BRCC Options History — April 2026

In April 2026, BRCC traded between $0.78 and $0.95. ATM implied volatility averaged 111.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 43.7% (HV 20d: 67.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 10 of 14 days. Put/call ratio averaged 1.62.

Notable Days

  • 2026-04-14: Highest Volume — 1,187 contracts
  • 2026-04-10: Largest IV spike — 562.5% change
  • 2026-04-21: Highest IV Rank — 100.0%
  • 2026-04-21: Largest Expected Move — 106.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.84$0.78$0.95$0.78$0.95
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV111.2%22.1%372.1%22.1%372.1%
Expected Move31.9%6.3%106.7%6.3%106.7%
HV 20d67.5%53.6%107.4%107.4%54.2%
HV 60d85.5%84.1%86.3%86.0%85.8%
IV Rank29.8%0.0%100.0%0.0%100.0%
IV Percentile50.4%0.0%100.0%0.0%100.0%
Term Structure20.0%-127.4%141.9%1.3%-127.4%
VWIV129.5%97.4%188.5%188.5%97.4%
Skew 25d19.0%-144.1%245.1%38.6%114.7%
Skew 10d-24.2%-135.5%208.6%-125.0%167.5%
Call IV 25d166.9%93.1%375.8%101.2%94.8%
Put IV 25d185.9%90.5%403.9%139.8%209.4%
Bid-Ask Spread %63.8040.7781.4343.9380.29
Gamma HHI0.510.500.540.520.51
Net GEX3.2K2.2K5.5K2.3K5.5K
Net DEX-166.1K-297.3K-100.3K-133.0K-297.3K
Net VEX-1.3K-1.5K-1.1K-1.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.0012.500.000.09
Total Volume19521,187262
Total OI14,384.510,28115,97014,74910,637

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-04-01$0.78$1.0022.1%6.3%107.4%0.0%0.0%38.6%1.3%2.3K-133.0K-1.3K0.0043.932013,4581,291
2026-04-02$0.78$1.0022.1%6.3%81.3%0.0%0.0%72.7%-87.3%2.2K-165.0K-1.3K12.5072.0045013,4591,291
2026-04-06$0.81$1.0022.6%6.5%81.8%0.2%188.5%27.7%117.2%2.5K-101.3K-1.2K1.0480.53778013,4631,291
2026-04-07$0.79$1.0022.2%6.4%82.2%0.0%0.0%32.9%25.1%2.5K-165.0K-1.4K0.0058.1126013,5001,211
2026-04-08$0.81$1.0073.9%21.2%82.5%18.3%127.9%38.7%70.0%2.6K-116.7K-1.2K0.0243.95226513,5011,211
2026-04-09$0.80$1.0023.2%6.7%58.9%0.4%0.0%-22.2%113.0%2.6K-100.3K-1.1K0.0045.272013,5681,216
2026-04-10$0.80$1.00153.7%44.1%54.6%46.4%0.0%4.7%-3.2%2.9K-171.8K-1.4K3.3340.7731013,5681,216
2026-04-13$0.82$1.00119.1%34.1%55.5%34.2%137.6%1.1%18.7%2.6K-141.0K-1.2K0.1156.9153613,5711,220
2026-04-14$0.82$1.00159.7%45.8%53.6%48.5%139.8%-34.2%3.8%2.8K-153.5K-1.3K0.0057.391,187013,6091,223
2026-04-15$0.83$1.00148.4%42.5%53.6%44.6%137.9%-30.8%8.6%3.6K-188.0K-1.3K0.0076.50141014,5311,223
2026-04-16$0.90$1.00130.4%37.4%61.3%38.2%110.0%-78.3%-62.9%4.4K-167.5K-1.3K4.8078.19209614,6561,218
2026-04-17$0.89$1.00172.5%49.5%60.2%53.1%116.4%245.1%141.9%4.2K-197.0K-1.4K0.1577.9739614,6581,312
2026-04-20$0.92$1.00114.5%32.8%58.0%32.6%109.4%-144.1%61.2%4.7K-227.4K-1.3K0.5781.434042319,803478
2026-04-21$0.95$1.00372.1%106.7%54.2%100.0%97.4%114.7%-127.4%5.5K-297.3K-1.5K0.0980.295759,930707