GROY Options History — March 2026

In March 2026, GROY traded between $3.15 and $4.67. ATM implied volatility averaged 107.1%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 53.6% (HV 20d: 53.4%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2026-03-13: Highest Volume — 20,867 contracts
  • 2026-03-23: Largest IV spike — 384.9% change
  • 2026-03-23: Highest IV Rank — 100.0%
  • 2026-03-27: Largest Expected Move — 73.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.80$3.15$4.67$4.67$3.56
Max Pain$4.07$4.00$4.50$4.50$4.00
ATM IV107.1%56.3%314.7%59.1%92.1%
Expected Move24.2%11.5%73.3%16.9%26.4%
HV 20d53.4%45.2%63.8%57.0%63.8%
HV 60d54.2%50.0%60.1%53.7%60.1%
IV Rank47.3%20.4%100.0%20.4%25.9%
IV Percentile73.9%28.2%100.0%37.7%96.8%
Term Structure0.4%-34.4%21.0%7.3%-16.2%
VWIV61.5%49.2%73.8%60.4%67.1%
Skew 25d-1.3%-22.1%28.5%-13.7%16.6%
Skew 10d26.4%-24.3%103.1%20.0%7.8%
Call IV 25d56.1%37.7%72.8%67.4%42.7%
Put IV 25d54.8%39.8%67.9%53.7%59.3%
Bid-Ask Spread %54.9234.2488.2881.8048.36
Gamma HHI0.280.250.320.280.29
Net GEX51.4K6.4K106.9K106.9K6.4K
Net DEX-4.0M-11.1M921.8K-11.1M-1.3M
Net VEX-38.5K-45.6K-29.6K-44.9K-32.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.002.010.490.09
Total Volume2,133.27321320,8671,263519
Total OI68,763.09162,04474,88667,35562,640

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$4.67$4.5059.1%16.9%57.0%20.4%60.4%-13.7%7.3%106.9K-11.1M-44.9K0.4981.80N/AN/A84541846,10321,252
2026-03-03$4.42$4.5074.6%21.4%59.9%33.3%70.2%-20.4%-1.5%96.2K-9.1M-44.5K0.0782.52N/AN/A3822846,46021,660
2026-03-04$4.42$4.5076.3%21.9%59.0%34.8%71.6%-17.4%-2.5%95.9K-9.2M-44.5K0.0088.28N/AN/A518246,67021,688
2026-03-05$4.22$4.0075.1%16.0%59.1%33.8%57.1%11.8%16.8%87.0K-7.7M-43.7K0.2659.91N/AN/A46712146,95021,689
2026-03-06$4.29$4.0059.3%15.8%53.7%20.5%62.2%-1.4%8.0%87.0K-7.7M-43.1K0.1066.93N/AN/A1932047,17421,810
2026-03-09$4.21$4.0073.2%18.8%52.2%32.2%58.7%-10.0%-5.4%81.1K-7.1M-42.7K0.1955.83N/AN/A3566747,24621,814
2026-03-10$4.31$4.0088.0%20.0%48.9%44.6%72.2%5.3%-8.6%82.6K-8.2M-42.1K0.0357.98N/AN/A217747,16521,878
2026-03-11$4.21$4.0065.4%18.7%48.9%25.7%68.2%-16.8%-14.8%71.5K-6.9M-41.6K0.1260.61N/AN/A3254047,24121,879
2026-03-12$4.08$4.0065.0%18.2%49.6%40.4%62.2%9.0%1.1%80.1K-6.7M-40.6K0.0452.46N/AN/A5432247,43421,878
2026-03-13$3.92$4.0066.3%18.9%47.4%42.0%66.7%-6.5%3.3%64.6K-4.8M-38.9K0.0052.76N/AN/A20,8036447,46321,856
2026-03-16$3.88$4.0056.3%15.6%46.7%28.7%56.0%-0.6%-0.8%34.6K-3.7M-44.7K0.1146.17N/AN/A8359451,17621,838
2026-03-17$3.83$4.0061.6%17.6%45.2%35.8%60.5%-7.8%2.1%35.8K-4.1M-45.6K0.2049.83N/AN/A4348851,45921,894
2026-03-18$3.62$4.0065.8%16.4%46.1%41.4%65.5%-22.1%3.7%32.6K-2.2M-40.6K2.0147.23N/AN/A8611,73251,64421,812
2026-03-19$3.27$4.0062.0%14.3%56.1%36.3%73.8%-7.9%15.1%25.5K894.3K-32.8K0.4053.57N/AN/A3,9731,58252,00022,167
2026-03-20$3.15$4.0064.9%18.1%54.0%40.2%61.2%20.0%6.7%29.3K921.8K-32.9K0.3140.98N/AN/A86127152,53022,356
2026-03-23$3.23$4.00314.7%25.4%55.9%100.0%55.0%5.1%-34.0%19.6K811.5K-31.7K0.5842.94N/AN/A1,49486045,87121,421
2026-03-24$3.24$4.0072.7%26.9%52.5%50.6%58.3%28.5%-34.4%18.7K-129.8K-33.7K0.1151.52N/AN/A5876246,34020,763
2026-03-25$3.33$4.00258.9%11.5%54.8%100.0%49.7%8.8%16.8%18.3K-510.8K-33.4K0.0247.84N/AN/A5291146,64719,035
2026-03-26$3.17$4.00192.7%55.2%52.4%100.0%49.2%-11.5%17.2%26.7K252.6K-30.0K0.2135.58N/AN/A2815846,84719,045
2026-03-27$3.29$4.00255.8%73.3%56.1%100.0%53.2%-6.1%8.2%17.6K-157.8K-32.0K0.0350.87N/AN/A5,23816846,83219,117
2026-03-30$3.29$4.00156.0%44.7%56.1%54.8%53.2%8.6%21.0%12.7K-150.8K-29.6K0.1634.24N/AN/A82313342,93219,112
2026-03-31$3.56$4.0092.1%26.4%63.8%25.9%67.1%16.6%-16.2%6.4K-1.3M-32.6K0.0948.36N/AN/A4754443,62219,018