GROY Options History — January 2026

In January 2026, GROY traded between $4.05 and $5.21. ATM implied volatility averaged 62.3%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 21.6% (HV 20d: 40.7%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.43.

Notable Days

  • 2026-01-22: Highest Volume — 7,674 contracts
  • 2026-01-06: Largest IV spike — 39.6% change
  • 2026-01-09: Highest IV Rank — 34.8%
  • 2026-01-27: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.65$4.05$5.21$4.05$4.29
Max Pain$4.33$4.00$4.50$4.00$4.50
ATM IV62.3%43.1%80.3%47.3%69.3%
Expected Move17.2%13.6%21.6%13.6%19.9%
HV 20d40.7%29.1%56.3%49.8%56.3%
HV 60d56.6%53.4%61.0%61.0%58.9%
IV Rank22.2%6.4%34.8%9.6%28.9%
IV Percentile44.0%5.2%77.8%8.3%64.7%
Term Structure2.6%-29.8%17.8%11.9%4.8%
VWIV61.4%45.6%73.6%45.6%73.6%
Skew 25d-1.1%-16.8%8.7%7.0%-15.2%
Skew 10d-1.9%-43.6%36.6%8.2%-43.6%
Call IV 25d61.7%41.9%79.5%41.9%79.5%
Put IV 25d60.6%38.1%76.4%48.9%64.3%
Bid-Ask Spread %68.8543.55100.7751.7458.90
Gamma HHI0.300.190.440.190.34
Net GEX134.6K37.4K252.8K37.4K99.0K
Net DEX-12.7M-16.9M-8.1M-8.1M-8.1M
Net VEX-36.8K-48.9K-31.2K-32.6K-47.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.032.900.760.15
Total Volume2,600.81767,6741764,361
Total OI62,983.9545,85670,61562,17170,615

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$4.05$4.0047.3%13.6%49.8%9.6%45.6%7.0%11.9%37.4K-8.1M-32.6K0.7651.74N/AN/A1007644,18617,985
2026-01-05$4.17$4.0043.1%16.6%47.2%6.4%61.0%8.2%-4.2%66.9K-9.4M-31.8K0.03100.77N/AN/A2,6608944,18818,054
2026-01-06$4.33$4.0060.2%14.7%48.2%19.4%54.8%-2.6%17.8%76.7K-10.6M-32.4K0.0493.38N/AN/A2,0867545,30618,138
2026-01-07$4.44$4.0051.1%14.3%32.6%12.5%63.4%-5.8%15.2%109.8K-12.1M-31.2K0.6792.79N/AN/A65844046,85818,200
2026-01-08$4.41$4.0057.9%15.2%29.1%17.7%51.9%-8.8%10.3%105.4K-11.7M-32.5K0.0788.46N/AN/A9236147,21618,603
2026-01-09$4.44$4.0080.3%15.4%29.1%34.8%53.8%7.0%11.5%133.7K-12.1M-33.4K0.0569.08N/AN/A2,20111746,86718,657
2026-01-12$4.67$4.0075.2%16.4%33.4%30.9%56.6%-16.8%-2.6%196.2K-14.3M-32.4K0.3171.17N/AN/A2,35373647,46518,624
2026-01-13$4.80$4.5058.2%16.1%33.9%17.9%59.8%8.7%3.9%197.5K-15.5M-32.6K0.2870.07N/AN/A1,37038348,08619,098
2026-01-14$4.83$4.5061.2%17.5%33.4%20.2%61.1%7.8%-0.7%197.6K-16.4M-32.6K0.0567.53N/AN/A3,18917448,91919,462
2026-01-15$4.89$4.5060.3%17.3%33.4%21.4%59.4%-8.0%10.3%252.8K-16.9M-33.9K0.1056.22N/AN/A1,10711450,19519,562
2026-01-16$4.94$4.5052.8%15.1%31.6%15.1%53.9%2.9%3.7%140.1K-16.4M-33.7K0.0860.92N/AN/A2,31517850,41919,647
2026-01-20$5.21$4.5057.6%16.5%34.9%19.2%60.7%6.3%4.9%138.8K-14.5M-33.4K0.1153.97N/AN/A2,50626538,3407,516
2026-01-21$4.92$4.5063.8%18.3%42.4%24.4%65.5%-5.9%-1.9%142.4K-13.8M-33.9K0.3264.44N/AN/A1,35143640,2618,338
2026-01-22$4.96$4.5060.3%17.3%42.4%21.4%61.1%-1.5%3.3%152.7K-13.9M-35.7K2.9057.65N/AN/A1,9675,70741,2488,705
2026-01-23$4.79$4.5056.2%16.1%45.0%18.0%61.3%-0.3%7.9%137.8K-12.1M-41.9K0.7167.04N/AN/A1,39899142,49113,965
2026-01-26$4.62$4.5073.5%21.1%47.2%32.4%66.4%-3.1%-29.8%116.6K-11.6M-42.5K0.1469.89N/AN/A4,82168143,36417,204
2026-01-27$4.79$4.5075.2%21.6%48.5%33.9%73.3%-2.4%1.5%139.5K-12.3M-46.9K1.2843.55N/AN/A1,5011,91446,94217,873
2026-01-28$4.83$4.5067.4%19.3%45.8%27.4%72.7%-1.9%-0.4%137.4K-12.8M-48.9K0.5673.91N/AN/A82946247,69719,781
2026-01-29$4.61$4.5074.0%21.2%49.6%32.9%72.2%1.9%-15.0%114.6K-11.7M-47.1K0.0765.59N/AN/A1,3229947,87221,732
2026-01-30$4.29$4.5069.3%19.9%56.3%28.9%73.6%-15.2%4.8%99.0K-8.1M-47.1K0.1558.90N/AN/A3,80056148,83521,780