BMAX Options History — August 2025

In August 2025, BMAX traded between $27.48 and $32.13. ATM implied volatility averaged 51.3%. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 6.4% (HV 20d: 44.9%). Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-08-26: Highest Volume — 241 contracts
  • 2025-08-08: Largest IV spike — 57.0% change
  • 2025-08-01: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.94$27.48$32.13$29.25$27.57
ATM IV51.3%34.9%97.2%59.3%37.1%
Expected Move11.8%10.0%17.0%17.0%10.6%
HV 20d44.9%27.1%54.5%27.1%54.5%
HV 60d39.6%35.5%43.8%36.3%37.8%
Term Structure-3.8%-18.2%4.7%-18.2%-8.4%
Skew 25d3.4%-2.9%12.0%5.3%-2.9%
Skew 10d8.0%-4.7%31.1%6.9%-0.3%
Call IV 25d39.8%21.9%59.3%59.3%28.8%
Put IV 25d43.2%23.8%64.6%64.6%25.9%
Bid-Ask Spread %148.56134.49156.60156.60134.49
Gamma HHI0.410.270.590.310.55
Net GEX429-715919391-474
Net DEX-7.1K-20.1K35.1K-12.0K35.1K
Net VEX-96-338-40-56-323
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume12.381024100
Total OI18.28611461146

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$29.25$0.0059.3%17.0%27.1%0.0%0.0%5.3%-18.2%391-12.0K-560.00156.60N/AN/A00101
2025-08-04$29.45$0.0058.5%11.1%27.2%0.0%0.0%3.7%-2.8%412-11.6K-510.00152.57N/AN/A00101
2025-08-05$28.75$0.0059.0%11.0%28.4%0.0%0.0%2.7%-2.6%373-9.9K-460.00151.87N/AN/A00101
2025-08-06$29.25$0.0060.2%10.9%29.2%0.0%0.0%2.7%-1.7%406-11.1K-500.00151.81N/AN/A00101
2025-08-07$30.15$0.0061.9%10.8%31.1%0.0%0.0%4.9%-3.6%444-13.3K-540.00152.03N/AN/A00101
2025-08-08$32.13$0.0097.2%12.7%36.9%0.0%0.0%-2.0%-1.6%308-17.2K-630.00147.99N/AN/A00101
2025-08-11$29.70$0.0085.0%11.1%45.2%0.0%0.0%2.9%0.5%422-11.3K-500.00152.16N/AN/A20101
2025-08-12$29.45$0.0066.7%10.9%45.2%0.0%0.0%0.1%3.4%580-13.8K-580.00148.04N/AN/A20121
2025-08-13$30.10$0.0039.4%11.3%45.1%0.0%0.0%1.9%-1.5%919-18.2K-680.00151.42N/AN/A00141
2025-08-14$30.64$0.0042.9%12.3%45.7%0.0%0.0%9.2%4.7%898-20.1K-690.00154.82N/AN/A10141
2025-08-15$28.48$0.0041.9%12.0%51.9%0.0%0.0%10.4%-3.1%707-15.3K-660.00151.09N/AN/A00151
2025-08-18$28.73$0.0039.6%11.4%51.9%0.0%0.0%2.8%4.6%745-15.6K-660.00147.13N/AN/A00151
2025-08-19$27.88$0.0041.3%11.8%52.2%0.0%0.0%12.0%-4.8%660-13.8K-590.00147.72N/AN/A00151
2025-08-20$27.84$0.0040.4%11.6%51.8%0.0%0.0%3.1%-3.7%702-13.7K-610.00146.03N/AN/A00151
2025-08-21$27.59$0.0042.8%12.3%51.0%0.0%0.0%5.2%-5.7%627-12.9K-560.00149.24N/AN/A00151
2025-08-22$28.52$0.0044.9%12.9%52.8%0.0%0.0%2.5%-5.6%775-14.2K-590.00154.19N/AN/A00151
2025-08-25$28.20$0.0043.9%12.6%52.8%0.0%0.0%3.3%-5.9%747-14.5K-580.00149.77N/AN/A20151
2025-08-26$27.48$0.0042.5%12.2%53.3%0.0%0.0%-1.8%-11.4%522-9.4K-400.00141.30N/AN/A0241131
2025-08-27$28.29$0.0038.1%10.9%54.5%0.0%0.0%1.8%-7.1%-44830.2K-3380.00143.31N/AN/A0121333
2025-08-28$28.20$0.0034.9%10.0%54.5%0.0%0.0%3.0%-6.1%-71533.2K-3340.00136.29N/AN/A001333
2025-08-29$27.57$0.0037.1%10.6%54.5%0.0%0.0%-2.9%-8.4%-47435.1K-3230.00134.49N/AN/A001333