GROY Options History — June 2025

In June 2025, GROY traded between $1.88 and $2.37. ATM implied volatility averaged 59.6%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 7.5% (HV 20d: 52.1%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.20.

Notable Days

  • 2025-06-11: Highest Volume — 3,341 contracts
  • 2025-06-20: Largest IV spike — 61.5% change
  • 2025-06-10: Highest IV Rank — 17.2%
  • 2025-06-11: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.15$1.88$2.37$1.90$2.21
Max Pain$1.07$1.00$1.50$1.50$1.00
ATM IV59.6%37.9%74.0%55.0%48.4%
Expected Move17.1%10.9%20.7%15.8%13.9%
HV 20d52.1%46.2%57.4%55.4%51.9%
HV 60d58.6%55.7%63.2%60.3%56.4%
IV Rank10.6%0.8%17.2%8.5%5.5%
IV Percentile30.5%2.0%52.0%22.6%15.1%
Term Structure-3.3%-16.7%13.1%-9.7%5.9%
VWIV63.0%47.2%74.7%66.9%48.3%
Skew 25d-5.2%-31.8%111.6%-10.0%-1.2%
Skew 10d2.1%-32.2%162.6%-2.2%-17.0%
Call IV 25d65.4%37.2%76.9%65.1%50.4%
Put IV 25d60.3%39.6%176.4%55.1%49.2%
Bid-Ask Spread %32.579.2098.3198.3116.14
Gamma HHI0.530.470.640.640.48
Net GEX26.3K15.9K35.3K16.5K35.1K
Net DEX-2.0M-2.7M-1.2M-1.2M-2.3M
Net VEX-5.5K-7.0K-3.5K-3.5K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.150.000.34
Total Volume925.41223,3411,003168
Total OI18,336.513,95122,00113,95122,001

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$1.90$1.5055.0%15.8%55.4%8.5%66.9%-10.0%-9.7%16.5K-1.2M-3.5K0.0098.31N/AN/A1,003010,9253,026
2025-06-03$1.88$1.5065.1%18.7%54.6%13.1%74.7%-10.5%-2.6%15.9K-1.2M-3.8K0.0780.80N/AN/A2051411,4173,026
2025-06-04$1.94$1.5065.5%18.8%54.1%13.3%66.3%111.6%-6.8%19.0K-1.3M-3.8K0.1562.59N/AN/A1061611,5273,038
2025-06-05$2.01$1.0060.6%18.2%53.1%11.1%63.4%-18.9%-3.1%18.3K-1.5M-4.0K0.0546.24N/AN/A2,03211011,5973,038
2025-06-06$2.04$1.0059.4%17.1%53.1%10.5%58.2%5.5%0.7%23.4K-1.7M-4.6K0.0320.25N/AN/A3681013,1873,141
2025-06-09$2.04$1.0058.0%17.7%53.1%9.9%60.7%5.6%-6.2%23.9K-1.7M-4.5K0.1722.95N/AN/A4077113,0583,129
2025-06-10$1.98$1.0074.0%19.6%50.2%17.2%70.1%4.5%-8.7%21.8K-1.5M-4.5K0.2015.52N/AN/A3236313,0243,188
2025-06-11$2.17$1.0072.4%20.7%57.4%16.4%72.2%-4.9%-13.3%22.6K-1.9M-4.5K0.1238.22N/AN/A2,97936213,1113,245
2025-06-12$2.25$1.0050.0%14.3%53.6%6.2%58.1%-23.1%1.4%24.9K-2.2M-5.6K0.059.20N/AN/A1,0875314,6723,544
2025-06-13$2.29$1.0055.5%15.9%53.5%8.8%70.9%-6.5%-14.4%25.4K-2.4M-5.8K0.0138.93N/AN/A1,1981015,1653,571
2025-06-16$2.24$1.0071.4%20.5%54.3%16.0%71.2%10.5%-7.3%26.9K-2.3M-5.8K0.0950.29N/AN/A1,0719515,5123,581
2025-06-17$2.24$1.0046.8%13.4%50.3%4.8%58.7%-28.0%5.1%28.0K-2.3M-6.1K0.1416.97N/AN/A1,02314815,8473,631
2025-06-18$2.20$1.0037.9%10.9%49.7%0.8%57.8%-31.8%13.1%28.5K-2.3M-6.5K0.1341.49N/AN/A3554716,4543,778
2025-06-20$2.29$1.0061.2%17.5%46.4%11.3%59.0%-22.4%5.8%29.5K-2.5M-6.5K0.0413.25N/AN/A9703416,4993,821
2025-06-23$2.37$1.0064.5%18.5%46.2%12.8%61.7%-20.5%2.8%31.0K-2.7M-6.6K0.0226.42N/AN/A2,4804716,5423,537
2025-06-24$2.26$1.0070.6%20.2%51.0%15.6%69.1%-29.4%-9.2%32.9K-2.5M-7.0K0.7313.45N/AN/A45833317,4883,570
2025-06-25$2.30$1.0064.3%18.4%50.9%12.8%63.3%-20.9%2.1%34.3K-2.6M-6.9K0.0613.88N/AN/A2141317,6673,882
2025-06-26$2.27$1.0065.2%18.7%50.6%13.1%63.3%-20.9%-5.8%32.8K-2.5M-6.9K1.1512.43N/AN/A10612217,6793,889
2025-06-27$2.19$1.0045.9%13.1%52.7%4.4%47.2%8.3%-16.7%35.3K-2.3M-6.6K0.4014.00N/AN/A29111617,7124,011
2025-06-30$2.21$1.0048.4%13.9%51.9%5.5%48.3%-1.2%5.9%35.1K-2.3M-6.7K0.3416.14N/AN/A1254317,9114,090