BOX Options History — June 2019

In June 2019, BOX traded between $16.99 and $18.55. ATM implied volatility averaged 38.5%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 3.9% (HV 20d: 34.6%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.88.

Notable Days

  • 2019-06-04: Highest Volume — 23,214 contracts
  • 2019-06-04: Largest IV drop — 39.7% change
  • 2019-06-03: Highest IV Rank — 64.5%
  • 2019-06-03: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.79$16.99$18.55$17.94$17.60
Max Pain$18.20$18.00$20.00$20.00$18.00
ATM IV38.5%34.0%65.2%65.2%34.0%
Expected Move11.0%9.7%18.7%18.7%9.7%
HV 20d34.6%30.8%41.0%35.9%30.8%
HV 60d33.3%32.4%34.2%32.4%32.5%
IV Rank9.4%0.1%64.5%64.5%0.1%
IV Percentile15.5%0.4%95.2%95.2%0.4%
Term Structure2.6%-13.3%7.0%-13.3%0.7%
VWIV38.2%33.1%66.4%66.4%33.1%
Skew 25d2.0%-0.3%4.2%0.2%2.0%
Skew 10d3.6%-9.0%8.6%4.4%8.6%
Call IV 25d37.9%33.0%67.0%67.0%33.0%
Put IV 25d39.9%35.1%67.2%67.2%35.1%
Bid-Ask Spread %16.158.6339.5712.4813.06
Gamma HHI0.290.180.440.180.18
Net GEX-841.4K-1.8M459.1K-525.2K264.4K
Net DEX7.1M-13.3M37.1M14.1M-2.7M
Net VEX-224.5K-264.1K-198.3K-264.1K-203.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.053.231.330.33
Total Volume5,859.051,24323,21419,5223,908
Total OI106,202.4565,356123,520110,97168,391

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$17.94$20.0065.2%18.7%35.9%64.5%66.4%0.2%-13.3%-525.2K14.1M-264.1K1.3312.48N/AN/A8,39311,12957,55253,419
2019-06-04$16.99$19.0039.3%11.3%39.4%11.2%39.7%4.2%-1.0%-1.8M37.1M-228.3K1.2839.57N/AN/A10,18313,03160,23160,423
2019-06-05$17.03$19.0037.7%10.8%37.7%7.9%38.8%0.4%1.5%-1.7M30.4M-231.4K2.6238.62N/AN/A4,45811,68362,02458,253
2019-06-06$17.65$18.0036.1%10.6%40.4%4.6%36.7%3.9%4.7%-1.3M16.0M-236.4K0.7815.39N/AN/A3,9673,09062,17853,733
2019-06-07$17.45$18.0039.2%11.3%40.1%11.0%37.6%2.6%3.6%-1.4M19.5M-230.2K0.9812.77N/AN/A2,8352,77662,24753,581
2019-06-10$17.74$18.0039.6%11.0%41.0%11.7%40.7%2.2%5.7%-1.4M14.0M-233.5K3.2312.92N/AN/A1,0543,40662,49153,956
2019-06-11$17.71$18.0039.2%11.0%34.8%11.0%38.0%4.1%5.2%-1.5M15.2M-235.5K1.3514.03N/AN/A7801,05662,58956,093
2019-06-12$17.88$18.0037.8%10.8%33.9%8.0%35.4%3.1%5.0%-1.5M12.3M-234.1K1.2216.26N/AN/A56168262,73755,742
2019-06-13$17.95$18.0037.1%10.6%33.6%6.6%37.3%1.8%5.9%-1.7M10.9M-233.6K0.6914.52N/AN/A1,37294062,81455,739
2019-06-14$17.85$18.0038.9%11.1%32.2%10.2%39.3%1.2%4.4%-1.7M13.0M-227.7K0.0516.57N/AN/A11,09151063,18255,552
2019-06-17$18.18$18.0039.1%11.2%32.8%10.7%37.4%1.5%4.4%-1.4M3.1M-234.3K0.3714.38N/AN/A2,42990767,65955,531
2019-06-18$18.30$18.0037.9%10.9%32.6%8.3%37.8%0.3%5.4%-1.5M-678.2K-229.2K0.2212.89N/AN/A2,78260367,05155,463
2019-06-19$18.40$18.0036.4%10.4%32.3%5.2%36.2%3.1%5.9%-1.2M-4.1M-225.9K0.2716.63N/AN/A1,27334368,07855,442
2019-06-20$18.55$18.0034.6%9.9%32.1%1.5%34.4%1.9%6.4%-83.1K-13.3M-221.6K0.4714.37N/AN/A1,57573368,30954,618
2019-06-21$18.31$18.0035.4%10.2%31.6%3.1%35.6%1.8%7.0%459.1K-12.7M-213.7K0.6115.52N/AN/A1,36683468,41654,215
2019-06-24$17.88$18.0034.6%9.9%32.3%1.4%35.7%-0.3%1.1%366.2K-4.9M-206.3K0.258.63N/AN/A1,42235338,76926,587
2019-06-25$17.60$18.0036.1%10.4%32.5%4.6%34.1%3.0%-0.6%280.7K-2.4M-204.3K0.7711.70N/AN/A72855939,85926,772
2019-06-26$17.38$18.0035.7%10.2%32.6%3.7%35.7%0.3%1.0%216.3K-987.5K-198.3K0.5613.09N/AN/A87448640,17327,010
2019-06-27$17.49$18.0035.7%10.2%32.9%3.7%34.6%2.5%-0.5%227.5K-1.4M-198.3K0.239.52N/AN/A2,44356640,23826,932
2019-06-28$17.60$18.0034.0%9.7%30.8%0.1%33.1%2.0%0.7%264.4K-2.7M-203.0K0.3313.06N/AN/A2,93197741,28027,111