GROY Options History — February 2026

In February 2026, GROY traded between $4.05 and $4.71. ATM implied volatility averaged 65.5%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 1.6% (HV 20d: 63.9%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.71.

Notable Days

  • 2026-02-24: Highest Volume — 2,155 contracts
  • 2026-02-27: Largest IV drop — 17.5% change
  • 2026-02-03: Highest IV Rank — 35.5%
  • 2026-02-05: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.41$4.05$4.71$4.42$4.67
Max Pain$4.45$4.00$4.50$4.50$4.50
ATM IV65.5%54.8%77.1%69.3%55.8%
Expected Move19.6%16.0%23.0%19.9%16.0%
HV 20d63.9%56.9%67.9%57.0%63.1%
HV 60d58.2%53.8%60.7%57.2%53.8%
IV Rank25.8%16.8%35.5%28.9%17.6%
IV Percentile57.6%23.4%82.1%65.1%25.8%
Term Structure-0.2%-22.3%22.3%7.7%22.3%
VWIV67.7%52.8%82.1%74.1%52.8%
Skew 25d-4.9%-22.7%16.8%-3.7%9.9%
Skew 10d27.4%-6.8%94.7%19.4%14.7%
Call IV 25d68.9%59.5%80.9%73.8%59.5%
Put IV 25d64.0%44.1%88.5%70.1%69.4%
Bid-Ask Spread %85.0452.16102.4752.1690.33
Gamma HHI0.300.210.410.370.30
Net GEX89.8K12.3K138.9K107.4K106.2K
Net DEX-8.7M-11.3M-5.6M-8.6M-10.9M
Net VEX-45.4K-48.1K-43.0K-47.4K-44.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.015.301.390.21
Total Volume1,246.3163122,1551,7851,331
Total OI71,474.94763,27677,04870,46666,402

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$4.42$4.5069.3%19.9%57.0%28.9%74.1%-3.7%7.7%107.4K-8.6M-47.4K1.3952.16N/AN/A7481,03748,57721,889
2026-02-03$4.54$4.5077.1%22.1%56.9%35.5%75.4%9.1%-8.3%117.1K-9.8M-48.0K0.0872.44N/AN/A6364948,71621,874
2026-02-04$4.34$4.5068.5%19.6%58.0%28.3%73.5%-9.1%-13.7%102.6K-8.4M-46.8K0.2558.16N/AN/A1,10428049,11921,923
2026-02-05$4.05$4.5062.4%23.0%62.1%23.1%82.1%-16.0%-18.9%64.9K-6.1M-44.9K0.1194.40N/AN/A1,62017449,96322,167
2026-02-06$4.22$4.5054.8%19.5%64.2%16.8%70.3%-21.8%-1.9%76.5K-6.9M-47.6K0.84101.47N/AN/A25621550,68022,340
2026-02-09$4.46$4.5060.2%22.1%67.3%21.3%72.8%-8.6%11.5%123.9K-9.1M-48.1K0.6593.46N/AN/A94160850,75022,486
2026-02-10$4.54$4.5062.6%19.7%65.1%23.3%65.8%9.3%-5.5%138.9K-10.1M-47.7K0.1195.52N/AN/A3764351,00722,060
2026-02-11$4.46$4.5063.7%18.3%64.4%24.2%64.7%-11.9%-4.8%123.3K-10.0M-45.9K1.41100.05N/AN/A8731,23351,15422,084
2026-02-12$4.21$4.5071.1%20.4%67.0%30.4%63.5%-6.0%-22.3%87.5K-7.6M-44.6K0.84102.47N/AN/A25721651,57923,304
2026-02-13$4.29$4.5065.7%18.8%67.3%25.9%64.2%-7.1%-1.9%73.9K-7.7M-45.8K0.1088.24N/AN/A2832951,68723,404
2026-02-17$4.13$4.0064.5%18.5%67.9%24.9%69.8%-7.5%3.3%12.3K-5.6M-43.0K1.3186.04N/AN/A39651751,85123,433
2026-02-18$4.29$4.0068.0%19.5%66.2%27.9%65.6%-9.1%0.9%76.0K-7.1M-44.3K5.3075.17N/AN/A2841,50552,05724,506
2026-02-19$4.33$4.5066.3%19.0%64.1%26.4%66.1%16.8%15.3%62.7K-7.7M-44.2K0.6384.44N/AN/A73146052,07024,978
2026-02-20$4.47$4.5068.1%19.5%65.3%27.9%68.0%-5.9%1.1%102.0K-8.5M-43.5K0.0979.30N/AN/A1,13710752,01424,595
2026-02-23$4.45$4.5066.9%19.2%64.4%26.9%66.4%-0.6%1.0%68.4K-8.9M-44.0K0.0476.40N/AN/A1,9777042,42420,852
2026-02-24$4.63$4.5066.5%19.1%64.9%26.6%64.8%-22.7%2.4%77.7K-10.3M-44.4K0.0385.87N/AN/A2,0857043,53920,907
2026-02-25$4.54$4.5065.5%18.8%63.8%25.7%59.3%5.0%14.9%88.8K-10.4M-43.9K0.1490.53N/AN/A6078644,55920,971
2026-02-26$4.71$4.5067.6%19.4%65.3%27.5%67.2%-12.8%-6.1%95.4K-11.3M-44.4K0.0189.27N/AN/A1,331845,06221,041
2026-02-27$4.67$4.5055.8%16.0%63.1%17.6%52.8%9.9%22.3%106.2K-10.9M-44.3K0.2190.33N/AN/A1,09923245,36021,042