BOX Options History — May 2019 In May 2019, BOX traded between $18.45 and $20.82. ATM implied volatility averaged 48.4%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 13.2% (HV 20d: 35.2%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.35.
Notable Days 2019-05-17 : Highest Volume — 15,876 contracts2019-05-13 : Largest IV spike — 38.7% change2019-05-29 : Highest IV Rank — 56.5%2019-05-29 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.71 $18.45 $20.82 $20.30 $18.45 Max Pain $19.86 $19.00 $20.00 $19.00 $20.00 ATM IV 48.4% 35.5% 61.3% 37.8% 59.1% Expected Move 14.5% 10.2% 17.6% 10.8% 16.9% HV 20d 35.2% 28.9% 41.0% 32.2% 36.7% HV 60d 48.0% 31.4% 54.8% 54.8% 32.0% IV Rank 30.0% 3.3% 56.5% 8.1% 51.9% IV Percentile 57.0% 2.8% 93.3% 12.7% 90.9% Term Structure -4.4% -9.3% 9.4% 9.1% -9.0% VWIV 51.2% 36.3% 61.7% 38.0% 58.4% Skew 25d 2.5% 1.0% 4.1% 1.0% 2.1% Skew 10d 5.0% -1.8% 14.3% 1.3% 4.7% Call IV 25d 50.0% 37.2% 60.7% 37.2% 59.0% Put IV 25d 52.5% 38.2% 62.6% 38.2% 61.1% Bid-Ask Spread % 11.68 8.05 15.25 13.78 10.56 Gamma HHI 0.18 0.10 0.33 0.26 0.16 Net GEX 871.0K -1.0M 2.8M 2.4M -268.9K Net DEX -17.1M -44.5M 5.0M -36.8M 5.0M Net VEX -288.6K -313.3K -255.5K -309.4K -276.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.35 0.18 7.06 0.20 1.77 Total Volume 4,786.318 1,212 15,876 3,162 7,418 Total OI 101,611 93,959 117,263 97,227 107,673
Daily Data (22 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 2019-05-01 $20.30 $19.00 37.8% 10.8% 32.2% 8.1% 38.0% 1.0% 9.1% 2.4M -36.8M -309.4K 0.20 13.78 N/A N/A 2,628 534 66,341 30,886 2019-05-02 $20.30 $19.00 37.3% 10.7% 30.6% 7.0% 37.9% 1.2% 8.6% 2.4M -35.7M -308.7K 0.31 13.43 N/A N/A 1,765 550 65,964 31,157 2019-05-03 $20.80 $19.00 35.5% 10.2% 29.2% 3.3% 36.3% 1.9% 9.4% 2.7M -44.2M -313.3K 0.24 12.56 N/A N/A 2,859 695 65,546 31,129 2019-05-06 $20.82 $20.00 39.4% 13.5% 28.9% 11.3% 47.4% 3.4% -4.5% 2.8M -44.5M -306.1K 0.22 9.80 N/A N/A 1,464 317 64,989 30,944 2019-05-07 $19.95 $20.00 42.5% 14.4% 32.6% 17.7% 49.0% 3.8% -6.0% 2.0M -26.4M -292.2K 2.15 15.25 N/A N/A 2,159 4,641 64,787 31,096 2019-05-08 $20.12 $20.00 41.4% 14.0% 32.7% 15.5% 48.7% 4.1% -5.0% 1.8M -27.1M -294.5K 0.48 13.93 N/A N/A 1,050 499 64,761 34,737 2019-05-09 $20.27 $20.00 44.3% 14.1% 32.6% 21.4% 49.3% 3.9% -5.7% 2.0M -29.1M -291.7K 1.61 13.03 N/A N/A 1,958 3,154 64,479 34,129 2019-05-10 $20.20 $20.00 38.5% 14.3% 32.7% 9.4% 54.6% 2.0% -4.3% 1.7M -25.8M -289.2K 5.83 13.38 N/A N/A 1,424 8,298 64,106 36,187 2019-05-13 $18.94 $20.00 53.4% 15.4% 40.1% 40.2% 54.5% 1.4% -7.3% 530.2K -3.2M -255.5K 7.06 11.45 N/A N/A 1,836 12,958 64,106 36,187 2019-05-14 $19.36 $20.00 46.6% 14.7% 41.0% 26.1% 51.1% 2.5% -6.2% 51.8K -2.3M -287.3K 1.16 10.20 N/A N/A 1,785 2,075 65,764 49,780 2019-05-15 $19.54 $20.00 49.9% 14.3% 40.3% 32.9% 50.2% 3.1% -5.8% -54.9K -5.4M -286.9K 0.40 11.62 N/A N/A 956 381 66,346 50,279 2019-05-16 $19.97 $20.00 48.9% 14.0% 39.6% 31.0% 52.4% 3.2% -5.3% -1.0M -13.3M -285.6K 0.80 10.83 N/A N/A 1,546 1,233 66,740 50,279 2019-05-17 $19.57 $20.00 49.8% 14.3% 40.4% 32.7% 49.4% 3.9% -6.3% 13.9K -3.0M -277.5K 0.67 12.92 N/A N/A 9,522 6,354 66,646 50,617 2019-05-20 $19.26 $20.00 51.7% 14.8% 36.8% 36.8% 52.8% 1.5% -5.9% 141.2K -7.5M -281.9K 0.51 10.86 N/A N/A 1,051 538 50,507 43,452 2019-05-21 $19.51 $20.00 51.6% 14.8% 35.7% 36.6% 52.1% 1.6% -7.3% 229.9K -10.4M -285.7K 0.18 9.69 N/A N/A 1,329 237 50,918 43,604 2019-05-22 $19.74 $20.00 52.1% 14.9% 35.7% 37.6% 52.6% 3.4% -6.8% 387.2K -14.5M -289.1K 0.28 8.42 N/A N/A 2,102 592 52,804 43,620 2019-05-23 $19.32 $20.00 55.3% 15.8% 36.0% 44.0% 55.9% 1.5% -7.3% 317.3K -11.1M -288.1K 0.42 12.93 N/A N/A 1,915 796 54,025 43,759 2019-05-24 $19.40 $20.00 54.1% 15.5% 35.6% 41.7% 55.9% 3.0% -5.9% 340.9K -11.1M -288.2K 0.58 10.52 N/A N/A 767 445 54,299 43,807 2019-05-28 $19.40 $20.00 59.1% 16.9% 35.0% 52.0% 60.1% 2.0% -9.3% 347.6K -12.1M -283.5K 0.67 13.37 N/A N/A 1,736 1,155 54,408 43,986 2019-05-29 $19.20 $20.00 61.3% 17.6% 35.1% 56.5% 61.7% 1.9% -9.3% 263.3K -9.1M -283.0K 0.39 10.50 N/A N/A 1,825 713 55,225 44,521 2019-05-30 $19.13 $20.00 56.1% 16.1% 34.8% 45.7% 57.7% 2.3% -5.8% 261.8K -8.4M -274.6K 3.75 8.05 N/A N/A 2,113 7,926 56,031 44,821 2019-05-31 $18.45 $20.00 59.1% 16.9% 36.7% 51.9% 58.4% 2.1% -9.0% -268.9K 5.0M -276.4K 1.77 10.56 N/A N/A 2,678 4,740 56,701 50,972
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