BOX Options History — October 2022

In October 2022, BOX traded between $25.73 and $29.11. ATM implied volatility averaged 38.2%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 6.4% (HV 20d: 44.6%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.27.

Notable Days

  • 2022-10-03: Highest Volume — 3,676 contracts
  • 2022-10-10: Largest IV spike — 9.9% change
  • 2022-10-11: Highest IV Rank — 30.9%
  • 2022-10-11: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.44$25.73$29.11$26.65$29.11
Max Pain$27.14$27.00$28.00$28.00$27.00
ATM IV38.2%35.1%42.7%39.1%36.7%
Expected Move10.9%10.1%11.6%11.2%10.5%
HV 20d44.6%30.9%47.4%43.6%30.9%
HV 60d35.1%33.7%35.8%35.6%34.9%
IV Rank19.7%11.9%30.9%21.7%15.9%
IV Percentile42.8%20.6%70.6%48.8%31.7%
Term Structure2.8%-0.3%5.2%-0.3%4.0%
VWIV40.9%35.2%64.8%37.9%37.4%
Skew 25d6.3%5.1%8.5%5.3%5.6%
Skew 10d15.5%7.2%49.8%11.0%15.5%
Call IV 25d35.4%33.1%37.9%37.1%34.5%
Put IV 25d41.7%39.0%45.3%42.4%40.1%
Bid-Ask Spread %56.7435.7477.8964.5553.95
Gamma HHI0.190.150.210.210.21
Net GEX402.8K134.7K668.8K251.0K668.8K
Net DEX-10.0M-18.6M-2.1M-5.9M-18.6M
Net VEX-121.0K-132.8K-111.0K-117.2K-121.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.811.710.821.32
Total Volume2,681.0951,9413,6763,6762,127
Total OI31,898.38130,12533,69230,12531,134

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$26.65$28.0039.1%11.2%43.6%21.7%37.9%5.3%-0.3%251.0K-5.9M-117.2K0.8264.55N/AN/A2,0251,65119,32210,803
2022-10-04$27.29$28.0036.4%10.4%44.2%15.0%35.2%6.2%1.9%397.9K-9.3M-126.5K1.6477.89N/AN/A1,0411,71219,98111,001
2022-10-05$28.09$28.0037.3%10.7%45.0%17.3%37.7%6.6%-0.3%542.5K-13.7M-132.8K1.0773.54N/AN/A1,3901,48520,26711,119
2022-10-06$28.12$27.0037.3%10.8%44.7%17.4%64.8%6.9%2.6%546.0K-13.9M-131.3K1.3264.95N/AN/A1,1181,47120,55011,306
2022-10-07$27.04$27.0037.8%11.1%46.3%18.6%41.1%6.2%2.4%375.7K-8.2M-125.1K1.5065.04N/AN/A1,0731,61120,70211,388
2022-10-10$26.27$27.0041.5%11.5%46.6%28.0%41.4%6.5%1.8%211.4K-3.7M-114.1K1.7167.96N/AN/A1,0641,81620,70711,519
2022-10-11$25.73$27.0042.7%11.6%45.9%30.9%46.0%7.3%1.8%134.7K-2.3M-117.7K1.4755.73N/AN/A1,1921,75620,75111,547
2022-10-12$25.86$27.0040.1%11.5%45.9%24.5%44.3%6.5%1.9%155.0K-2.1M-111.8K1.5548.94N/AN/A1,2011,86120,77111,558
2022-10-13$26.06$27.0039.1%11.2%45.9%21.7%44.3%6.3%3.8%162.9K-2.3M-111.0K1.2948.64N/AN/A1,3221,70720,79611,594
2022-10-14$25.93$27.0038.5%11.0%44.6%20.4%48.4%7.0%2.5%170.6K-2.1M-111.2K1.1249.85N/AN/A1,2571,41221,06611,601
2022-10-17$27.13$27.0038.5%11.0%47.4%20.4%44.5%6.7%2.3%310.8K-7.8M-118.0K0.8162.57N/AN/A1,8501,50121,03311,661
2022-10-18$27.37$27.0039.6%11.3%46.9%23.0%41.8%8.5%1.7%375.5K-9.5M-121.7K1.2055.07N/AN/A1,2431,49221,48511,827
2022-10-19$27.30$27.0038.8%11.1%46.7%21.0%37.4%5.8%2.6%336.2K-9.2M-122.1K1.2349.13N/AN/A1,1261,38321,53011,904
2022-10-20$27.33$27.0039.7%11.4%46.2%23.4%37.1%6.1%2.4%300.5K-8.7M-118.3K1.2036.01N/AN/A1,1461,37621,56111,940
2022-10-21$28.04$27.0037.5%10.7%45.2%17.8%37.8%5.1%4.7%651.0K-13.6M-122.3K1.0071.02N/AN/A1,4641,46921,62112,071
2022-10-24$28.21$27.0039.0%11.2%44.9%21.5%36.5%5.9%3.2%495.4K-13.7M-122.1K1.1338.05N/AN/A1,2191,37819,70610,519
2022-10-25$28.66$27.0035.7%10.2%44.9%13.4%36.2%5.3%5.2%571.3K-16.2M-122.9K1.0035.74N/AN/A1,2511,24520,01210,557
2022-10-26$28.47$27.0037.3%10.7%44.7%17.2%35.6%5.3%4.9%575.3K-15.5M-124.0K1.4264.91N/AN/A8031,13820,26910,571
2022-10-27$28.63$27.0035.5%10.2%43.4%12.8%37.3%5.6%5.1%586.0K-16.2M-123.8K1.3753.19N/AN/A8361,14820,31510,698
2022-10-28$28.86$27.0035.1%10.1%42.8%11.9%36.3%7.3%4.7%640.8K-17.1M-126.0K1.4054.76N/AN/A8081,13520,39710,706
2022-10-31$29.11$27.0036.7%10.5%30.9%15.9%37.4%5.6%4.0%668.8K-18.6M-121.2K1.3253.95N/AN/A9151,21220,40410,730