GROY Options History — November 2025

In November 2025, GROY traded between $3.21 and $4.39. ATM implied volatility averaged 67.9%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 9.1% (HV 20d: 58.8%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.12.

Notable Days

  • 2025-11-28: Highest Volume — 12,007 contracts
  • 2025-11-10: Largest IV spike — 66.2% change
  • 2025-11-10: Highest IV Rank — 34.4%
  • 2025-11-20: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.63$3.21$4.39$3.59$4.39
Max Pain$3.16$3.00$4.00$4.00$3.00
ATM IV67.9%48.1%85.5%64.6%58.6%
Expected Move19.8%13.8%24.3%18.5%16.8%
HV 20d58.8%50.2%70.7%62.4%70.7%
HV 60d55.9%53.7%58.4%53.7%58.4%
IV Rank22.5%9.0%34.4%20.3%16.2%
IV Percentile52.7%11.1%80.2%50.0%29.8%
Term Structure0.2%-15.5%22.5%1.4%-2.7%
VWIV75.6%57.6%87.0%75.7%57.6%
Skew 25d10.0%-42.4%87.1%-26.1%15.0%
Skew 10d25.1%-31.7%118.2%-23.6%94.8%
Call IV 25d67.5%44.6%90.4%70.5%44.6%
Put IV 25d77.5%44.2%150.9%44.3%59.6%
Bid-Ask Spread %53.8730.4490.6031.9562.74
Gamma HHI0.580.420.740.530.61
Net GEX156.3K95.6K258.3K127.6K189.6K
Net DEX-8.0M-13.6M-5.1M-7.0M-13.6M
Net VEX-30.1K-32.6K-28.2K-29.5K-29.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.010.460.020.01
Total Volume2,230.89513512,0071,40712,007
Total OI63,598.10557,42368,06457,42359,429

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$3.59$4.0064.6%18.5%62.4%20.3%75.7%-26.1%1.4%127.6K-7.0M-29.5K0.0231.95N/AN/A1,3733445,38812,035
2025-11-04$3.35$4.0048.1%13.8%66.6%9.0%87.0%-42.4%22.5%102.4K-5.7M-28.3K0.1430.44N/AN/A2,49835746,25812,068
2025-11-05$3.40$4.0052.4%15.0%62.3%11.9%87.0%-36.5%-15.5%100.9K-6.9M-28.5K0.1032.10N/AN/A1,46214346,44512,492
2025-11-06$3.21$3.0075.0%20.6%58.4%27.3%86.7%-18.6%7.3%98.2K-5.1M-28.5K0.0890.60N/AN/A2,90221947,52312,626
2025-11-07$3.27$3.0051.4%24.0%58.3%11.3%77.5%20.2%22.2%95.6K-5.2M-28.3K0.0368.27N/AN/A3971249,45112,794
2025-11-10$3.35$3.0085.5%20.5%57.1%34.4%85.4%-5.1%-8.1%134.6K-6.8M-28.4K0.0149.62N/AN/A9711152,84312,796
2025-11-11$3.54$3.0059.4%18.8%60.6%16.7%67.6%48.0%-3.7%146.6K-7.2M-30.7K0.2248.17N/AN/A1112452,99312,795
2025-11-12$3.63$3.0070.0%20.1%58.6%23.9%69.4%13.4%4.2%175.0K-7.9M-31.4K0.3341.50N/AN/A1,22040153,06012,804
2025-11-13$3.75$3.0074.7%21.4%59.6%27.1%74.8%18.9%-0.4%194.1K-9.2M-32.6K0.0233.78N/AN/A4,5857752,98512,601
2025-11-14$3.71$3.0078.0%22.4%53.5%29.3%78.5%22.6%-8.2%190.8K-9.1M-32.3K0.2358.39N/AN/A1,94944154,48212,661
2025-11-17$3.65$3.0081.7%23.4%51.2%31.8%77.9%7.0%-0.2%182.7K-8.4M-32.2K0.0138.89N/AN/A635554,99813,066
2025-11-18$3.75$3.0076.2%21.8%50.2%28.1%83.6%87.1%-12.5%206.8K-9.1M-31.7K0.4672.91N/AN/A45721054,87713,054
2025-11-19$3.84$3.0071.6%20.5%50.8%25.0%72.4%41.5%-7.7%258.3K-10.1M-31.8K0.0572.26N/AN/A1,6117354,66313,244
2025-11-20$3.63$3.0084.7%24.3%54.7%33.9%85.1%-14.5%-10.7%126.6K-8.1M-30.6K0.2755.69N/AN/A58215954,43013,276
2025-11-21$3.46$3.0057.5%16.5%56.7%15.4%69.2%-18.4%14.9%120.9K-6.6M-29.1K0.2557.93N/AN/A1,51438054,37613,313
2025-11-24$3.70$3.0072.1%20.7%60.5%25.3%71.7%-12.3%-2.2%156.8K-7.9M-28.2K0.0236.48N/AN/A9652448,02612,643
2025-11-25$3.83$3.0063.3%18.1%61.6%19.3%63.6%16.3%4.0%177.7K-9.1M-30.0K0.0466.76N/AN/A8233048,33312,649
2025-11-26$3.98$3.0065.2%18.7%62.8%20.6%65.0%74.6%-1.0%183.9K-10.0M-29.8K0.0175.05N/AN/A3,6725348,25312,634
2025-11-28$4.39$3.0058.6%16.8%70.7%16.2%57.6%15.0%-2.7%189.6K-13.6M-29.6K0.0162.74N/AN/A11,90510246,82712,602