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GROY - Gold Royalty
Implied Volatility Analysis

Implied Volatility:
139.5%
Put/Call-Ratio:
0.11

Gold Royalty has an Implied Volatility (IV) of 139.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GROY is 23 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for GROY is 0.05 standard deviations away from its 1 year mean.

Market Cap$385.69M
Dividend Yield1.12% ($0.03)
Next Earnings Date12/5/2022 (4d) !
Next Dividend Date12/14/2022 (13d) !
Implied Volatility (IV) 30d
139.47
Implied Volatility Rank (IVR) 1y
23.18
Implied Volatility Percentile (IVP) 1y
62.62
Historical Volatility (HV) 30d
85.71
IV / HV
1.63
Open Interest
7.14K
Option Volume
207.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 11/30/2022 closing.

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