BCP Investment Corporation (BCIC) Options History
Historical options analytics archive for BCIC with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
BCIC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BCIC. 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 | 58.5% | 11.6% | $10.00 | -$1.6K | $189.0K | 7.38 |
| 2026-05 | 20 | 185.0% | 44.8% | $12.50 | -$1.7K | $66.0K | 0.91 |
| 2026-04 | 21 | 63.7% | 20.1% | $7.50 | -$7.6K | $85.5K | 98.07 |
| 2026-03 | 22 | 72.7% | 7.1% | $10.00 | $521 | $86.7K | 1.12 |
| 2026-02 | 19 | 73.5% | - | $12.50 | $13.8K | -$112.7K | 0.04 |
| 2026-01 | 20 | 48.1% | - | $12.50 | $25.4K | -$126.8K | 1.49 |
This archive aggregates BCIC's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 BCIC 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 58.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 7.38.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked BCIC history questions
- How much options history is available for BCIC?
- This archive holds 10 months of BCIC options analytics, spanning 2025-09 through 2026-06. Each entry is a monthly rollup of BCIC'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 BCIC archive.
- What data does each monthly BCIC aggregate contain?
- Every monthly row summarizes that month of BCIC 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 58.5%, an average IV rank of 11.6%, a month-end max-pain strike around $10.00, an average put/call ratio of 7.38.
- How is the BCIC options-history archive built and how often does it update?
- The archive is derived from BCIC'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 BCIC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.