GROY Options History — October 2025

In October 2025, GROY traded between $3.50 and $4.04. ATM implied volatility averaged 71.0%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 18.9% (HV 20d: 52.1%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.27.

Notable Days

2025-10-08: Highest Volume — 11,621 contracts
2025-10-13: Largest IV spike — 33.4% change
2025-10-13: Highest IV Rank — 50.8%
2025-10-15: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.70	$3.50	$4.04	$3.83	$3.71
Max Pain	$3.70	$2.00	$4.00	$2.00	$4.00
ATM IV	71.0%	49.9%	109.8%	70.4%	71.3%
Expected Move	19.7%	16.8%	22.1%	20.2%	20.4%
HV 20d	52.1%	33.6%	61.6%	44.1%	61.4%
HV 60d	54.2%	49.6%	58.1%	50.2%	53.9%
IV Rank	24.5%	10.3%	50.8%	24.2%	24.7%
IV Percentile	58.5%	17.1%	89.3%	62.7%	64.3%
Term Structure	-1.5%	-12.5%	18.1%	-11.4%	-9.6%
VWIV	67.3%	57.4%	77.6%	70.5%	71.5%
Skew 25d	-7.8%	-29.4%	18.5%	16.4%	-12.0%
Skew 10d	1.0%	-40.2%	32.6%	27.3%	-9.4%
Call IV 25d	66.5%	54.6%	82.9%	60.4%	62.9%
Put IV 25d	58.7%	44.0%	79.7%	76.8%	50.9%
Bid-Ask Spread %	38.26	14.26	65.28	34.86	32.80
Gamma HHI	0.51	0.36	0.70	0.56	0.52
Net GEX	121.0K	71.6K	228.6K	129.3K	120.3K
Net DEX	-8.2M	-11.8M	-6.2M	-9.5M	-7.8M
Net VEX	-26.4K	-30.7K	-24.4K	-25.2K	-30.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	4.44	0.21	0.00
Total Volume	2,721.957	243	11,621	1,653	3,241
Total OI	53,743.174	46,593	63,416	51,031	55,679

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2025-10-01	$3.83	$2.00	70.4%	20.2%	44.1%	24.2%	70.5%	16.4%	-11.4%	129.3K	-9.5M	-25.2K	0.21	34.86	N/A	N/A	1,368	285	41,921	9,110
2025-10-02	$3.80	$2.00	63.0%	18.1%	41.0%	19.2%	63.2%	15.1%	-1.4%	133.7K	-9.3M	-24.4K	0.03	34.15	N/A	N/A	3,757	108	42,340	9,382
2025-10-03	$3.85	$2.00	58.4%	16.8%	34.9%	16.0%	58.6%	18.5%	7.9%	170.9K	-10.0M	-25.9K	0.03	37.85	N/A	N/A	1,237	41	44,791	9,453
2025-10-06	$3.83	$4.00	49.9%	19.9%	34.9%	10.3%	68.8%	-16.6%	-7.4%	192.3K	-9.6M	-25.0K	0.02	14.26	N/A	N/A	1,273	24	44,795	9,494
2025-10-07	$3.80	$4.00	62.6%	20.8%	33.6%	18.9%	72.5%	2.4%	-9.4%	166.8K	-9.5M	-25.2K	0.02	33.47	N/A	N/A	2,154	43	45,294	9,512
2025-10-08	$4.04	$4.00	64.3%	18.7%	37.2%	20.0%	65.7%	-11.2%	-2.8%	214.6K	-11.8M	-26.7K	0.02	24.64	N/A	N/A	11,369	252	46,552	9,547
2025-10-09	$3.71	$4.00	77.1%	20.2%	47.8%	28.7%	70.9%	-0.1%	-3.2%	130.5K	-8.9M	-25.3K	0.04	25.40	N/A	N/A	5,067	191	44,193	9,748
2025-10-10	$3.59	$4.00	82.3%	19.3%	48.7%	32.2%	58.6%	-25.0%	-2.4%	126.9K	-8.7M	-25.7K	0.32	53.23	N/A	N/A	3,210	1,041	46,785	9,923
2025-10-13	$3.73	$4.00	109.8%	19.8%	50.8%	50.8%	67.5%	-20.6%	-7.0%	155.2K	-9.4M	-27.1K	0.04	22.72	N/A	N/A	1,268	56	48,341	10,910
2025-10-14	$3.65	$4.00	95.3%	21.3%	51.1%	41.1%	65.7%	-29.4%	-7.9%	73.1K	-8.3M	-25.7K	0.00	55.23	N/A	N/A	4,668	12	48,603	10,957
2025-10-15	$3.83	$3.00	76.9%	22.1%	53.5%	28.6%	77.6%	-18.4%	-12.5%	228.6K	-10.6M	-27.5K	0.03	52.50	N/A	N/A	6,771	217	51,874	10,942
2025-10-16	$3.76	$4.00	67.0%	19.2%	53.9%	21.8%	68.8%	-24.0%	2.0%	82.6K	-8.9M	-25.8K	0.30	48.48	N/A	N/A	2,729	829	52,274	11,116
2025-10-17	$3.50	$4.00	70.9%	20.3%	59.9%	24.5%	70.4%	5.1%	0.6%	71.6K	-7.5M	-26.3K	0.06	50.97	N/A	N/A	2,401	151	51,480	11,936
2025-10-20	$3.67	$4.00	69.8%	20.0%	60.4%	23.8%	70.0%	8.8%	-1.0%	82.5K	-6.9M	-27.1K	0.02	52.22	N/A	N/A	1,431	24	36,794	9,799
2025-10-21	$3.54	$4.00	76.4%	21.9%	61.5%	28.2%	77.1%	15.1%	-10.6%	81.4K	-6.2M	-26.0K	0.06	36.60	N/A	N/A	1,851	103	37,360	9,821
2025-10-22	$3.55	$4.00	66.5%	19.1%	60.2%	21.5%	63.4%	-20.7%	0.7%	88.1K	-6.2M	-26.5K	0.09	65.28	N/A	N/A	774	70	38,107	9,917
2025-10-23	$3.62	$4.00	65.3%	18.7%	60.2%	20.7%	65.8%	-13.7%	-0.2%	90.5K	-6.7M	-26.6K	0.09	29.96	N/A	N/A	223	20	38,144	9,953
2025-10-24	$3.69	$4.00	63.4%	18.2%	59.3%	19.4%	61.2%	-9.6%	6.4%	93.9K	-6.8M	-25.7K	0.04	37.70	N/A	N/A	610	22	38,426	9,967
2025-10-27	$3.56	$4.00	70.6%	20.2%	60.4%	24.3%	57.4%	-14.2%	13.8%	91.9K	-6.4M	-25.4K	4.44	33.35	N/A	N/A	468	2,077	38,630	9,973
2025-10-28	$3.58	$4.00	69.2%	19.8%	60.4%	23.3%	68.8%	-20.1%	18.1%	85.8K	-6.2M	-27.4K	0.04	32.89	N/A	N/A	362	13	38,518	12,025
2025-10-29	$3.63	$4.00	70.0%	20.1%	60.7%	23.9%	71.4%	-21.9%	1.0%	82.4K	-6.7M	-27.4K	0.18	36.27	N/A	N/A	321	59	38,663	12,026
2025-10-30	$3.73	$4.00	61.8%	17.7%	61.6%	18.3%	62.1%	-2.6%	0.8%	90.8K	-6.8M	-27.9K	0.14	35.19	N/A	N/A	362	52	38,944	12,074
2025-10-31	$3.71	$4.00	71.3%	20.4%	61.4%	24.7%	71.5%	-12.0%	-9.6%	120.3K	-7.8M	-30.7K	0.00	32.80	N/A	N/A	3,226	15	43,654	12,025