BOX Options History — October 2018 In October 2018, BOX traded between $16.97 and $22.54. ATM implied volatility averaged 51.0%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 7.7% (HV 20d: 43.3%). Max pain ranged from $19.00 to $24.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2018-10-10 : Highest Volume — 13,488 contracts2018-10-31 : Largest IV drop — 8.8% change2018-10-30 : Highest IV Rank — 89.6%2018-10-30 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $19.37 $16.97 $22.54 $22.54 $18.01 Max Pain $20.39 $19.00 $24.00 $24.00 $19.00 ATM IV 51.0% 39.5% 66.5% 40.0% 60.7% Expected Move 14.6% 11.3% 19.1% 11.5% 17.4% HV 20d 43.3% 36.1% 54.7% 37.3% 54.7% HV 60d 44.7% 42.3% 47.4% 42.3% 47.4% IV Rank 53.1% 26.1% 89.6% 27.3% 75.4% IV Percentile 78.4% 42.5% 99.2% 46.0% 96.4% Term Structure 1.6% -2.0% 5.5% -0.9% 3.0% VWIV 51.4% 40.5% 67.9% 41.0% 58.7% Skew 25d -0.4% -3.5% 1.4% -1.7% 0.3% Skew 10d -1.3% -6.7% 4.3% -2.8% 2.5% Call IV 25d 52.2% 40.8% 70.4% 41.4% 61.7% Put IV 25d 51.8% 38.9% 68.2% 39.8% 62.0% Bid-Ask Spread % 17.23 8.59 29.29 9.05 16.11 Gamma HHI 0.11 0.09 0.16 0.09 0.11 Net GEX 283.1K -42.8K 619.7K 408.1K 353.2K Net DEX 19.3M -3.6M 32.6M -3.6M 17.8M Net VEX -333.3K -416.3K -262.5K -416.3K -291.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.21 1.48 0.63 0.96 Total Volume 6,681.087 3,652 13,488 8,012 3,686 Total OI 123,502.217 113,024 138,868 114,883 115,950
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-10-01 $22.54 $24.00 40.0% 11.5% 37.3% 27.3% 41.0% -1.7% -0.9% 408.1K -3.6M -416.3K 0.63 9.05 N/A N/A 4,916 3,096 71,235 43,648 2018-10-02 $22.02 $24.00 39.5% 11.3% 37.9% 26.1% 40.5% -3.5% -0.3% 261.6K 4.3M -403.5K 0.40 8.59 N/A N/A 6,038 2,417 72,599 44,928 2018-10-03 $22.34 $24.00 39.8% 11.4% 36.1% 26.8% 40.9% -1.8% -1.2% 375.1K -458.3K -415.8K 0.50 11.49 N/A N/A 3,555 1,789 73,918 45,402 2018-10-04 $21.12 $23.00 42.3% 11.9% 38.0% 32.7% 42.2% -0.7% 5.5% 72.1K 15.4M -379.4K 0.51 16.36 N/A N/A 4,711 2,395 73,630 45,757 2018-10-05 $20.89 $23.00 43.4% 12.5% 37.8% 35.3% 43.6% -1.1% 4.0% 104.3K 17.5M -373.7K 1.48 18.46 N/A N/A 3,942 5,830 75,769 46,340 2018-10-08 $19.97 $22.00 46.9% 12.8% 39.6% 43.6% 45.6% -0.4% 4.0% -42.8K 29.1M -335.3K 0.50 15.26 N/A N/A 6,728 3,393 76,891 46,940 2018-10-09 $19.69 $22.00 47.7% 13.1% 37.9% 45.5% 46.1% -0.5% 2.7% 8.5K 29.0M -334.3K 0.68 13.87 N/A N/A 3,753 2,553 79,158 47,657 2018-10-10 $19.05 $22.00 50.1% 14.4% 38.6% 51.2% 50.0% -1.4% 1.9% 47.3K 30.7M -322.9K 0.64 15.84 N/A N/A 8,216 5,272 80,883 47,118 2018-10-11 $18.92 $19.00 51.0% 14.6% 38.5% 53.3% 51.2% 0.9% 2.1% 142.4K 29.3M -321.0K 0.72 17.32 N/A N/A 4,150 2,990 83,025 47,215 2018-10-12 $19.18 $19.00 49.6% 14.2% 39.4% 50.0% 52.3% 0.9% 3.5% 145.7K 28.3M -329.2K 0.21 29.29 N/A N/A 10,559 2,251 83,733 47,824 2018-10-15 $19.19 $19.00 50.2% 14.4% 37.7% 51.4% 51.7% -0.3% 2.5% 466.9K 22.9M -348.5K 0.69 18.83 N/A N/A 2,482 1,725 90,749 48,119 2018-10-16 $20.10 $19.00 49.3% 14.1% 41.8% 49.1% 49.3% -1.0% 3.0% 619.7K 11.3M -375.3K 0.55 20.39 N/A N/A 3,354 1,851 90,957 47,701 2018-10-17 $19.84 $19.00 47.7% 13.7% 41.5% 45.4% 49.0% 0.8% 2.9% 617.6K 15.7M -362.7K 1.16 20.56 N/A N/A 1,983 2,295 91,057 47,711 2018-10-18 $19.01 $19.00 49.7% 14.2% 42.0% 50.2% 49.5% -0.9% 3.4% 495.1K 22.8M -333.3K 0.95 18.01 N/A N/A 2,167 2,053 91,234 46,175 2018-10-19 $18.08 $19.00 50.1% 14.4% 44.1% 51.2% 50.8% -0.4% 3.4% 275.0K 32.6M -291.2K 1.36 10.54 N/A N/A 2,130 2,888 91,455 46,113 2018-10-22 $18.84 $19.00 51.8% 14.8% 47.7% 54.5% 51.1% 0.1% 1.0% 400.3K 15.9M -314.1K 0.97 17.41 N/A N/A 2,663 2,586 72,521 40,503 2018-10-23 $18.53 $19.00 54.7% 15.7% 47.2% 61.4% 55.4% 0.6% 1.4% 381.5K 16.3M -310.2K 1.11 21.81 N/A N/A 2,020 2,243 72,990 40,192 2018-10-24 $17.65 $19.00 57.6% 16.5% 48.6% 68.6% 57.6% -0.9% 0.2% 244.5K 24.1M -277.0K 1.21 16.45 N/A N/A 1,656 1,996 73,485 40,459 2018-10-25 $18.43 $19.00 58.8% 16.9% 52.8% 71.4% 59.2% 1.2% -0.4% 377.3K 17.0M -308.8K 0.72 18.57 N/A N/A 3,526 2,538 73,767 40,597 2018-10-26 $17.69 $19.00 61.9% 17.7% 52.8% 78.7% 62.5% 0.6% -1.5% 296.4K 21.6M -285.0K 0.32 22.64 N/A N/A 7,645 2,447 74,656 40,553 2018-10-29 $16.97 $19.00 63.9% 18.3% 51.3% 83.5% 67.9% -2.2% -2.0% 209.3K 24.9M -262.5K 0.92 23.44 N/A N/A 2,840 2,618 73,724 40,646 2018-10-30 $17.43 $19.00 66.5% 19.1% 53.1% 89.6% 66.1% 1.4% -0.4% 252.2K 22.8M -273.6K 1.17 15.93 N/A N/A 1,715 2,004 74,867 40,700 2018-10-31 $18.01 $19.00 60.7% 17.4% 54.7% 75.4% 58.7% 0.3% 3.0% 353.2K 17.8M -291.5K 0.96 16.11 N/A N/A 1,878 1,808 75,193 40,757
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