764.49
Gamma HHI0.450.330.680.330.66
Net GEX11.4K7.3K16.1K7.3K15.5K
Net DEX-717.4K-1.2M-371.7K-405.3K-1.1M
Net VEX-3.1K-3.6K-2.5K-2.6K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.002.021.090.08
Total Volume386.714791,093184144
Total OI12,864.14311,20013,87611,20013,876

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$1.46$1.5071.9%20.6%62.8%16.0%73.3%13.4%-15.5%7.3K-405.3K-2.6K1.0964.77N/AN/A88968,6392,561
2025-05-02$1.45$1.5072.7%20.8%62.6%16.4%81.2%12.5%-17.3%7.4K-371.7K-2.5K0.6568.10N/AN/A48318,7052,657
2025-05-05$1.52$1.0071.1%16.8%59.1%15.6%58.8%46.4%1.7%8.2K-453.0K-2.7K0.2282.11N/AN/A191428,7012,688
2025-05-06$1.58$1.0071.3%17.9%60.1%15.7%62.8%17.8%0.6%8.9K-531.4K-2.7K0.0262.53N/AN/A1,072218,7902,730
2025-05-07$1.54$1.0071.3%18.8%61.3%15.7%65.5%27.5%-2.3%9.7K-561.2K-3.1K0.0282.24N/AN/A650109,8182,751
2025-05-08$1.56$1.0067.9%14.7%55.0%14.2%57.2%21.3%12.6%10.4K-586.1K-3.2K0.0065.96N/AN/A189010,0902,758
2025-05-09$1.60$1.0084.4%16.4%53.9%21.6%66.4%65.1%-9.1%11.0K-679.4K-3.3K0.0276.28N/AN/A83210,2122,762
2025-05-12$1.52$1.0074.4%17.9%56.6%17.1%62.6%85.3%2.5%9.9K-557.4K-3.1K0.1378.30N/AN/A2353110,2142,764
2025-05-13$1.54$1.0066.5%18.1%54.9%13.6%66.7%46.8%-6.2%11.1K-584.5K-3.2K0.0298.63N/AN/A103210,3332,794
2025-05-14$1.48$1.0066.0%18.9%53.9%13.4%64.8%47.6%-5.7%10.3K-495.1K-3.0K0.0769.49N/AN/A2011410,3592,794
2025-05-15$1.50$1.5053.5%15.3%54.0%7.7%53.5%42.3%6.9%11.4K-481.6K-2.9K2.0285.76N/AN/A5110310,5042,807
2025-05-16$1.48$1.5054.1%15.5%53.6%8.0%54.1%43.4%18.7%9.1K-456.2K-3.0K1.3084.93N/AN/A20226210,5322,906
2025-05-19$1.60$1.5057.0%16.3%60.9%9.4%55.4%39.3%11.4%9.9K-650.7K-3.2K0.0774.87N/AN/A395289,8232,761
2025-05-20$1.69$1.5049.4%14.1%53.1%5.9%49.4%10.4%17.3%11.1K-803.5K-3.2K0.5082.59N/AN/A26813410,0612,745
2025-05-21$1.81$1.5036.2%10.4%57.0%0.0%38.4%15.1%26.7%14.0K-978.2K-3.1K0.1679.07N/AN/A66010510,2382,871
2025-05-22$1.79$1.5042.5%12.2%57.4%2.8%43.9%14.8%21.7%13.4K-964.2K-3.3K0.6979.33N/AN/A29920610,3362,817
2025-05-23$1.83$1.5044.7%12.8%56.0%3.9%45.3%5.4%23.6%13.7K-1.0M-3.5K0.0579.46N/AN/A6062810,5613,018
2025-05-27$1.83$1.5074.0%21.2%55.8%17.2%58.2%-15.2%-37.9%16.1K-1.1M-3.1K0.1364.70N/AN/A2873810,7273,016
2025-05-28$1.90$1.5037.2%10.7%55.9%0.4%0.0%8.5%22.4%15.2K-1.2M-3.6K0.0188.88N/AN/A220210,7083,014
2025-05-29$1.88$1.5057.2%16.4%56.5%9.5%65.3%-8.4%-4.3%15.0K-1.1M-3.5K0.0289.36N/AN/A9581610,6903,016
2025-05-30$1.85$1.5066.3%19.0%55.6%13.7%70.2%-6.6%-10.4%15.5K-1.1M-3.4K0.0864.49N/AN/A1331110,8613,015