BRC Group Holdings, Inc. (RILY) Options History
Historical options analytics archive for RILY with monthly max pain, implied volatility, gamma exposure, and put/call data.
102 months of complete options data available.
RILY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RILY. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 77.5% | 2.6% | $7.50 | $52.5K | -$3.2M | 0.29 |
| 2026-06 | 21 | 79.9% | 7.8% | $7.50 | $353.3K | -$7.9M | 0.21 |
| 2026-05 | 20 | 86.6% | 13.3% | $7.50 | $82.3K | -$7.8M | 0.24 |
| 2026-04 | 21 | 92.0% | 26.2% | $7.50 | $297.7K | -$16.5M | 0.48 |
| 2026-03 | 22 | 121.9% | 44.2% | $6.50 | $309.8K | -$11.0M | 0.37 |
| 2026-02 | 19 | 118.2% | 35.4% | $7.50 | -$80.9K | -$114.2K | 0.60 |
This archive aggregates RILY's daily end-of-day options snapshots into monthly summaries, spanning 2017-07 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how RILY option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 77.5%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.29.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked RILY history questions
- How much options history is available for RILY?
- This archive holds 102 months of RILY options analytics, spanning 2017-07 through 2026-07. Each entry is a monthly rollup of RILY's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the RILY archive.
- What data does each monthly RILY aggregate contain?
- Every monthly row summarizes that month of RILY option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 77.5%, an average IV rank of 2.6%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.29.
- How is the RILY options-history archive built and how often does it update?
- The archive is derived from RILY's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how RILY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.