GROY Options History — July 2025

In July 2025, GROY traded between $2.27 and $2.70. ATM implied volatility averaged 61.0%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 14.5% (HV 20d: 46.5%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.57.

Notable Days

  • 2025-07-10: Highest Volume — 3,973 contracts
  • 2025-07-08: Largest IV drop — 30.3% change
  • 2025-07-02: Highest IV Rank — 20.3%
  • 2025-07-02: Largest Expected Move — 23.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.45$2.27$2.70$2.27$2.58
Max Pain$2.36$1.00$2.50$1.00$2.50
ATM IV61.0%48.6%80.9%66.2%65.2%
Expected Move17.0%13.9%23.2%19.0%18.7%
HV 20d46.5%37.2%56.6%51.9%49.6%
HV 60d51.8%48.0%56.4%56.4%51.1%
IV Rank11.3%5.6%20.3%13.6%13.2%
IV Percentile36.1%15.9%65.1%44.4%49.2%
Term Structure-7.4%-27.1%2.8%-20.4%-13.1%
VWIV57.5%45.5%76.8%45.7%70.6%
Skew 25d-26.8%-54.7%5.6%-26.5%-54.7%
Skew 10d-32.2%-77.6%38.3%-33.8%-77.6%
Call IV 25d80.0%57.2%119.2%85.9%119.2%
Put IV 25d53.2%42.0%72.7%59.4%64.5%
Bid-Ask Spread %29.3918.8283.4519.1239.34
Gamma HHI0.720.480.880.480.82
Net GEX29.5K18.7K37.0K33.2K31.3K
Net DEX-2.6M-3.0M-1.7M-2.5M-2.8M
Net VEX-7.6K-8.6K-6.5K-6.7K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.0010.220.020.01
Total Volume860.8641853,973575622
Total OI23,317.520,15226,58722,05624,153

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$2.27$1.0066.2%19.0%51.9%13.6%45.7%-26.5%-20.4%33.2K-2.5M-6.7K0.0219.12N/AN/A5631217,9334,123
2025-07-02$2.27$1.0080.9%23.2%51.5%20.3%76.8%-29.9%-24.0%33.8K-2.5M-6.9K0.0318.82N/AN/A291918,1444,133
2025-07-03$2.29$2.5069.2%15.1%50.9%15.0%53.3%-12.1%-3.3%33.3K-2.6M-6.9K0.1219.67N/AN/A1652018,1584,142
2025-07-07$2.38$2.5080.7%16.3%51.1%20.2%58.5%-11.0%-1.4%36.9K-2.8M-6.7K0.3025.19N/AN/A38011318,2744,152
2025-07-08$2.27$2.5056.3%16.8%54.7%9.1%56.8%-23.7%-9.3%36.3K-2.5M-6.5K0.3429.43N/AN/A2066918,3574,260
2025-07-09$2.38$2.5058.5%16.8%56.6%10.1%64.2%5.6%-1.1%34.7K-2.9M-6.7K0.1723.35N/AN/A5339118,5264,313
2025-07-10$2.38$2.5053.7%15.4%55.0%7.9%53.1%-16.9%-1.9%37.0K-2.9M-6.6K10.2234.86N/AN/A3543,61918,7474,371
2025-07-11$2.42$2.5052.6%15.1%45.7%7.4%45.5%-27.5%-3.1%30.9K-2.9M-8.3K0.0327.20N/AN/A1,0662918,8857,702
2025-07-14$2.45$2.5059.7%17.1%44.4%10.7%57.5%-24.7%-7.4%33.1K-3.0M-8.3K0.0027.32N/AN/A855418,7797,725
2025-07-15$2.44$2.5055.8%16.0%44.2%8.9%53.9%-31.7%-8.1%32.5K-2.9M-8.1K0.0324.42N/AN/A351918,6387,725
2025-07-16$2.44$2.5056.7%16.2%43.2%9.3%56.8%-24.9%-2.8%35.2K-2.7M-8.2K0.0026.91N/AN/A374118,0917,725
2025-07-17$2.41$2.5061.9%17.7%43.6%11.7%61.9%-28.4%-27.1%32.4K-2.6M-8.2K0.0224.37N/AN/A4251018,2217,725
2025-07-18$2.38$2.5048.6%13.9%43.2%5.6%46.4%-37.0%2.8%18.7K-2.4M-8.1K0.1329.09N/AN/A86711118,3087,724
2025-07-21$2.42$2.5062.2%17.8%41.4%11.8%62.2%-27.7%-5.8%19.0K-1.7M-8.1K0.0425.84N/AN/A8193613,6426,510
2025-07-22$2.51$2.5048.8%14.0%41.6%5.7%48.8%-42.0%-2.2%22.2K-2.1M-7.7K0.3324.50N/AN/A73624414,1236,535
2025-07-23$2.54$2.5054.4%15.6%37.2%8.2%54.4%-43.3%-1.0%21.9K-2.1M-7.9K0.0232.05N/AN/A8801914,5006,701
2025-07-24$2.51$2.5055.8%16.0%37.4%8.9%56.3%-44.5%-8.4%23.5K-2.1M-8.2K0.6032.49N/AN/A30918514,8886,707
2025-07-25$2.70$2.5062.1%17.8%44.0%11.8%62.1%-17.5%-10.1%24.2K-2.7M-7.5K0.0722.93N/AN/A1,3259014,9656,745
2025-07-28$2.63$2.5060.2%17.3%42.8%10.9%61.7%-24.3%1.9%25.8K-2.6M-7.7K0.0626.69N/AN/A4092615,7256,763
2025-07-29$2.70$2.5062.0%17.8%43.3%11.7%60.9%-20.7%-3.1%26.7K-2.8M-7.3K0.0329.58N/AN/A1,6155615,7316,775
2025-07-30$2.54$2.5070.6%20.2%49.5%15.6%70.6%-26.9%-13.7%26.6K-2.5M-8.6K0.0283.45N/AN/A1,0202116,8336,808
2025-07-31$2.58$2.5065.2%18.7%49.6%13.2%0.0%-54.7%-13.1%31.3K-2.8M-8.3K0.0139.34N/AN/A616617,3516,802