What move does the options market price into Gold Royalty's report?

Implied ±12.5%, either direction.

GROYNYSEMining

Gold Royalty Corp. (GROY) earnings date, market-implied expected move, and options open interest by expiry

2.65

Closed16:00 ET

Open2.77Volume2.2MMkt cap$597.3MEPS-0.02

Day2.62 – 2.7920%52-wk2.45 – 5.457%

GROY

Gold Royalty Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.5%implied · report alone

2.332.99

straddle ±17.6%

spot 2.66exp Nov 20ATM strike 3ATM straddle 0.55IV 88%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

confirmed

Calendar

Next report

Last report

—

Linked news

2dAEM · customerAgnico Eagle posts Q3 net income $1,352,874, payable gold 814,012 oz

News

Largest filed tie

13F top-10 QoQ

+0.02%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

110 managers

Top fund weight

—

Gold Royalty (GROY) reports on Nov 4 after close (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 5 expiries · Oct 20 close

0.52OI · 5 expiries · Oct 20 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

57+4%Nov 2020d110+9%

1,4300%Dec 1848d0.971,4790%0.97

1,9760%Jan 1576d0.1216,9500%0.12

1980%Mar 19139d0.063,1650%0.06

90%Apr 16167d0.071280%0.07

ExpiryPutsCallsP/C

Nov 2020d57+4%110+9%0.52

Dec 1848d1,4300%1,4790%0.97

Jan 1576d1,9760%16,9500%0.12

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.19· ±3.1% vs ±2.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.1%5 of 11×1.19

PCEpersonal income & outlays±2.7%10 of 20×1.05

NFPjobs report±2.4%5 of 10×0.94

FOMCrate decision±2.3%9 of 25×0.90

CPIconsumer prices±2.3%7 of 11×0.89

GDPgross domestic product±2.2%9 of 20×0.86

CPROFcorporate profits±1.3%4 of 12×0.50

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod