BRCC Options History — October 2024

In October 2024, BRCC traded between $3.13 and $3.48. ATM implied volatility averaged 76.2%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 30.1% (HV 20d: 46.0%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-10-16: Highest Volume — 528 contracts
  • 2024-10-09: Largest IV spike — 67.3% change
  • 2024-10-31: Highest IV Rank — 68.4%
  • 2024-10-31: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.31$3.13$3.48$3.35$3.13
Max Pain$3.48$3.00$4.00$4.00$3.00
ATM IV76.2%47.1%93.7%76.4%93.7%
Expected Move22.0%16.8%26.9%21.9%26.9%
HV 20d46.0%30.7%68.5%68.5%33.5%
HV 60d110.2%108.7%111.6%111.6%108.7%
IV Rank47.3%12.5%68.4%47.6%68.4%
IV Percentile68.6%2.8%94.8%73.4%94.8%
Term Structure-6.0%-25.7%23.2%7.2%-18.8%
VWIV75.4%52.9%96.9%64.2%93.0%
Skew 25d23.0%-16.3%64.9%31.5%64.9%
Skew 10d92.5%23.8%214.7%65.2%112.9%
Call IV 25d68.9%43.6%95.1%43.6%64.6%
Put IV 25d91.9%58.6%151.0%75.0%129.4%
Bid-Ask Spread %78.1459.2699.9173.2266.24
Gamma HHI0.280.240.370.240.32
Net GEX14.8K9.0K18.5K14.1K17.6K
Net DEX-527.4K-725.8K-266.7K-574.4K-534.4K
Net VEX-5.6K-6.3K-4.5K-6.3K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.410.090.41
Total Volume242.08751528248470
Total OI15,051.78313,65615,99015,01215,218

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$3.35$4.0076.4%21.9%68.5%47.6%64.2%31.5%7.2%14.1K-574.4K-6.3K0.0973.222272111,7203,292
2024-10-02$3.33$4.0071.7%20.6%68.5%42.0%59.9%29.4%13.4%12.8K-452.7K-5.8K0.0982.1769611,6183,295
2024-10-03$3.29$3.0069.3%22.8%65.1%39.0%70.2%24.3%-9.4%12.4K-427.1K-6.0K0.1471.641111511,6403,295
2024-10-04$3.29$4.0076.2%23.0%64.3%47.4%70.0%25.6%-10.9%11.1K-301.7K-5.0K0.1259.261131311,7473,305
2024-10-07$3.21$4.0074.9%18.7%61.0%45.8%66.5%3.3%-7.4%9.7K-266.7K-4.9K0.1084.051581611,7733,318
2024-10-08$3.27$4.0047.1%16.8%61.6%12.5%65.9%3.0%2.2%9.0K-289.9K-4.9K0.0284.20263411,7493,331
2024-10-09$3.38$4.0078.9%22.6%59.3%50.5%54.0%62.9%-3.5%13.7K-542.2K-6.0K0.0666.2948311,9863,329
2024-10-10$3.33$4.0079.6%22.8%55.4%51.4%75.4%46.8%-10.3%13.3K-503.0K-6.0K0.0382.01118312,0223,335
2024-10-11$3.45$4.0079.8%22.9%56.6%51.7%68.9%22.4%-3.4%15.6K-624.1K-5.9K0.0278.46401912,1273,338
2024-10-14$3.48$4.0081.5%23.4%56.1%53.7%65.3%21.3%-13.0%15.9K-701.8K-6.0K0.0067.55259012,5273,339
2024-10-15$3.37$4.0076.6%22.0%42.6%47.8%80.8%0.1%-9.3%14.4K-410.4K-4.5K0.0672.833522112,6513,339
2024-10-16$3.42$4.0063.4%18.2%40.0%32.0%52.9%-3.4%20.7%15.9K-648.6K-6.0K0.0185.54523512,5683,346
2024-10-17$3.38$3.0065.0%18.6%37.3%33.9%71.9%-16.3%-3.2%15.5K-552.7K-5.6K0.0099.91112012,5073,348
2024-10-18$3.41$3.0075.9%21.8%31.4%47.0%64.9%28.3%-5.7%16.1K-610.7K-5.7K0.2591.35852112,5993,348
2024-10-21$3.35$3.0086.7%24.8%32.1%59.9%82.6%5.9%-25.7%15.5K-587.2K-5.7K0.2482.742516110,8332,823
2024-10-22$3.30$3.0085.5%24.5%32.4%58.5%86.6%18.5%-7.4%16.0K-605.8K-5.6K0.0083.99210011,0612,885
2024-10-23$3.24$3.0083.0%23.8%32.8%55.4%86.7%61.7%-10.6%15.2K-477.8K-5.2K0.0383.80224611,2142,885
2024-10-24$3.29$3.0071.2%20.4%32.4%41.3%86.1%21.7%23.2%16.9K-608.8K-5.5K0.0385.465061611,4132,890
2024-10-25$3.23$3.0069.4%19.9%30.8%39.1%95.3%-2.1%-12.8%17.2K-586.9K-5.6K0.1582.67921411,7612,892
2024-10-28$3.26$3.0084.6%24.3%30.7%57.4%92.5%4.7%-17.0%18.5K-654.5K-5.8K0.1467.29921311,8112,894
2024-10-29$3.13$3.0085.9%24.6%33.0%58.9%83.8%57.1%-13.2%16.4K-443.5K-5.0K0.0677.814812711,8002,906
2024-10-30$3.17$3.0075.9%21.8%33.5%47.0%96.9%17.8%-22.1%18.2K-725.8K-5.6K0.0268.66126312,2012,912
2024-10-31$3.13$3.0093.7%26.9%33.5%68.4%93.0%64.9%-18.8%17.6K-534.4K-5.4K0.4166.2433313712,3052,913