Black Rock Coffee Bar, Inc. (BRCB) Options History
Historical options analytics archive for BRCB with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
BRCB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BRCB. 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 | 79.2% | 17.2% | $7.50 | $7.2K | -$540.2K | 0.32 |
| 2026-05 | 20 | 105.7% | 25.3% | $7.50 | $9.2K | -$495.1K | 0.20 |
| 2026-04 | 21 | 96.2% | 43.8% | $22.50 | -$1.2K | $165.2K | 0.69 |
| 2026-03 | 20 | 102.2% | - | $15.00 | -$582 | $146.1K | 0.44 |
| 2026-02 | 19 | 117.1% | - | $12.50 | $1.6K | $66.5K | 1.17 |
| 2026-01 | 20 | 74.3% | - | $20.00 | $3.0K | $102.7K | 6.35 |
This archive aggregates BRCB's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 BRCB 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 79.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.32.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked BRCB history questions
- How much options history is available for BRCB?
- This archive holds 9 months of BRCB options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of BRCB'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 BRCB archive.
- What data does each monthly BRCB aggregate contain?
- Every monthly row summarizes that month of BRCB 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 79.2%, an average IV rank of 17.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.32.
- How is the BRCB options-history archive built and how often does it update?
- The archive is derived from BRCB'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 BRCB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.