BOX Options History — June 2022

In June 2022, BOX traded between $22.64 and $27.28. ATM implied volatility averaged 41.0%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 7.4% (HV 20d: 48.4%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2022-06-10: Highest Volume — 9,665 contracts
  • 2022-06-13: Largest IV spike — 17.8% change
  • 2022-06-16: Highest IV Rank — 42.4%
  • 2022-06-16: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.46$22.64$27.28$26.76$25.18
Max Pain$26.05$26.00$27.00$27.00$26.00
ATM IV41.0%35.4%45.5%41.0%39.8%
Expected Move11.7%10.1%13.0%11.7%11.4%
HV 20d48.4%45.8%54.8%50.4%51.5%
HV 60d44.9%43.1%48.2%44.3%48.2%
IV Rank31.3%18.9%42.4%31.9%24.2%
IV Percentile62.8%36.1%82.1%65.5%55.6%
Term Structure0.8%-3.0%5.1%-2.0%2.0%
VWIV42.1%36.9%47.0%41.5%41.0%
Skew 25d5.5%3.5%7.5%4.5%5.0%
Skew 10d10.6%1.8%23.0%9.6%18.5%
Call IV 25d38.9%34.8%43.5%39.5%38.9%
Put IV 25d44.4%40.3%49.0%44.0%43.9%
Bid-Ask Spread %61.2241.8176.3241.8169.56
Gamma HHI0.140.120.160.120.13
Net GEX567.2K-20.6K1.2M804.4K489.7K
Net DEX-6.7M-17.9M10.2M-9.9M-8.2M
Net VEX-165.4K-191.6K-121.8K-174.7K-160.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.141.850.331.14
Total Volume3,743.0951,7389,6653,2383,020
Total OI45,559.33332,79558,50047,93635,348

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$26.76$27.0041.0%11.7%50.4%31.9%41.5%4.5%-2.0%804.4K-9.9M-174.7K0.3341.81N/AN/A2,44079833,66714,269
2022-06-02$26.68$26.0038.6%10.8%48.0%26.5%39.2%6.5%3.1%797.6K-9.7M-175.2K1.1649.17N/AN/A85999335,21414,280
2022-06-03$27.28$26.0043.6%11.6%45.8%38.1%40.4%6.6%2.7%1.1M-17.9M-191.6K0.1975.93N/AN/A6,0961,15135,28114,398
2022-06-06$26.60$26.0040.8%10.9%46.1%31.5%41.6%5.8%3.5%995.1K-10.7M-173.9K0.3563.68N/AN/A2,9401,03537,63814,370
2022-06-07$26.90$26.0039.2%11.0%46.2%27.8%41.8%5.2%2.0%1.2M-14.9M-189.5K0.3159.47N/AN/A3,04195439,09514,361
2022-06-08$26.83$26.0035.4%10.1%46.2%18.9%36.9%5.9%5.1%1.1M-13.9M-184.5K0.3353.64N/AN/A3,0511,01039,11614,347
2022-06-09$26.16$26.0039.3%11.3%46.4%28.0%39.3%4.8%1.5%768.8K-6.4M-166.7K0.1455.60N/AN/A8,3991,18339,22814,390
2022-06-10$25.70$26.0038.6%11.1%46.0%26.4%39.4%3.5%3.6%664.3K-5.1M-187.9K0.1962.58N/AN/A8,1271,53843,91814,582
2022-06-13$24.24$26.0045.5%13.0%47.1%42.4%44.3%5.9%-0.6%187.2K6.2M-148.3K0.5251.42N/AN/A2,2801,18941,12414,928
2022-06-14$23.96$26.0044.8%12.9%47.1%40.9%45.0%7.5%-0.4%137.3K7.5M-145.0K0.4952.12N/AN/A2,03799538,68714,812
2022-06-15$24.01$26.0041.9%12.0%46.7%34.0%43.7%5.9%1.6%122.2K6.7M-144.3K0.4876.32N/AN/A1,85789538,68714,538
2022-06-16$22.64$26.0045.5%13.0%47.5%42.4%45.7%5.5%-3.0%-20.6K10.2M-121.8K1.0873.24N/AN/A1,8872,04438,72414,050
2022-06-17$23.74$26.0043.5%12.5%50.3%37.7%43.9%5.2%-2.3%5.1K3.6M-143.2K0.4671.58N/AN/A2,9421,34938,78513,111
2022-06-21$24.00$26.0043.3%12.4%48.4%37.2%42.6%4.5%0.5%304.2K-5.3M-149.3K0.8264.79N/AN/A1,09990024,5128,283
2022-06-22$24.09$26.0043.0%12.3%48.5%36.6%42.2%5.5%0.8%313.3K-7.7M-164.1K0.8158.92N/AN/A1,08088024,7388,330
2022-06-23$24.63$26.0041.2%11.8%48.2%32.4%41.0%5.2%-0.7%387.8K-6.9M-152.5K1.0548.47N/AN/A84889025,0768,328
2022-06-24$26.53$26.0037.3%10.7%54.8%23.4%38.2%5.5%-1.6%636.1K-14.8M-177.3K0.7061.45N/AN/A1,26688725,2658,383
2022-06-27$26.56$26.0038.3%11.0%50.9%25.6%43.7%4.5%0.8%684.5K-16.1M-179.9K0.8269.87N/AN/A1,05986425,7068,386
2022-06-28$25.87$26.0040.2%11.5%50.4%25.2%47.0%6.4%0.4%587.9K-12.2M-165.5K1.1364.06N/AN/A9081,03025,8818,409
2022-06-29$26.23$26.0040.5%11.6%50.2%25.9%44.9%6.7%-0.2%663.1K-14.5M-179.0K1.8561.91N/AN/A9761,80825,9358,566
2022-06-30$25.18$26.0039.8%11.4%51.5%24.2%41.0%5.0%2.0%489.7K-8.2M-160.0K1.1469.56N/AN/A1,4091,61126,0579,291