BRCC Options History — March 2026

In March 2026, BRCC traded between $0.64 and $0.94. ATM implied volatility averaged 93.1%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded below realized volatility by 13.1% (HV 20d: 106.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.52.

Notable Days

2026-03-25: Highest Volume — 538 contracts
2026-03-24: Largest IV spike — 655.4% change
2026-03-06: Highest IV Rank — 65.4%
2026-03-12: Largest Expected Move — 73.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.82	$0.64	$0.94	$0.64	$0.77
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	93.1%	13.0%	215.4%	118.5%	22.6%
Expected Move	30.7%	6.3%	73.1%	34.0%	6.5%
HV 20d	106.2%	88.5%	115.5%	88.5%	107.5%
HV 60d	80.8%	61.1%	85.9%	61.1%	85.9%
IV Rank	21.0%	0.0%	65.4%	28.3%	0.2%
IV Percentile	45.0%	0.0%	96.4%	79.4%	0.8%
Term Structure	57.3%	-46.3%	322.9%	-46.3%	217.2%
VWIV	116.4%	88.0%	147.4%	114.1%	98.8%
Skew 25d	-27.7%	-195.4%	68.2%	-168.7%	68.2%
Skew 10d	-53.4%	-184.9%	28.1%	-39.3%	-66.3%
Call IV 25d	149.6%	54.2%	342.1%	342.1%	89.2%
Put IV 25d	121.9%	61.4%	175.4%	173.4%	157.4%
Bid-Ask Spread %	65.41	40.42	114.10	106.53	46.72
Gamma HHI	0.51	0.42	0.57	0.53	0.51
Net GEX	3.3K	1.7K	5.4K	1.7K	2.3K
Net DEX	-207.6K	-355.5K	-32.6K	-32.6K	-117.2K
Net VEX	-1.6K	-2.1K	-912	-912	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.00	2.64	0.10	0.00
Total Volume	181.15	4	538	11	11
Total OI	14,671.6	14,213	15,118	14,351	14,739

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2026-03-02	$0.64	$1.00	118.5%	34.0%	88.5%	28.3%	114.1%	0.0%	-46.3%	1.7K	-32.6K	-912	0.10	106.53	10	1	13,114	1,237
2026-03-03	$0.78	$1.00	99.3%	28.5%	115.5%	20.9%	0.0%	0.0%	38.9%	3.1K	-205.1K	-1.7K	0.20	114.10	142	29	13,123	1,194
2026-03-04	$0.76	$1.00	140.1%	40.2%	110.4%	36.6%	0.0%	-168.7%	-12.9%	2.7K	-202.0K	-1.7K	0.07	109.66	292	20	13,311	1,209
2026-03-05	$0.75	$1.00	207.9%	55.2%	106.8%	62.6%	0.0%	0.0%	49.8%	3.1K	-245.4K	-1.6K	0.00	79.60	328	0	13,470	1,224
2026-03-06	$0.76	$1.00	215.4%	62.3%	98.7%	65.4%	0.0%	-195.4%	33.8%	3.0K	-271.3K	-1.6K	0.00	79.65	21	0	13,627	1,224
2026-03-09	$0.89	$1.00	110.3%	25.4%	107.7%	25.2%	90.5%	-30.0%	40.6%	4.6K	-305.2K	-2.0K	0.42	75.57	105	44	13,642	1,224
2026-03-10	$0.94	$1.00	75.9%	34.4%	108.6%	12.0%	125.3%	12.3%	23.8%	5.4K	-326.8K	-2.0K	1.38	69.72	153	211	13,636	1,243
2026-03-11	$0.92	$1.00	92.8%	26.6%	108.4%	18.5%	88.0%	-25.7%	26.8%	4.5K	-355.5K	-2.1K	0.05	93.37	438	20	13,676	1,442
2026-03-12	$0.88	$1.00	136.7%	73.1%	106.7%	35.3%	147.4%	17.7%	-14.0%	4.0K	-271.5K	-1.9K	2.64	43.47	14	37	13,248	1,462
2026-03-13	$0.89	$1.00	133.4%	41.9%	105.0%	34.0%	133.3%	10.3%	6.0%	3.4K	-225.3K	-1.7K	0.05	56.74	22	1	13,242	1,483
2026-03-16	$0.90	$1.00	176.0%	18.4%	104.4%	50.4%	0.0%	-13.4%	70.3%	4.1K	-220.4K	-1.7K	0.09	48.09	158	15	13,255	1,483
2026-03-17	$0.93	$1.00	70.6%	38.3%	103.7%	10.0%	133.7%	-40.4%	20.0%	3.6K	-309.8K	-1.8K	2.17	42.33	92	200	13,331	1,493
2026-03-18	$0.88	$1.00	44.1%	27.5%	106.1%	0.0%	0.0%	7.3%	52.1%	3.1K	-219.7K	-1.7K	0.00	62.94	4	0	13,365	1,661
2026-03-20	$0.83	$1.00	39.7%	32.4%	107.2%	0.0%	0.0%	-14.3%	322.9%	3.0K	-194.7K	-1.6K	0.00	40.42	227	0	13,367	1,646
2026-03-23	$0.86	$1.00	13.0%	15.5%	107.6%	0.0%	0.0%	7.2%	123.4%	3.2K	-134.3K	-1.4K	1.10	48.50	109	120	12,780	1,433
2026-03-24	$0.81	$1.00	98.2%	19.0%	106.0%	20.5%	0.0%	20.3%	20.5%	3.6K	-161.2K	-1.4K	0.03	53.67	31	1	12,782	1,470
2026-03-25	$0.76	$1.00	22.4%	22.7%	109.0%	0.0%	0.0%	-162.6%	-2.9%	2.6K	-99.7K	-1.1K	0.01	54.43	533	5	12,803	1,469
2026-03-27	$0.74	$1.00	22.1%	6.3%	107.9%	0.0%	0.0%	0.0%	185.7%	2.3K	-139.1K	-1.3K	0.61	41.24	36	22	13,392	1,249
2026-03-30	$0.76	$1.00	22.4%	6.4%	107.8%	0.1%	98.8%	63.5%	-9.2%	2.3K	-114.8K	-1.2K	1.41	41.38	71	100	13,412	1,271
2026-03-31	$0.77	$1.00	22.6%	6.5%	107.5%	0.2%	0.0%	68.2%	217.2%	2.3K	-117.2K	-1.3K	0.00	46.72	11	0	13,448	1,291