BOX Options History — June 2018

In June 2018, BOX traded between $24.70 and $29.10. ATM implied volatility averaged 44.3%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 1.1% (HV 20d: 43.3%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.53.

Notable Days

  • 2018-06-20: Highest Volume — 55,903 contracts
  • 2018-06-18: Largest IV spike — 23.8% change
  • 2018-06-20: Highest IV Rank — 67.2%
  • 2018-06-20: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.45$24.70$29.10$26.27$25.03
Max Pain$26.38$26.00$27.00$26.00$27.00
ATM IV44.3%36.4%56.8%37.5%50.1%
Expected Move12.5%10.1%16.3%10.8%14.4%
HV 20d43.3%33.4%54.1%47.2%47.9%
HV 60d45.4%42.8%46.9%46.0%46.8%
IV Rank38.2%19.6%67.2%22.3%51.6%
IV Percentile71.6%48.8%94.8%56.0%86.5%
Term Structure4.1%-4.0%7.8%-0.3%2.9%
VWIV44.6%36.6%58.4%38.1%51.5%
Skew 25d-1.8%-6.7%1.3%0.6%-1.3%
Skew 10d-4.1%-10.9%2.9%2.9%-3.9%
Call IV 25d45.8%36.8%64.0%38.2%51.3%
Put IV 25d44.0%36.3%57.2%38.8%50.1%
Bid-Ask Spread %17.4310.4421.9012.1821.46
Gamma HHI0.140.110.220.140.11
Net GEX1.7M859.1K3.1M1.6M1.9M
Net DEX-68.5M-122.3M-40.8M-59.6M-45.9M
Net VEX-517.0K-650.7K-426.3K-466.7K-604.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.131.060.770.37
Total Volume17,542.0487,18755,90317,5917,766
Total OI136,935.66787,548153,111137,182153,111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$26.27$26.0037.5%10.8%47.2%22.3%38.1%0.6%-0.3%1.6M-59.6M-466.7K0.7712.18N/AN/A9,9427,64987,19249,990
2018-06-04$26.06$26.0039.4%10.7%47.3%26.7%37.6%0.1%6.6%1.1M-53.2M-447.4K0.3619.78N/AN/A9,3723,38788,91149,396
2018-06-05$26.54$26.0038.2%10.6%44.8%23.8%37.1%-0.4%6.2%2.0M-70.9M-463.3K0.5714.22N/AN/A5,1042,93489,48649,259
2018-06-06$26.63$26.0037.7%10.5%42.3%22.6%36.7%-0.0%6.7%2.2M-73.6M-456.5K1.0614.57N/AN/A3,4833,70490,14649,035
2018-06-07$25.98$26.0038.2%10.7%42.5%23.9%37.3%1.3%6.6%940.4K-51.3M-438.1K0.7516.41N/AN/A5,3424,02990,21849,530
2018-06-08$25.97$26.0037.3%10.5%36.8%21.7%37.9%-2.1%7.1%1.1M-55.5M-443.1K0.7718.88N/AN/A5,6224,32091,06049,691
2018-06-11$25.91$26.0039.0%10.1%33.4%25.6%37.0%-0.8%7.8%936.5K-50.9M-426.3K0.6916.43N/AN/A5,7183,96191,01549,678
2018-06-12$26.25$26.0040.8%10.5%33.9%29.8%37.0%0.2%7.8%1.1M-62.1M-435.4K0.9717.82N/AN/A6,8116,58192,63849,510
2018-06-13$26.16$26.0036.4%10.4%33.7%19.6%36.6%-0.7%7.3%859.1K-58.9M-434.7K0.9519.71N/AN/A4,5564,32193,80349,868
2018-06-14$26.67$26.0040.0%11.5%34.3%28.1%41.1%-2.8%6.1%1.6M-73.9M-447.9K0.2520.29N/AN/A19,1084,70094,06249,821
2018-06-15$26.75$26.0039.1%11.2%34.4%25.8%40.4%-2.9%7.3%1.4M-74.5M-456.5K0.3921.90N/AN/A11,6384,48498,26050,180
2018-06-18$28.63$26.0048.4%13.9%42.0%47.6%48.3%-2.6%-4.0%1.7M-92.9M-470.9K0.1313.72N/AN/A41,5225,46459,36628,182
2018-06-19$27.99$26.0046.5%13.3%42.7%43.1%47.0%-1.1%-2.4%2.7M-101.1M-534.4K0.3219.57N/AN/A20,3056,57975,67330,461
2018-06-20$29.10$27.0056.8%16.3%43.0%67.2%58.4%-6.7%0.6%2.3M-122.3M-578.1K0.1510.44N/AN/A48,5987,30578,68933,371
2018-06-21$27.66$27.0051.0%14.6%47.0%53.8%52.0%-5.4%2.3%3.1M-109.9M-639.7K0.5920.20N/AN/A16,2009,53097,78336,746
2018-06-22$26.89$27.0048.6%13.9%48.2%48.3%50.4%-3.3%4.2%2.5M-81.8M-650.7K0.4113.99N/AN/A14,8366,01497,77942,641
2018-06-25$25.41$27.0052.2%15.0%52.0%56.6%54.1%-4.2%3.1%1.8M-50.2M-615.5K0.3721.04N/AN/A10,4043,80498,44143,801
2018-06-26$25.88$27.0049.4%14.2%52.6%50.0%51.3%-2.5%4.3%2.1M-63.0M-634.3K0.4517.85N/AN/A7,6853,457100,97844,612
2018-06-27$24.70$27.0052.6%15.1%54.1%57.4%53.4%-1.0%3.0%1.7M-40.8M-600.5K0.4818.30N/AN/A8,8494,228104,12744,140
2018-06-28$24.89$27.0052.1%14.9%48.4%56.4%54.4%-2.0%2.1%1.8M-46.2M-612.9K0.3617.31N/AN/A6,6892,382107,26045,739
2018-06-29$25.03$27.0050.1%14.4%47.9%51.6%51.5%-1.3%2.9%1.9M-45.9M-604.7K0.3721.46N/AN/A5,6622,104107,17545,936