GROY (Gold Royalty Corp.)

Expected Move & Straddle Price History

The expected move for GROY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current GROY Expected Move
30-Day Straddle
$0.35
7-Day Straddle
$0.35
Avg IV
1.2%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to GROY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
GROY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $0.35 $0.35 1.2% 40%
20260924 $0.33 $0.33 1.3% 44%
20260923 $0.48 $0.48 1.5% 55%
20260922 $0.33 $0.33 1.3% 41%
20260921 $0.30 $0.30 1.3% 42%
20260918 $0.55 $0.48 1.3% 54%
20260917 $1.02 $0.25 1.1% 44%
20260916 $0.47 $0.17 1.3% 53%
20260915 $0.53 $7.53 1.0% 36%
20260914 $0.55 $0.48 1.1% 40%
20260911 $0.57 $0.47 1.1% 43%
20260910 $0.68 $0.53 1.1% 41%
20260909 $0.40 $0.57 0.9% 30%
20260908 $0.52 $2.20 1.0% 36%
20260904 $0.73 $0.48 0.9% 31%
20260903 $0.43 $0.20 0.9% 33%
20260902 $0.55 $0.55 1.3% 52%
20260901 $0.60 $0.60 1.2% 48%
20260831 $0.57 $0.57 1.7% 71%
20260828 $0.57 $0.57 2.2% 100%
20260827 $0.35 $0.35 1.1% 60%
20260826 $2.42 $2.42 1.6% 94%
20260825 $0.68 $0.68 1.1% 58%
20260824 $0.33 $0.33 1.5% 90%
20260821 $0.33 $0.15 1.4% 84%
20260820 $0.43 $0.17 1.0% 46%
20260819 $0.33 $0.17 1.0% 44%
20260818 $0.35 $0.33 1.4% 72%
20260817 $0.38 $0.25 0.9% 38%
20260814 $0.48 $0.90 1.0% 46%
20260813 $0.57 $0.33 1.5% 78%
20260812 $0.45 $0.30 1.0% 50%
20260811 $0.53 $0.30 1.1% 51%
20260810 $0.50 $0.22 1.1% 55%
20260806 $0.55 $2.67 0.9% 41%
20260805 $0.33 $0.33 1.7% 91%
20260804 $0.30 $0.30 1.7% 92%
20260803 $0.30 $0.30 1.5% 84%
20260731 $0.35 $0.35 1.5% 78%
20260730 $0.33 $0.33 1.4% 76%
20260729 $0.38 $0.38 1.3% 70%
20260728 $0.38 $0.38 1.3% 70%
20260727 $0.35 $0.35 1.2% 62%
20260724 $0.30 $0.30 1.5% 81%
20260723 $0.38 $0.38 1.4% 66%
20260722 $0.38 $0.38 1.4% 71%
20260721 $0.35 $0.35 1.2% 57%
20260720 $0.30 $0.30 1.6% 79%
20260716 $0.30 $0.97 1.5% 75%
20260715 $0.30 $0.38 1.4% 66%
20260714 $0.33 $0.45 1.3% 64%
20260713 $7.62 $0.45 1.3% 61%
20260710 $0.55 $1.23 1.0% 44%
20260709 $0.55 $0.60 1.0% 45%
20260708 $0.53 $0.50 0.6% 22%
20260707 $0.57 $0.48 1.1% 49%
20260706 $0.55 $0.25 1.1% 47%
20260702 $0.35 $0.35 1.3% 62%
20260701 $0.30 $0.30 1.2% 54%