GROY (Gold Royalty Corp.)

Historical IV Rank & Volatility Regime

IV Rank measures where GROY's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on GROY are priced rich or cheap relative to its own recent 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.

GROY IV Rank Summary
Current
28%
Subdued — neutral to long-vol
30-Day Avg
28%
60-Day Avg
28%
90-Day Avg
31%
90-Day Low
0%
90-Day High
85%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GROY's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
GROY IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260609 28% 0.8%
20260608 28% 0.8%
20260605 35% 0.9%
20260604 21% 0.6%
20260603 28% 0.7%
20260602 62% 1.3%
20260601 76% 1.6%
20260529 35% 0.9%
20260528 60% 1.3%
20260527 68% 1.4%
20260526 49% 1.1%
20260510 44% 1.0%
20260508 38% 1.0%
20260507 16% 0.6%
20260506 37% 1.0%
20260505 37% 1.0%
20260504 29% 0.8%
20260502 26% 0.8%
20260501 19% 0.6%
20260430 20% 0.7%
20260429 23% 0.7%
20260428 0% 0.3%
20260427 23% 0.8%
20260424 0% 0.4%
20260423 10% 0.6%
20260422 9% 0.6%
20260421 15% 0.7%
20260420 0% 0.5%
20260417 0% 0.5%
20260416 6% 0.6%
20260415 0% 0.5%
20260414 4% 0.6%
20260413 0% 0.5%
20260410 13% 0.9%
20260409 27% 1.1%
20260408 16% 0.9%
20260407 10% 0.8%
20260406 19% 0.9%
20260402 9% 0.8%
20260401 39% 1.3%
20260331 44% 1.3%
20260330 74% 1.8%
20260327 47% 1.4%
20260326 47% 1.4%
20260325 48% 1.4%
20260324 43% 1.3%
20260323 37% 1.2%
20260320 51% 1.4%
20260319 36% 1.2%
20260318 33% 1.2%
20260317 36% 1.2%
20260316 25% 1.0%
20260313 18% 0.9%
20260312 38% 1.2%
20260311 29% 1.1%
20260310 17% 0.9%
20260309 16% 0.9%
20260308 21% 1.0%
20260306 20% 1.0%
20260305 24% 1.0%
20260304 82% 1.9%
20260303 64% 1.6%
20260302 41% 1.3%
20260227 40% 1.3%
20260226 31% 1.1%
20260225 43% 1.3%
20260224 31% 1.1%
20260223 39% 1.3%
20260221 30% 1.1%
20260220 29% 1.1%
20260219 18% 0.9%
20260218 25% 1.0%
20260217 13% 0.9%
20260213 13% 0.9%
20260212 65% 1.7%
20260211 37% 1.2%
20260210 9% 0.8%
20260209 25% 1.0%
20260206 23% 1.0%
20260205 34% 1.2%
20260204 85% 2.0%
20260203 36% 1.2%
20260202 31% 1.1%
20260130 34% 1.2%
20260129 74% 1.8%
20260128 34% 1.2%
20260127 21% 1.0%
20260126 77% 2.0%
20260123 49% 1.5%
20260122 9% 0.8%