GROY · Expected Move
Gold Royalty Corp.
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).
GROY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GROY Expected Move
30-Day Straddle
$0.40
7-Day Straddle
$0.57
30-Day ATM IV
49.1%
IV Rank
13%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.40 | $0.57 | 49.1% | 13% |
| 20261106 | $0.35 | $0.28 | 46.1% | 9% |
| 20261105 | $0.42 | $0.28 | 77.5% | 53% |
| 20261104 | $0.30 | $0.30 | 69.7% | 42% |
| 20261103 | $0.43 | $0.43 | 56.9% | 24% |
| 20261102 | $0.40 | $0.40 | 93.2% | 75% |
| 20261030 | $0.42 | $0.42 | 91.6% | 72% |
| 20261029 | $0.42 | $0.42 | 66.1% | 37% |
| 20261028 | $0.38 | $0.38 | 63.2% | 33% |
| 20261027 | $0.28 | $0.28 | 59.7% | 28% |
| 20261026 | $0.47 | $0.47 | 59.9% | 28% |
| 20261023 | $0.62 | $0.62 | — | — |
| 20261022 | $0.28 | $0.28 | 58.3% | 26% |
| 20261021 | $0.28 | $0.28 | 39.6% | 0% |
| 20261020 | $0.35 | $0.35 | 49.7% | 12% |
| 20261019 | $0.30 | $0.30 | 41.7% | 0% |
| 20261016 | $0.35 | $0.17 | 47.3% | 8% |
| 20261015 | $0.47 | $0.30 | 63.2% | 31% |
| 20261014 | $0.38 | $0.25 | 67.1% | 36% |
| 20261013 | $0.43 | $0.25 | 54.6% | 18% |
| 20261012 | $0.33 | $10.07 | 54.4% | 18% |
| 20261009 | $0.47 | $0.23 | 57.9% | 23% |
| 20261008 | $0.45 | $0.17 | 55.0% | 19% |
| 20261007 | $0.43 | $0.22 | 55.7% | 20% |
| 20261006 | $0.53 | $0.25 | 63.4% | 31% |
| 20261005 | $0.43 | $0.23 | 54.7% | 19% |
| 20261002 | $0.23 | $0.23 | 52.7% | 16% |
| 20261001 | $0.25 | $0.25 | 52.9% | 16% |
| 20260930 | $0.20 | $0.20 | 50.0% | 12% |
| 20260929 | $0.28 | $0.28 | 64.6% | 33% |
| 20260928 | $0.30 | $0.30 | 52.2% | 15% |
| 20260925 | $0.35 | $0.35 | 60.0% | 26% |
| 20260924 | $0.33 | $0.33 | 51.9% | 15% |
| 20260923 | $0.48 | $0.48 | 111.3% | 100% |
| 20260922 | $0.33 | $0.33 | 47.8% | 13% |
| 20260921 | $0.30 | $0.30 | 68.7% | 58% |
| 20260918 | $0.55 | $0.48 | 62.8% | 45% |
| 20260917 | $1.02 | $0.25 | — | — |
| 20260916 | $0.47 | $0.17 | 53.1% | 24% |
| 20260915 | $0.53 | $7.53 | 65.9% | 52% |
| 20260914 | $0.55 | $0.48 | 61.5% | 42% |
| 20260911 | $0.57 | $0.47 | 68.0% | 56% |
| 20260910 | $0.68 | $0.53 | 67.4% | 55% |
| 20260909 | $0.40 | $0.57 | 65.7% | 51% |
| 20260908 | $0.52 | $2.20 | 64.2% | 48% |
| 20260904 | $0.73 | $0.48 | 68.4% | 57% |
| 20260903 | $0.43 | $0.20 | 66.6% | 53% |
| 20260902 | $0.55 | $0.55 | 61.1% | 41% |
| 20260901 | $0.60 | $0.60 | 78.1% | 78% |
| 20260831 | $0.57 | $0.57 | 68.6% | 57% |
| 20260828 | $0.57 | $0.57 | 57.8% | 34% |
| 20260827 | $0.35 | $0.35 | 61.2% | 41% |
| 20260826 | $2.42 | $2.42 | 64.0% | 48% |
| 20260825 | $0.68 | $0.68 | 70.9% | 62% |
| 20260824 | $0.33 | $0.33 | 69.8% | 60% |
| 20260821 | $0.33 | $0.15 | 58.2% | 35% |
| 20260820 | $0.43 | $0.17 | 49.4% | 16% |
| 20260819 | $0.33 | $0.17 | 41.8% | 0% |
| 20260818 | $0.35 | $0.33 | 53.8% | 22% |
| 20260817 | $0.38 | $0.25 | — | — |
More on GROY
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.