GROY Options History — August 2025

In August 2025, GROY traded between $2.67 and $3.62. ATM implied volatility averaged 57.0%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 3.2% (HV 20d: 53.8%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2025-08-05: Highest Volume — 2,141 contracts
  • 2025-08-06: Largest IV spike — 78.3% change
  • 2025-08-12: Highest IV Rank — 40.6%
  • 2025-08-01: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.09$2.67$3.62$2.67$3.62
Max Pain$1.95$1.50$2.50$2.50$2.00
ATM IV57.0%34.8%107.0%80.4%58.5%
Expected Move13.9%10.0%23.1%23.1%16.8%
HV 20d53.8%47.4%60.8%50.6%58.0%
HV 60d50.4%47.7%52.6%51.0%52.6%
IV Rank11.8%0.0%40.6%20.1%16.1%
IV Percentile30.5%0.0%86.1%71.8%34.9%
Term Structure3.4%-35.0%45.7%-35.0%-7.0%
VWIV47.6%32.2%80.8%80.8%55.0%
Skew 25d-3.9%-24.2%11.1%-21.9%10.6%
Skew 10d-4.7%-46.3%73.4%-33.6%11.4%
Call IV 25d59.6%46.4%99.9%99.9%52.3%
Put IV 25d55.7%42.6%78.0%78.0%62.9%
Bid-Ask Spread %30.6316.7246.4137.2116.72
Gamma HHI0.620.420.820.820.42
Net GEX21.9K11.5K30.6K30.6K15.2K
Net DEX-4.0M-5.0M-3.1M-3.1M-5.0M
Net VEX-6.3K-8.5K-4.7K-8.5K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.310.050.04
Total Volume802.0481742,1416731,594
Total OI24,167.09522,86425,59324,31623,746

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$2.67$2.5080.4%23.1%50.6%20.1%80.8%-21.9%-35.0%30.6K-3.1M-8.5K0.0537.21N/AN/A6433017,5276,789
2025-08-04$2.81$2.0050.0%14.8%51.8%6.3%51.0%-1.6%-4.5%29.3K-3.7M-7.8K0.1344.27N/AN/A1,56619817,9376,801
2025-08-05$2.85$1.5048.1%17.9%47.4%5.4%62.3%4.3%-10.5%27.2K-3.8M-7.5K0.0428.59N/AN/A2,0598217,9436,904
2025-08-06$3.04$1.5085.8%19.7%49.5%22.5%68.8%11.1%-14.9%24.4K-4.0M-7.2K0.0335.58N/AN/A1,5494417,2526,922
2025-08-07$3.06$1.5067.0%14.6%49.4%14.0%59.7%-11.2%-7.4%24.8K-4.3M-6.8K0.1538.40N/AN/A91013417,9556,943
2025-08-08$3.20$2.0084.4%12.6%50.7%21.9%43.6%2.5%12.6%12.2K-4.7M-5.7K0.2219.21N/AN/A2846218,0886,973
2025-08-11$3.13$2.0092.6%11.6%52.3%32.0%37.5%3.2%21.7%23.5K-4.4M-6.3K0.0442.39N/AN/A1,3654818,1036,972
2025-08-12$3.00$2.00107.0%11.4%55.5%40.6%38.5%-6.7%21.8%25.6K-4.0M-7.0K0.0246.41N/AN/A9612218,5427,018
2025-08-13$3.04$2.0037.4%10.7%55.4%0.7%32.2%1.2%45.7%12.4K-4.4M-5.8K0.0044.50N/AN/A519118,5687,025
2025-08-14$3.08$2.0051.3%14.7%54.7%8.7%58.8%-1.7%3.4%13.5K-4.3M-5.7K0.0744.58N/AN/A1621218,4347,016
2025-08-15$3.02$2.0034.8%10.0%55.2%0.0%37.0%-23.9%26.9%24.6K-4.0M-7.0K0.0242.81N/AN/A227418,4427,019
2025-08-18$3.06$2.0044.5%12.8%55.2%6.6%42.5%-4.1%-11.0%25.1K-3.8M-6.1K0.3117.10N/AN/A39212317,0926,110
2025-08-19$2.91$2.0039.1%11.2%58.5%3.0%37.2%-24.2%13.8%26.1K-3.4M-6.9K0.2123.09N/AN/A71214717,0686,215
2025-08-20$2.96$2.0041.9%12.0%58.6%4.9%40.0%-5.9%14.4%23.8K-3.4M-6.0K0.0922.19N/AN/A2582416,5296,335
2025-08-21$3.14$2.0035.4%10.1%60.8%0.4%33.0%-11.8%40.3%11.5K-4.0M-4.7K0.0024.80N/AN/A291016,6236,309
2025-08-22$3.16$2.0044.8%12.8%56.2%6.8%36.2%2.9%-1.9%22.2K-3.8M-6.1K0.0320.77N/AN/A5061616,6786,309
2025-08-25$3.21$2.0042.8%12.3%54.8%5.4%40.1%-2.1%-3.6%22.1K-4.0M-5.4K0.0221.04N/AN/A4871216,7746,317
2025-08-26$3.35$2.0050.2%14.4%55.8%10.5%49.1%-1.8%-17.3%21.6K-4.3M-5.9K0.0221.48N/AN/A8741416,9306,325
2025-08-27$3.30$2.0049.6%14.2%50.0%10.1%48.8%-0.6%-7.2%22.3K-4.2M-5.8K0.0827.28N/AN/A2191817,1456,326
2025-08-28$3.29$2.0052.1%14.9%50.3%11.8%0.0%0.2%-9.4%22.4K-4.2M-5.9K0.0424.90N/AN/A2641017,1716,334
2025-08-29$3.62$2.0058.5%16.8%58.0%16.1%55.0%10.6%-7.0%15.2K-5.0M-4.9K0.0416.72N/AN/A1,5326217,4126,334