BRSL Options History — October 2025

In October 2025, BRSL traded between $16.42 and $18.45. ATM implied volatility averaged 34.5%. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 6.4% (HV 20d: 28.1%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.43.

Notable Days

  • 2025-10-06: Highest Volume — 2,055 contracts
  • 2025-10-29: Largest IV spike — 80.1% change
  • 2025-10-29: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.04$16.42$18.45$17.55$16.66
Max Pain$16.74$15.00$17.00$15.00$17.00
ATM IV34.5%17.8%59.5%28.2%38.4%
Expected Move10.6%6.4%17.0%8.1%11.0%
HV 20d28.1%18.9%31.4%19.2%25.5%
HV 60d27.3%23.6%29.7%26.7%23.6%
Term Structure1.2%-15.4%24.4%7.5%-8.0%
VWIV36.2%21.2%47.2%29.2%40.8%
Skew 25d-0.1%-16.6%16.5%-7.8%14.5%
Skew 10d5.6%-15.8%34.7%1.0%2.3%
Call IV 25d34.5%23.0%49.3%24.7%31.2%
Put IV 25d34.4%16.9%48.4%16.9%45.7%
Bid-Ask Spread %98.0152.19143.6286.60119.69
Gamma HHI0.190.140.250.170.25
Net GEX392.9K275.3K508.5K475.2K412.6K
Net DEX-26.7M-38.7M-18.8M-33.6M-22.2M
Net VEX-106.1K-122.8K-87.6K-106.2K-88.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.002.920.390.00
Total Volume230.52222,05538612
Total OI56,238.17451,93859,71059,36452,133

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-10-01$17.55$15.0028.2%8.1%19.2%0.0%29.2%-7.8%7.5%475.2K-33.6M-106.2K0.3986.6027810833,47025,894
2025-10-02$17.86$15.0027.3%7.8%18.9%0.0%27.4%-1.3%9.6%508.5K-35.9M-98.2K0.6752.19765133,46525,959
2025-10-03$18.45$15.0022.4%6.4%21.5%0.0%27.8%-6.4%11.7%434.5K-38.7M-107.0K0.1363.684545933,51126,003
2025-10-06$18.12$17.0023.3%11.4%23.0%0.0%38.0%3.6%-7.4%435.0K-37.2M-105.8K0.0181.412,0282733,70126,009
2025-10-07$17.38$17.0025.2%8.7%28.0%0.0%36.2%-16.6%-5.9%456.8K-31.3M-106.5K0.4790.0030614532,79726,024
2025-10-08$17.27$17.0017.8%11.0%27.4%0.0%37.7%-0.5%-4.2%456.9K-30.4M-109.4K0.1287.951431733,06726,163
2025-10-09$17.08$17.0024.0%11.1%27.4%0.0%36.5%1.6%-4.1%448.5K-29.2M-108.0K0.4186.711134633,03326,178
2025-10-10$16.42$17.0038.7%13.4%30.6%0.0%41.5%9.4%-13.3%448.2K-24.1M-118.7K0.09108.6999933,08426,215
2025-10-13$16.76$17.0032.9%12.3%31.1%0.0%40.4%-7.0%-8.4%465.3K-25.9M-112.7K0.2793.70782133,14626,219
2025-10-14$16.88$17.0043.2%8.1%31.1%0.0%36.2%-2.6%13.8%399.2K-26.8M-107.9K0.32108.25963133,16426,229
2025-10-15$17.00$17.0044.1%12.7%31.0%0.0%36.5%-11.9%-15.4%461.9K-28.6M-111.9K1.86108.99213933,20726,244
2025-10-16$16.80$17.0047.7%13.7%31.4%0.0%40.6%-5.0%18.3%405.4K-25.1M-122.8K2.92107.96247033,20926,231
2025-10-17$16.73$17.0038.7%11.1%31.3%0.0%40.4%-9.7%-2.2%323.7K-26.2M-108.0K0.09108.7855533,21926,250
2025-10-20$16.74$17.0040.5%11.6%30.3%0.0%39.0%8.8%-0.1%351.1K-22.9M-97.8K0.0794.39135928,28323,655
2025-10-21$16.84$17.0037.3%10.7%30.1%0.0%37.8%-5.8%-5.3%279.1K-21.6M-111.5K0.00100.90114028,38623,664
2025-10-22$16.64$17.0032.8%9.4%30.3%0.0%22.4%6.3%18.1%275.3K-18.8M-121.1K0.00117.32176028,49523,664
2025-10-23$16.80$17.0035.9%10.3%30.2%0.0%0.0%16.5%4.0%293.5K-21.8M-101.2K0.00102.0412028,56623,664
2025-10-24$16.69$17.0025.4%7.3%29.7%0.0%21.2%-0.1%5.5%355.5K-22.3M-101.4K0.00112.202028,56723,664
2025-10-27$16.98$17.0032.6%9.4%30.3%0.0%39.9%-3.9%-1.2%417.0K-24.7M-87.6K0.0494.2979328,56723,664
2025-10-28$16.93$17.0033.0%9.5%30.2%0.0%42.5%0.8%1.7%284.8K-21.6M-108.2K1.5480.32132028,59123,666
2025-10-29$16.63$17.0059.5%17.0%29.6%0.0%47.2%0.4%24.4%315.1K-24.6M-97.0K0.54143.6213728,59623,676
2025-10-30$16.60$17.0044.7%12.8%28.7%0.0%37.7%15.4%-11.8%333.6K-20.9M-103.6K0.01104.63305328,60623,680
2025-10-31$16.66$17.0038.4%11.0%25.5%0.0%40.8%14.5%-8.0%412.6K-22.2M-88.9K0.00119.6912028,45223,681