BRCC Options History — August 2025

In August 2025, BRCC traded between $1.29 and $1.67. ATM implied volatility averaged 97.2%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 27.9% (HV 20d: 125.1%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.22.

Notable Days

  • 2025-08-28: Highest Volume — 793 contracts
  • 2025-08-13: Largest IV drop — 79.8% change
  • 2025-08-12: Highest IV Rank — 100.0%
  • 2025-08-01: Largest Expected Move — 41.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.51$1.29$1.67$1.63$1.56
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV97.2%47.5%234.5%143.4%60.8%
Expected Move20.4%13.5%41.1%41.1%17.4%
HV 20d125.1%110.2%151.8%116.3%110.4%
HV 60d97.7%84.5%100.7%89.3%100.6%
IV Rank34.2%1.5%100.0%72.3%8.5%
IV Percentile50.7%1.6%100.0%98.8%13.5%
Term Structure9.0%-87.9%54.3%-47.0%29.6%
VWIV91.9%53.3%146.9%142.8%87.1%
Skew 25d6.4%-66.1%34.9%-10.3%-66.1%
Skew 10d2.0%-104.6%44.6%-14.5%-104.6%
Call IV 25d74.6%45.3%294.9%140.7%294.9%
Put IV 25d81.0%50.8%228.8%130.4%228.8%
Bid-Ask Spread %47.8513.4891.4014.3989.57
Gamma HHI0.430.370.470.410.46
Net GEX8.0K5.3K9.6K9.1K8.1K
Net DEX-386.2K-547.8K-175.2K-463.1K-441.7K
Net VEX-2.6K-3.3K-2.1K-3.3K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.460.340.00
Total Volume269.57157931255
Total OI18,241.14313,90722,37621,15714,346

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$1.63$2.00143.4%41.1%116.3%72.3%142.8%-10.3%-47.0%9.1K-463.1K-3.3K0.3414.39933218,5302,627
2025-08-04$1.67$2.00152.4%27.3%116.1%79.0%146.9%-8.3%-2.8%9.6K-492.8K-3.3K0.0240.467371218,5902,652
2025-08-05$1.40$2.00118.3%18.8%131.3%54.0%69.5%-8.8%-16.7%6.2K-220.0K-2.3K0.0972.983723319,0892,656
2025-08-06$1.29$2.00142.6%17.9%133.3%71.7%74.6%-12.6%19.0%5.3K-175.2K-2.1K0.0341.956842019,0982,649
2025-08-07$1.52$2.00108.2%13.5%146.6%46.5%76.4%12.6%43.0%7.9K-321.8K-2.6K0.0356.66197519,3622,658
2025-08-08$1.40$2.00141.5%16.4%149.1%71.0%56.2%-7.4%3.3%6.4K-241.0K-2.4K0.0075.4852019,4842,758
2025-08-11$1.42$2.00175.4%29.4%148.2%95.8%143.3%0.6%-87.9%7.5K-282.9K-2.5K1.4214.09365119,4992,758
2025-08-12$1.44$2.00234.5%26.9%148.3%100.0%123.5%7.9%-34.3%7.6K-281.3K-2.6K0.0349.20124419,5082,793
2025-08-13$1.58$2.0047.5%13.6%151.8%1.5%134.0%2.9%49.1%9.6K-442.2K-3.0K0.0153.15293319,5092,793
2025-08-14$1.56$2.0061.8%17.7%129.8%9.0%65.8%29.8%54.3%8.5K-396.3K-2.9K0.0044.22424219,4802,797
2025-08-15$1.54$2.0053.6%15.4%123.3%4.7%0.0%24.8%53.5%8.1K-342.4K-2.6K0.9943.4413513319,5772,799
2025-08-18$1.48$2.0076.9%22.1%123.7%17.0%66.2%12.8%-22.8%7.6K-406.2K-2.5K0.1513.481021512,0811,826
2025-08-19$1.48$2.00104.2%29.9%114.9%31.4%134.5%8.7%-39.8%8.2K-432.3K-2.5K0.0040.86573212,1251,837
2025-08-20$1.46$2.0069.7%20.0%113.1%13.2%68.1%12.3%-0.1%7.5K-388.5K-2.3K0.0347.4563212,2381,837
2025-08-21$1.46$2.0070.9%20.3%112.8%13.8%64.5%12.5%-0.7%7.5K-388.4K-2.3K1.4641.6013720012,2411,839
2025-08-22$1.52$2.0058.2%16.7%110.2%7.2%87.5%19.8%35.3%7.5K-414.0K-2.4K0.0044.5168012,2241,939
2025-08-25$1.60$2.0050.1%14.4%112.7%2.9%53.3%23.6%43.4%9.6K-544.3K-2.6K0.0220.5162112,2491,939
2025-08-26$1.56$2.0057.0%16.3%111.2%6.5%81.3%21.6%30.9%8.1K-437.1K-2.4K0.0042.4742012,2631,939
2025-08-27$1.63$2.0054.8%15.7%112.2%5.4%71.0%34.9%49.8%9.6K-547.8K-2.7K0.0767.011441012,2391,939
2025-08-28$1.56$2.0059.5%17.0%111.5%7.8%0.0%22.4%30.1%8.1K-450.4K-2.4K0.0091.40793012,3541,943
2025-08-29$1.56$2.0060.8%17.4%110.4%8.5%87.1%-66.1%29.6%8.1K-441.7K-2.5K0.0089.575012,4221,924