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
$0.33
7-Day Straddle
$0.33
Avg IV
1.7%
IV Rank
91%
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
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%
20260630 $0.35 $0.35 1.2% 57%
20260629 $0.40 $0.40 1.1% 48%
20260626 $10.25 $10.25 1.2% 58%
20260625 $0.48 $0.48 1.2% 55%
20260624 $0.55 $0.55 1.1% 48%
20260623 $0.33 $0.33 1.1% 47%
20260622 $0.40 $0.40 0.7% 26%
20260618 $0.35 $0.23 0.9% 38%
20260617 $0.40 $0.12 0.9% 38%
20260616 $0.35 $0.12 0.8% 31%
20260615 $0.32 $0.17 0.8% 32%
20260613 $0.53 $0.20 0.8% 33%
20260612 $0.53 $0.22 0.8% 33%
20260611 $0.40 $0.25 1.0% 44%
20260610 $0.40 $0.57 0.8% 32%
20260609 $0.57 $0.25 0.8% 33%
20260608 $0.53 $0.25 0.8% 28%
20260605 $0.57 $0.33 0.9% 35%
20260604 $0.40 $0.30 0.6% 21%
20260603 $0.40 $0.30 0.7% 28%
20260602 $0.22 $0.22 1.3% 62%
20260601 $0.42 $0.42 1.6% 76%
20260529 $0.33 $0.33 0.9% 35%
20260528 $0.28 $0.28 1.3% 60%
20260527 $0.33 $0.33 1.4% 68%
20260526 $0.30 $0.30 1.1% 49%
20260510 $0.57 $0.28 1.0% 44%
20260508 $0.57 $0.28 1.0% 38%
20260507 $0.60 $0.30 0.6% 16%
20260506 $0.62 $0.43 1.0% 37%
20260505 $0.60 $1.05 1.0% 37%
20260504 $0.60 $0.30 0.8% 29%
20260502 $0.82 $0.82 0.8% 26%
20260501 $0.82 $0.82 0.6% 19%
20260430 $7.88 $7.88 0.7% 20%
20260429 $0.38 $0.38 0.7% 23%