BRSL Options History — November 2025

Name: BRSL Options Analytics - November 2025
Creator: Options Analysis Suite

In November 2025, BRSL traded between $15.46 and $16.95. ATM implied volatility averaged 33.8%. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 14.9% (HV 20d: 19.0%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.03.

Notable Days

2025-11-04: Highest Volume — 370 contracts
2025-11-14: Largest IV spike — 50.4% change
2025-11-03: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.23	$15.46	$16.95	$16.59	$15.60
Max Pain	$16.11	$16.00	$17.00	$17.00	$16.00
ATM IV	33.8%	22.6%	46.3%	46.3%	24.7%
Expected Move	9.4%	6.5%	13.3%	13.3%	7.1%
HV 20d	19.0%	15.6%	25.0%	25.0%	20.5%
HV 60d	23.0%	22.1%	23.7%	23.6%	23.3%
Term Structure	-0.1%	-37.4%	25.3%	-10.2%	1.7%
VWIV	32.2%	26.9%	41.8%	31.1%	37.3%
Skew 25d	9.7%	-18.3%	50.2%	12.6%	-5.4%
Skew 10d	22.5%	-15.2%	70.1%	15.7%	19.6%
Call IV 25d	27.6%	18.1%	42.7%	42.7%	21.9%
Put IV 25d	37.3%	16.5%	74.9%	55.2%	16.5%
Bid-Ask Spread %	118.09	90.73	133.96	133.96	110.66
Gamma HHI	0.26	0.21	0.35	0.21	0.34
Net GEX	438.3K	291.6K	580.9K	291.6K	560.4K
Net DEX	-19.7M	-25.3M	-14.1M	-20.9M	-16.0M
Net VEX	-81.4K	-99.9K	-67.2K	-99.9K	-67.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.00	7.33	0.01	0.00
Total Volume	87.474	16	370	90	44
Total OI	51,611.632	49,791	52,583	52,142	49,876

Daily Data (19 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
2025-11-03	$16.59	$17.00	46.3%	13.3%	25.0%	0.0%	31.1%	12.6%	-10.2%	291.6K	-20.9M	-99.9K	0.01	133.96	89	1	28,461	23,681
2025-11-04	$16.64	$17.00	32.3%	9.2%	20.9%	0.0%	32.7%	11.5%	1.3%	357.7K	-22.2M	-89.3K	0.03	121.54	358	12	28,518	23,682
2025-11-05	$16.79	$16.00	34.9%	10.0%	21.2%	0.0%	30.2%	-18.3%	-1.8%	580.9K	-25.3M	-75.0K	7.33	90.73	3	22	28,818	23,686
2025-11-06	$16.70	$16.00	26.6%	7.8%	20.9%	0.0%	31.3%	-0.6%	4.1%	452.6K	-23.2M	-82.4K	1.13	116.74	8	9	28,818	23,685
2025-11-07	$16.56	$16.00	33.2%	8.0%	15.6%	0.0%	32.3%	6.7%	3.7%	524.0K	-23.1M	-78.1K	0.28	116.05	36	10	28,814	23,688
2025-11-10	$16.95	$16.00	37.9%	7.9%	16.1%	0.0%	30.2%	3.4%	-0.8%	459.9K	-24.6M	-79.0K	5.38	117.85	8	43	28,841	23,685
2025-11-11	$16.88	$16.00	32.4%	8.4%	16.0%	0.0%	29.7%	-0.7%	1.2%	499.4K	-25.3M	-79.5K	0.14	113.40	36	5	28,846	23,686
2025-11-12	$16.60	$16.00	22.6%	6.5%	16.8%	0.0%	0.0%	1.4%	25.3%	423.4K	-22.9M	-82.1K	0.73	121.34	11	8	28,876	23,690
2025-11-13	$16.56	$16.00	29.5%	8.5%	16.3%	0.0%	30.3%	8.6%	0.6%	348.2K	-21.2M	-88.2K	0.12	129.10	25	3	28,865	23,696
2025-11-14	$16.46	$16.00	44.4%	12.7%	16.4%	0.0%	34.2%	8.6%	-24.3%	479.2K	-22.1M	-75.9K	2.83	125.58	24	68	28,870	23,698
2025-11-17	$16.29	$16.00	45.8%	13.1%	16.7%	0.0%	41.8%	50.2%	25.3%	364.4K	-18.3M	-98.6K	0.06	128.70	72	4	28,885	23,698
2025-11-18	$15.82	$16.00	43.9%	12.6%	19.2%	0.0%	0.0%	28.7%	-4.0%	393.5K	-15.4M	-85.7K	0.17	125.14	30	5	27,513	23,700
2025-11-19	$15.53	$16.00	30.3%	8.7%	19.7%	0.0%	38.8%	20.8%	-2.7%	444.5K	-15.4M	-82.4K	0.89	120.84	28	25	27,534	23,494
2025-11-20	$15.46	$16.00	43.5%	12.5%	19.1%	0.0%	0.0%	34.7%	-37.4%	340.1K	-14.1M	-86.2K	0.45	124.08	11	5	27,554	23,344
2025-11-21	$15.67	$16.00	27.4%	7.8%	20.1%	0.0%	28.9%	6.5%	11.1%	347.3K	-14.2M	-84.4K	0.01	111.76	345	2	27,552	23,324
2025-11-24	$15.63	$16.00	23.5%	6.7%	18.6%	0.0%	27.1%	-0.5%	12.0%	419.0K	-15.5M	-75.9K	0.00	109.05	254	0	26,567	23,224
2025-11-25	$15.96	$16.00	28.1%	8.1%	20.6%	0.0%	26.9%	3.4%	6.4%	470.0K	-17.8M	-70.1K	0.00	110.33	23	0	26,655	23,224
2025-11-26	$15.70	$16.00	35.9%	10.3%	20.5%	0.0%	37.3%	12.2%	-12.6%	570.9K	-17.2M	-67.4K	0.00	116.89	35	0	26,667	23,206
2025-11-28	$15.60	$16.00	24.7%	7.1%	20.5%	0.0%	0.0%	-5.4%	1.7%	560.4K	-16.0M	-67.2K	0.00	110.66	44	0	26,673	23,203