BMAX Options History — November 2025

In November 2025, BMAX traded between $23.05 and $29.40. ATM implied volatility averaged 68.6%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded below realized volatility by 25.1% (HV 20d: 93.6%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2025-11-21: Highest Volume — 23 contracts
  • 2025-11-07: Largest IV spike — 93.2% change
  • 2025-11-26: Highest IV Rank — 100.0%
  • 2025-11-26: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.17$23.05$29.40$25.70$23.67
Max Pain$29.00$29.00$29.00$29.00$29.00
ATM IV68.6%47.1%117.5%49.1%78.1%
Expected Move18.1%10.2%33.7%14.1%22.4%
HV 20d93.6%74.9%156.1%81.6%156.1%
HV 60d68.9%57.9%101.4%61.7%101.4%
IV Rank54.4%24.6%100.0%27.6%54.6%
IV Percentile87.7%62.5%100.0%70.4%94.8%
Term Structure-9.3%-15.4%2.0%-15.4%-12.9%
Skew 25d35.1%-3.4%83.2%-3.4%31.2%
Skew 10d67.3%3.0%154.1%3.0%108.2%
Call IV 25d52.3%37.6%92.7%53.0%59.1%
Put IV 25d87.4%40.6%147.2%49.6%90.3%
Bid-Ask Spread %150.35138.23156.07138.23155.70
Gamma HHI0.530.440.780.500.44
Net GEX-875-1.9K-251-512-1.9K
Net DEX72.8K18.2K102.0K62.7K102.0K
Net VEX-282-502-140-271-321
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume2.15802300
Total OI7166776677

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$25.70$29.0049.1%14.1%81.6%27.6%0.0%-3.4%-15.4%-51262.7K-2710.00138.23N/AN/A002640
2025-11-04$26.30$29.0047.1%13.5%82.3%24.6%0.0%4.8%-9.6%-27756.8K-3040.00139.39N/AN/A012640
2025-11-05$26.27$29.0049.2%14.1%82.3%27.7%0.0%5.1%-11.7%-25158.3K-3040.00139.49N/AN/A002641
2025-11-06$25.69$0.0048.4%10.2%81.1%26.5%0.0%3.0%-5.4%-57865.9K-2690.00140.20N/AN/A002641
2025-11-07$26.30$0.0093.5%12.3%81.2%94.4%0.0%5.7%-7.2%-42642.5K-3300.00155.22N/AN/A042641
2025-11-10$25.63$0.0057.2%10.9%80.5%39.8%0.0%3.5%-6.6%-80775.3K-2850.00142.10N/AN/A002645
2025-11-11$25.50$0.0062.0%11.3%78.2%47.0%0.0%4.1%-5.7%-81775.9K-2810.00144.46N/AN/A002645
2025-11-12$24.80$0.0059.8%17.1%77.2%43.6%0.0%64.0%-7.3%-80976.5K-2530.00154.61N/AN/A002645
2025-11-13$24.71$0.0058.6%16.8%77.2%41.9%0.0%64.0%-8.0%-81376.8K-2500.00155.25N/AN/A002645
2025-11-14$24.30$0.0065.1%18.7%76.5%51.6%0.0%67.4%-9.9%-77774.0K-2660.00153.39N/AN/A002645
2025-11-17$24.02$0.0067.6%19.4%74.9%55.5%0.0%68.8%-10.0%-45886.2K-1790.00154.65N/AN/A002645
2025-11-18$29.00$0.0082.2%23.6%96.3%77.3%0.0%66.4%-13.0%-79118.2K-3790.00154.85N/AN/A002645
2025-11-19$24.05$0.0067.0%19.2%105.0%54.6%0.0%39.2%-9.3%-33690.9K-1400.00153.90N/AN/A002645
2025-11-20$23.20$0.0076.8%22.0%103.5%69.2%0.0%46.7%-13.0%-95779.2K-1980.00155.74N/AN/A032645
2025-11-21$23.05$0.0072.0%20.6%103.0%62.0%0.0%44.3%-11.0%-1.1K83.0K-2070.00154.88N/AN/A0232648
2025-11-24$23.53$0.0071.0%20.4%103.4%60.5%0.0%23.2%-10.1%-1.7K96.0K-3020.00154.30N/AN/A010666
2025-11-25$23.18$0.0080.7%23.1%103.4%75.1%0.0%45.8%-13.3%-1.8K101.9K-3130.00154.20N/AN/A00671
2025-11-26$29.40$0.00117.5%33.7%135.5%100.0%0.0%83.2%2.0%-1.5K61.2K-5020.00156.07N/AN/A00671
2025-11-28$23.67$0.0078.1%22.4%156.1%54.6%0.0%31.2%-12.9%-1.9K102.0K-3210.00155.70N/AN/A00671