Box, Inc. (BOX) Options History
Historical options analytics archive for BOX with monthly max pain, implied volatility, gamma exposure, and put/call data.
160 months of complete options data available.
BOX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BOX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 39.7% | 41.1% | $25.00 | $969.8K | -$24.8M | 0.80 |
| 2026-05 | 20 | 49.5% | 59.2% | $25.00 | $1.4M | -$35.5M | 0.33 |
| 2026-04 | 21 | 38.7% | 39.2% | $23.00 | $396.2K | -$8.2M | 0.80 |
| 2026-03 | 22 | 39.8% | 41.7% | $23.00 | $251.8K | -$4.6M | 1.57 |
| 2026-02 | 19 | 46.0% | 64.5% | $25.00 | $216.4K | -$3.6M | 0.71 |
| 2026-01 | 20 | 28.2% | 24.1% | $28.00 | $161.7K | -$2.2M | 1.69 |
This archive aggregates BOX's daily end-of-day options snapshots into monthly summaries, spanning 2011-06 through 2026-06. 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 BOX 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 (2026-06) shows an average ATM implied volatility near 39.7%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.80.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2013
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BOX history questions
- How much options history is available for BOX?
- This archive holds 160 months of BOX options analytics, spanning 2011-06 through 2026-06. Each entry is a monthly rollup of BOX'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 BOX archive.
- What data does each monthly BOX aggregate contain?
- Every monthly row summarizes that month of BOX 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, 2026-06 recorded an average ATM implied volatility near 39.7%, an average IV rank of 41.1%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.80.
- How is the BOX options-history archive built and how often does it update?
- The archive is derived from BOX'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 BOX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.