BMAX Options History — December 2025

In December 2025, BMAX traded between $22.71 and $30.88. ATM implied volatility averaged 87.2%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded below realized volatility by 128.1% (HV 20d: 215.3%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-12-04: Highest Volume — 50 contracts
  • 2025-12-30: Largest IV spike — 154.2% change
  • 2025-12-01: Highest IV Rank — 100.0%
  • 2025-12-31: Largest Expected Move — 39.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.69$22.71$30.88$28.62$28.57
Max Pain$29.00$29.00$29.00$29.00$29.00
ATM IV87.2%49.0%152.9%120.3%138.6%
Expected Move23.7%12.1%39.7%34.5%39.7%
HV 20d215.3%169.0%245.4%170.8%234.3%
HV 60d139.6%108.7%170.6%108.7%170.6%
IV Rank50.0%14.9%100.0%100.0%88.3%
IV Percentile84.5%60.2%100.0%100.0%99.4%
Term Structure-6.9%-21.0%28.7%-21.0%-12.3%
Skew 25d23.4%-2.2%101.0%19.2%36.2%
Skew 10d47.6%4.7%159.1%44.7%82.9%
Call IV 25d52.9%34.4%77.2%77.2%62.7%
Put IV 25d76.2%47.2%135.4%96.4%98.9%
Bid-Ask Spread %140.38133.56151.80151.80143.00
Gamma HHI0.460.390.680.510.40
Net GEX-2.3K-5.3K-1.2K-1.4K-2.0K
Net DEX87.2K64.7K112.1K64.7K77.1K
Net VEX-571-706-340-483-625
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.818050100
Total OI111.1367711877117

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$28.62$0.00120.3%34.5%170.8%100.0%0.0%19.2%-21.0%-1.4K64.7K-4830.00151.80N/AN/A010671
2025-12-02$29.34$0.00119.4%34.2%169.0%99.0%0.0%17.2%-0.7%-1.7K67.9K-5490.00138.61N/AN/A00681
2025-12-03$24.65$0.0052.4%15.0%180.5%24.2%0.0%3.4%-15.7%-2.3K101.1K-3870.00146.08N/AN/A00681
2025-12-04$23.75$29.0052.4%12.1%180.9%24.2%0.0%7.0%-8.4%-2.2K109.2K-3400.00137.75N/AN/A050681
2025-12-05$24.02$29.0059.4%13.3%180.9%32.0%0.0%8.6%-7.6%-3.3K108.7K-5140.00144.40N/AN/A006111
2025-12-08$23.95$29.0061.8%13.0%180.6%34.7%0.0%10.4%-6.3%-2.7K103.0K-5620.00138.76N/AN/A006111
2025-12-09$29.55$29.00152.9%26.8%195.8%100.0%0.0%34.8%-12.6%-1.9K75.2K-7060.00139.90N/AN/A106111
2025-12-10$25.86$29.0049.0%14.0%202.0%14.9%0.0%-0.4%-4.8%-2.4K85.4K-5860.00137.05N/AN/A107111
2025-12-11$30.88$29.00119.0%34.1%211.1%72.2%0.0%101.0%-13.7%-1.2K65.9K-7050.00136.79N/AN/A006111
2025-12-12$23.26$29.0049.5%14.2%235.6%15.4%0.0%4.3%-17.3%-2.9K109.0K-5500.00144.04N/AN/A006111
2025-12-15$24.05$29.0053.6%15.4%235.9%18.6%0.0%7.8%-8.1%-2.6K105.8K-5160.00145.40N/AN/A006111
2025-12-16$28.88$29.0084.4%24.2%244.6%43.9%0.0%42.8%28.7%-1.9K77.6K-6840.00145.61N/AN/A006111
2025-12-17$28.81$29.0089.4%25.6%235.3%48.0%0.0%38.2%3.2%-2.0K76.3K-6590.00144.23N/AN/A006111
2025-12-18$28.55$29.0098.4%28.2%224.8%55.4%0.0%45.6%8.3%-1.8K78.2K-6760.00134.83N/AN/A006111
2025-12-19$23.77$29.0052.8%15.1%234.5%18.0%0.0%-2.2%-6.0%-2.6K98.7K-5610.00133.56N/AN/A006111
2025-12-22$23.63$29.0051.9%14.9%234.5%17.3%0.0%10.2%-6.0%-5.3K92.8K-3780.00134.33N/AN/A006111
2025-12-23$29.00$29.00111.0%31.8%245.4%65.7%0.0%44.6%-6.6%-1.9K77.1K-6720.00134.26N/AN/A006111
2025-12-24$28.62$29.00112.9%32.4%245.4%67.2%0.0%32.2%-8.1%-2.0K77.7K-6420.00140.13N/AN/A006111
2025-12-26$27.89$29.00100.7%28.9%230.4%57.3%0.0%20.6%-7.8%-2.1K79.2K-6280.00139.26N/AN/A006111
2025-12-29$22.71$29.0053.1%15.2%229.0%18.3%0.0%-1.3%-18.0%-2.8K112.1K-5180.00138.56N/AN/A006111
2025-12-30$28.72$29.00135.0%38.7%234.5%85.3%0.0%34.2%-11.0%-2.0K75.8K-6290.00139.92N/AN/A006111
2025-12-31$28.57$29.00138.6%39.7%234.3%88.3%0.0%36.2%-12.3%-2.0K77.1K-6250.00143.00N/AN/A006111