GROY Options History — December 2025

In December 2025, GROY traded between $3.87 and $4.38. ATM implied volatility averaged 58.4%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 8.2% (HV 20d: 66.6%). Max pain ranged from $2.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2025-12-08: Highest Volume — 7,441 contracts
  • 2025-12-09: Largest IV spike — 31.3% change
  • 2025-12-09: Highest IV Rank — 27.1%
  • 2025-12-02: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.12$3.87$4.38$4.26$4.06
Max Pain$3.66$2.50$4.00$3.00$4.00
ATM IV58.4%47.2%74.7%56.9%47.2%
Expected Move16.5%13.5%20.2%16.3%13.5%
HV 20d66.6%49.8%75.5%71.8%49.8%
HV 60d60.2%57.3%61.8%57.5%61.1%
IV Rank16.3%9.5%27.1%15.0%9.5%
IV Percentile30.4%7.9%69.0%25.0%7.9%
Term Structure4.9%-19.6%19.6%-3.7%19.6%
VWIV59.1%47.7%72.9%53.7%47.7%
Skew 25d2.2%-26.3%61.9%15.3%-23.5%
Skew 10d31.3%-33.2%116.6%41.2%-18.7%
Call IV 25d58.8%32.8%69.1%45.8%66.6%
Put IV 25d61.0%40.0%104.0%61.1%43.1%
Bid-Ask Spread %57.3433.3091.1859.1860.01
Gamma HHI0.450.190.660.520.19
Net GEX128.4K49.1K222.0K144.2K49.1K
Net DEX-9.8M-11.4M-7.8M-10.9M-8.1M
Net VEX-32.2K-35.8K-26.0K-26.7K-32.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.011.370.010.40
Total Volume1,576.0451907,4412,065620
Total OI60,657.09153,26065,45253,60262,025

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$4.26$3.0056.9%16.3%71.8%15.0%53.7%15.3%-3.7%144.2K-10.9M-26.7K0.0159.18N/AN/A2,0531240,99212,610
2025-12-02$4.19$3.0070.5%20.2%70.9%24.2%72.9%50.0%-8.2%128.5K-10.1M-26.8K0.0490.41N/AN/A6222740,64512,615
2025-12-03$4.16$3.0058.5%16.8%65.1%16.1%59.2%61.9%13.7%142.2K-10.2M-26.5K0.8491.18N/AN/A39433040,82712,632
2025-12-04$4.38$2.5056.0%16.4%66.7%14.4%56.8%16.4%3.9%154.7K-11.4M-26.0K0.5056.82N/AN/A2,9091,46240,65612,943
2025-12-05$4.26$2.5064.3%16.3%63.3%20.1%60.3%24.9%17.4%131.2K-10.4M-27.3K0.1060.49N/AN/A1,93618540,43014,286
2025-12-08$3.87$2.5056.9%17.9%74.4%15.0%66.9%-10.2%5.6%142.5K-7.8M-28.0K0.2459.41N/AN/A5,9921,44941,87514,537
2025-12-09$4.06$4.0074.7%17.3%75.5%27.1%63.4%-26.3%5.6%140.9K-9.3M-32.9K0.0963.58N/AN/A3,60530746,55715,928
2025-12-10$4.08$4.0068.4%19.6%73.6%22.8%68.1%0.8%-7.6%151.5K-10.2M-35.8K0.4056.74N/AN/A39415948,23616,195
2025-12-11$4.11$4.0061.1%17.5%73.2%17.8%62.0%-1.1%5.0%180.4K-10.6M-35.8K0.0459.40N/AN/A2,92211548,39716,353
2025-12-12$4.09$4.0052.1%14.9%72.7%11.7%54.7%-6.8%6.3%194.7K-10.5M-35.5K0.0957.64N/AN/A8167548,32716,457
2025-12-15$4.06$4.0060.3%17.3%72.6%17.3%64.8%-7.9%8.6%175.7K-10.1M-34.7K0.1259.30N/AN/A83810148,24716,525
2025-12-16$4.08$4.0063.5%18.2%72.2%19.5%65.5%5.3%3.0%186.5K-10.3M-35.3K0.2267.37N/AN/A2064648,66516,611
2025-12-17$4.00$4.0054.9%15.7%72.2%13.6%65.5%0.2%4.0%182.7K-9.9M-34.7K0.0464.36N/AN/A6332448,62016,649
2025-12-18$4.01$4.0058.3%16.7%71.8%15.9%58.9%11.2%17.2%222.0K-9.4M-33.6K0.6957.76N/AN/A24116748,58416,673
2025-12-19$4.12$4.0060.8%17.4%68.9%17.6%54.5%-13.3%-19.6%73.4K-11.0M-33.7K0.1045.72N/AN/A9529748,63316,819
2025-12-22$4.14$4.0054.6%15.7%65.8%13.5%55.4%-9.8%7.5%71.9K-9.0M-33.1K0.1943.77N/AN/A1,01519042,69716,596
2025-12-23$4.21$4.0053.1%15.2%62.3%12.4%54.4%-16.7%16.9%78.7K-9.3M-35.2K1.3733.30N/AN/A70796642,96216,776
2025-12-24$4.17$4.0049.4%14.1%61.6%11.1%50.5%-2.7%-0.3%66.5K-9.3M-34.1K0.4050.36N/AN/A1365443,52517,632
2025-12-26$4.20$4.0053.4%15.3%60.3%14.3%54.9%-2.5%-0.3%76.4K-9.3M-33.7K0.2237.61N/AN/A51111043,63317,671
2025-12-29$4.05$4.0054.9%15.7%50.1%15.4%55.4%-8.1%2.3%65.5K-8.3M-33.1K0.2640.12N/AN/A39110243,75717,778
2025-12-30$4.13$4.0054.7%15.7%49.8%15.2%54.3%-8.2%11.5%65.4K-9.0M-33.0K0.1546.93N/AN/A69710544,00217,878
2025-12-31$4.06$4.0047.2%13.5%49.8%9.5%47.7%-23.5%19.6%49.1K-8.1M-32.9K0.4060.01N/AN/A44417644,07417,951