GROY Options History — April 2026

In April 2026, GROY traded between $3.67 and $3.74. ATM implied volatility averaged 48.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 18.2% (HV 20d: 66.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.08.

Notable Days

  • 2026-04-01: Highest Volume — 1,106 contracts
  • 2026-04-02: Largest IV drop — 22.1% change
  • 2026-04-01: Highest IV Rank — 8.9%
  • 2026-04-01: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.71$3.67$3.74$3.74$3.67
Max Pain$3.50$3.00$4.00$4.00$3.00
ATM IV48.4%42.4%54.4%54.4%42.4%
Expected Move13.9%12.2%15.6%15.6%12.2%
HV 20d66.6%65.9%67.3%67.3%65.9%
HV 60d60.5%60.3%60.7%60.7%60.3%
IV Rank6.2%3.5%8.9%8.9%3.5%
IV Percentile12.5%4.0%21.0%21.0%4.0%
Term Structure0.3%-4.3%4.9%4.9%-4.3%
VWIV58.0%53.1%63.0%53.1%63.0%
Skew 25d-13.2%-19.6%-6.8%-6.8%-19.6%
Skew 10d29.7%14.6%44.8%14.6%44.8%
Call IV 25d62.5%50.1%75.0%50.1%75.0%
Put IV 25d49.4%43.3%55.4%43.3%55.4%
Bid-Ask Spread %48.0340.0655.9940.0655.99
Gamma HHI0.310.300.320.320.30
Net GEX-1.3K-4.6K2.1K-4.6K2.1K
Net DEX-2.7M-3.0M-2.4M-3.0M-2.4M
Net VEX-35.3K-36.3K-34.3K-36.3K-34.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.050.110.050.11
Total Volume8125181,1061,106518
Total OI63,237.562,95263,52362,95263,523

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$3.74$4.0054.4%15.6%67.3%8.9%53.1%-6.8%4.9%-4.6K-3.0M-36.3K0.0540.06N/AN/A1,0545243,94719,005
2026-04-02$3.67$3.0042.4%12.2%65.9%3.5%63.0%-19.6%-4.3%2.1K-2.4M-34.3K0.1155.99N/AN/A4685044,52319,000