BRSL Options History — July 2025

In July 2025, BRSL traded between $14.33 and $15.25. ATM implied volatility averaged 45.8%. The 30-day expected move averaged 13.1%. Max pain ranged from $13.00 to $13.00. Net GEX was positive for 6 of 6 trading days. Term structure was in contango for 0 of 6 days. Put/call ratio averaged 0.55.

Notable Days

  • 2025-07-25: Highest Volume — 2,145 contracts
  • 2025-07-29: Largest IV drop — 35.4% change
  • 2025-07-28: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.72$14.33$15.25$14.37$14.77
Max Pain$13.00$13.00$13.00$13.00$13.00
ATM IV45.8%34.6%61.4%52.4%37.3%
Expected Move13.1%9.9%17.6%15.0%10.7%
Term Structure-11.2%-21.8%-5.0%-16.5%-5.4%
VWIV44.6%35.3%61.7%49.8%38.7%
Skew 25d-2.5%-19.8%7.7%1.0%-19.8%
Skew 10d-7.7%-21.0%17.7%-15.6%-21.0%
Call IV 25d44.3%34.9%60.5%47.6%39.7%
Put IV 25d41.8%19.9%51.9%48.6%19.9%
Bid-Ask Spread %95.7488.90104.5789.4994.14
Gamma HHI0.190.180.200.200.20
Net GEX512.7K396.4K661.1K423.3K590.4K
Net DEX-20.0M-26.9M-15.1M-15.1M-20.9M
Net VEX-172.6K-183.6K-161.8K-183.6K-161.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.050.940.670.70
Total Volume572.5902,14531190
Total OI80,141.66778,61580,97378,61580,973

Daily Data (6 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-24$14.37$13.0052.4%15.0%0.0%0.0%49.8%1.0%-16.5%423.3K-15.1M-183.6K0.6789.4918612544,33534,280
2025-07-25$14.52$13.0049.6%14.2%0.0%0.0%44.2%4.8%-11.2%405.2K-16.4M-181.2K0.0595.952,0529344,44034,357
2025-07-28$14.33$13.0061.4%17.6%0.0%0.0%61.7%-10.6%-21.8%396.4K-15.5M-182.5K0.49104.571215946,38734,393
2025-07-29$15.25$13.0039.7%11.4%0.0%0.0%37.7%7.7%-7.5%661.1K-26.9M-164.3K0.9488.90827746,43934,436
2025-07-30$15.08$13.0034.6%9.9%0.0%0.0%35.3%1.7%-5.0%599.9K-24.9M-162.2K0.46101.3937717346,41834,392
2025-07-31$14.77$13.0037.3%10.7%0.0%0.0%38.7%-19.8%-5.4%590.4K-20.9M-161.8K0.7094.14533746,53834,435