BOX Options History — August 2023 In August 2023, BOX traded between $26.48 and $31.13. ATM implied volatility averaged 31.3%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 10.9% (HV 20d: 20.4%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.92.
Notable Days 2023-08-30 : Highest Volume — 8,864 contracts2023-08-30 : Largest IV drop — 44.4% change2023-08-29 : Highest IV Rank — 45.4%2023-08-29 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $30.12 $26.48 $31.13 $31.07 $26.48 Max Pain $29.13 $29.00 $30.00 $30.00 $29.00 ATM IV 31.3% 21.3% 40.7% 23.6% 21.3% Expected Move 9.3% 6.1% 11.7% 6.8% 6.1% HV 20d 20.4% 16.1% 46.6% 19.9% 46.6% HV 60d 20.8% 18.8% 31.5% 20.2% 31.5% IV Rank 23.1% 0.0% 45.4% 4.7% 0.0% IV Percentile 39.6% 0.0% 85.3% 6.0% 0.0% Term Structure -2.9% -11.1% 6.2% 6.2% 1.8% VWIV 32.2% 19.5% 40.8% 23.8% 19.5% Skew 25d 3.2% 0.3% 5.0% 0.8% 1.7% Skew 10d 7.2% -3.4% 14.2% 7.2% 3.1% Call IV 25d 30.9% 20.6% 39.8% 24.9% 20.6% Put IV 25d 34.0% 22.3% 40.2% 25.7% 22.3% Bid-Ask Spread % 45.33 11.99 76.36 76.36 31.23 Gamma HHI 0.17 0.14 0.26 0.16 0.20 Net GEX 499.4K -804.6K 1.0M 842.3K -674.4K Net DEX -11.6M -18.6M 10.7M -18.6M 10.7M Net VEX -102.6K -108.8K -79.1K -100.2K -79.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.15 4.71 0.23 0.57 Total Volume 1,352.304 231 8,864 1,660 3,378 Total OI 25,207.565 22,427 31,159 23,198 31,159
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 2023-08-01 $31.07 $30.00 23.6% 6.8% 19.9% 4.7% 23.8% 0.8% 6.2% 842.3K -18.6M -100.2K 0.23 76.36 N/A N/A 1,345 315 14,425 8,773 2023-08-02 $30.41 $30.00 27.1% 7.8% 20.6% 13.1% 27.1% 1.9% 5.1% 635.4K -14.2M -108.8K 0.58 61.99 N/A N/A 506 295 14,916 9,082 2023-08-03 $30.37 $29.00 27.2% 9.1% 19.7% 13.4% 31.4% 4.6% -1.3% 661.3K -14.1M -108.5K 2.97 52.91 N/A N/A 162 481 15,080 9,061 2023-08-04 $30.54 $29.00 25.0% 9.0% 19.5% 8.1% 31.1% 3.6% -1.3% 620.3K -14.4M -108.2K 1.21 31.45 N/A N/A 281 340 15,109 9,475 2023-08-07 $31.13 $29.00 25.2% 9.2% 20.1% 8.7% 31.7% 4.4% -1.4% 658.5K -18.1M -108.4K 0.55 58.76 N/A N/A 302 167 15,267 9,790 2023-08-08 $30.57 $29.00 25.1% 9.3% 20.0% 8.3% 32.8% 4.5% -2.3% 536.1K -13.9M -107.3K 0.60 21.17 N/A N/A 411 245 15,334 9,841 2023-08-09 $30.31 $29.00 32.1% 9.2% 20.0% 25.0% 31.9% 4.0% -1.2% 522.1K -12.6M -105.9K 0.47 27.49 N/A N/A 370 173 15,341 9,733 2023-08-10 $30.29 $29.00 33.0% 9.5% 17.5% 27.1% 32.8% 3.5% -2.6% 510.7K -12.1M -105.9K 0.23 22.01 N/A N/A 578 135 15,406 9,807 2023-08-11 $30.36 $29.00 33.4% 9.6% 17.5% 27.9% 33.0% 5.0% -2.9% 486.6K -12.1M -105.4K 0.57 41.11 N/A N/A 147 84 15,448 9,888 2023-08-14 $30.79 $29.00 32.7% 9.4% 17.1% 26.5% 32.9% 4.2% -2.2% 509.2K -15.7M -102.4K 0.55 29.22 N/A N/A 488 266 15,575 9,925 2023-08-15 $30.27 $29.00 33.9% 9.7% 17.6% 29.1% 33.4% 3.4% -2.8% 511.1K -11.5M -101.8K 0.65 22.02 N/A N/A 258 168 15,703 10,076 2023-08-16 $30.26 $29.00 34.4% 9.9% 17.6% 30.4% 33.4% 4.1% -3.0% 547.4K -11.4M -102.0K 0.71 63.79 N/A N/A 555 394 15,780 10,014 2023-08-17 $29.96 $29.00 34.0% 9.7% 16.6% 29.4% 33.5% 3.3% -3.2% 779.8K -9.7M -103.2K 0.15 62.87 N/A N/A 341 51 16,139 10,109 2023-08-18 $30.16 $29.00 35.5% 10.2% 16.8% 33.0% 34.7% 3.2% -5.3% 1.0M -11.7M -102.8K 0.26 65.67 N/A N/A 448 117 16,331 10,133 2023-08-21 $30.24 $29.00 35.8% 10.3% 16.7% 33.7% 38.1% 3.2% -5.2% 561.6K -13.1M -102.0K 4.71 19.93 N/A N/A 261 1,228 13,682 8,745 2023-08-22 $30.18 $29.00 35.9% 10.3% 16.1% 33.8% 35.6% 2.9% -6.3% 547.4K -12.8M -101.3K 1.00 65.93 N/A N/A 218 217 13,769 9,302 2023-08-23 $30.29 $29.00 35.1% 10.1% 16.1% 32.1% 35.3% 3.5% -6.1% 556.9K -13.1M -102.3K 1.39 64.59 N/A N/A 150 209 13,912 9,470 2023-08-24 $30.20 $29.00 36.1% 10.4% 16.1% 34.5% 35.5% 2.7% -6.8% 540.8K -12.6M -102.3K 0.45 67.34 N/A N/A 523 234 13,969 9,577 2023-08-25 $30.55 $29.00 33.5% 9.6% 16.7% 28.2% 34.2% 3.6% -6.8% 633.0K -14.6M -106.5K 0.65 43.46 N/A N/A 364 236 14,458 9,851 2023-08-28 $30.52 $29.00 36.6% 10.5% 16.5% 35.6% 36.5% 2.5% -8.9% 631.3K -14.6M -104.9K 0.45 60.70 N/A N/A 651 291 14,590 10,037 2023-08-29 $30.70 $29.00 40.7% 11.7% 16.7% 45.4% 40.8% 0.3% -11.1% 656.0K -16.1M -107.3K 0.85 40.69 N/A N/A 2,627 2,229 14,909 10,174 2023-08-30 $27.16 $30.00 22.7% 6.5% 46.1% 2.6% 22.5% 1.9% 0.5% -804.6K 10.7M -84.0K 1.31 11.99 N/A N/A 3,834 5,030 16,558 14,051 2023-08-31 $26.48 $29.00 21.3% 6.1% 46.6% 0.0% 19.5% 1.7% 1.8% -674.4K 10.7M -79.1K 0.57 31.23 N/A N/A 2,153 1,225 18,129 13,030
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