Brookfield Business Corporation (BBUC) Options History
Historical options analytics archive for BBUC with monthly max pain, implied volatility, gamma exposure, and put/call data.
44 months of complete options data available.
BBUC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BBUC. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 53.4% | 14.4% | $35.00 | -$16.3K | $278.8K | 0.04 |
| 2026-05 | 20 | 57.5% | 16.5% | $35.00 | -$13.7K | $127.4K | 0.41 |
| 2026-04 | 21 | 50.4% | 12.9% | $35.00 | -$10.3K | $128.0K | 0.20 |
| 2026-03 | 22 | 38.5% | 7.8% | $35.00 | -$10.6K | $268.2K | 3.83 |
| 2026-02 | 19 | 51.9% | 13.7% | $35.00 | -$6.2K | $144.5K | 0.00 |
| 2026-01 | 20 | 57.0% | 16.3% | $35.00 | $4.3K | -$54.1K | 0.00 |
This archive aggregates BBUC's daily end-of-day options snapshots into monthly summaries, spanning 2022-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BBUC option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 53.4%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.04.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Frequently asked BBUC history questions
- How much options history is available for BBUC?
- This archive holds 44 months of BBUC options analytics, spanning 2022-11 through 2026-06. Each entry is a monthly rollup of BBUC's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BBUC archive.
- What data does each monthly BBUC aggregate contain?
- Every monthly row summarizes that month of BBUC option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 53.4%, an average IV rank of 14.4%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.04.
- How is the BBUC options-history archive built and how often does it update?
- The archive is derived from BBUC's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BBUC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.