BOX Options History — April 2024

In April 2024, BOX traded between $26.14 and $28.49. ATM implied volatility averaged 23.4%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.1% (HV 20d: 18.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.19.

Notable Days

  • 2024-04-02: Highest Volume — 3,374 contracts
  • 2024-04-29: Largest IV spike — 14.7% change
  • 2024-04-17: Highest IV Rank — 9.2%
  • 2024-04-17: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.18$26.14$28.49$28.49$26.14
Max Pain$28.59$28.00$30.00$30.00$28.00
ATM IV23.4%20.3%26.0%20.3%25.7%
Expected Move6.7%5.8%7.5%5.8%7.4%
HV 20d18.3%13.1%39.5%39.5%18.6%
HV 60d29.2%28.8%29.6%29.4%29.4%
IV Rank5.3%0.8%9.2%0.8%8.8%
IV Percentile22.5%1.6%50.4%1.6%50.4%
Term Structure5.9%0.3%10.3%1.3%8.0%
VWIV23.1%20.0%25.6%20.0%25.6%
Skew 25d1.8%0.9%2.7%1.3%1.3%
Skew 10d4.7%-1.7%13.8%3.7%7.2%
Call IV 25d23.0%20.1%25.6%20.1%25.6%
Put IV 25d24.8%21.3%26.9%21.3%26.9%
Bid-Ask Spread %59.1244.3276.5057.8665.05
Gamma HHI0.170.140.210.150.15
Net GEX201.3K-39.4K526.4K127.3K289.2K
Net DEX724.4K-7.6M10.1M-3.5M637.1K
Net VEX-146.3K-156.6K-113.5K-114.0K-144.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.154.370.332.55
Total Volume902.6362683,374529323
Total OI35,646.40928,80041,17532,15931,660

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$28.49$30.0020.3%5.8%39.5%0.8%20.0%1.3%1.3%127.3K-3.5M-114.0K0.3357.86N/AN/A39713219,25012,909
2024-04-02$28.24$30.0022.5%6.5%36.1%4.1%22.1%2.5%0.3%111.1K-1.6M-113.5K0.9444.45N/AN/A1,7391,63519,46913,034
2024-04-03$27.88$30.0021.9%6.3%35.3%3.1%22.0%2.2%0.8%43.4K478.3K-148.4K0.3644.32N/AN/A29510521,08914,630
2024-04-04$27.70$29.0022.8%6.8%13.1%4.4%23.6%2.0%4.8%45.8K1.0M-146.0K0.3251.72N/AN/A42113421,26014,634
2024-04-05$27.52$29.0022.7%6.3%13.1%4.3%21.2%2.4%6.7%41.4K2.4M-144.3K1.1465.16N/AN/A69078521,59814,670
2024-04-08$27.84$29.0023.0%6.5%14.1%4.8%22.6%1.7%6.3%103.8K-280.9K-153.6K0.2047.69N/AN/A69114122,41815,234
2024-04-09$27.93$29.0022.9%6.5%14.3%4.6%22.7%1.6%5.8%157.2K-1.4M-155.9K0.1550.45N/AN/A1,14517422,93415,326
2024-04-10$27.39$29.0023.3%6.7%13.7%5.2%22.6%1.9%5.3%95.4K2.4M-155.8K1.0353.77N/AN/A54856623,92315,414
2024-04-11$27.30$29.0022.4%6.4%13.7%3.8%22.1%2.2%7.0%77.3K3.2M-154.2K1.8754.18N/AN/A16130124,23415,487
2024-04-12$26.98$29.0023.8%6.8%13.7%6.0%23.8%2.7%5.9%14.7K5.8M-151.2K0.8859.65N/AN/A79670124,34615,604
2024-04-15$26.27$28.0024.4%7.0%14.9%6.9%23.6%1.6%6.1%-39.4K10.1M-142.2K0.2356.34N/AN/A1,13726224,87015,592
2024-04-16$26.38$28.0025.3%7.3%14.8%8.2%24.4%2.4%5.4%-17.1K9.0M-142.6K1.8965.55N/AN/A6011,13425,44115,490
2024-04-17$26.30$28.0026.0%7.5%14.7%9.2%24.3%2.0%5.3%6.6K7.7M-143.3K3.1668.36N/AN/A11737025,80715,109
2024-04-18$26.51$28.0024.2%6.9%14.6%6.6%24.4%2.0%6.4%190.2K7.0M-145.3K0.3170.76N/AN/A2056325,83415,184
2024-04-19$26.62$28.0024.5%7.0%14.8%6.9%25.5%1.6%6.3%395.2K6.1M-149.6K1.6844.83N/AN/A19232225,98615,189
2024-04-22$27.13$28.0023.5%6.7%16.7%5.5%23.3%1.6%7.1%452.5K-6.4M-151.5K0.5958.94N/AN/A33519720,2088,592
2024-04-23$27.37$28.0023.6%6.8%17.1%5.7%23.0%1.8%7.4%492.9K-7.6M-153.0K0.2363.26N/AN/A85519520,4178,763
2024-04-24$27.30$28.0023.1%6.6%17.1%4.9%22.8%1.6%7.1%526.4K-7.6M-156.6K0.4376.50N/AN/A24410421,1658,947
2024-04-25$26.94$28.0022.6%6.5%17.6%4.2%22.6%0.9%8.7%472.5K-4.9M-151.0K2.1170.49N/AN/A17537021,3579,022
2024-04-26$26.96$28.0021.2%6.1%17.5%2.0%21.7%1.7%10.3%452.8K-4.2M-151.0K4.3766.42N/AN/A14262021,4219,319
2024-04-29$26.71$28.0024.3%7.0%17.5%6.7%24.5%0.9%7.4%389.2K-2.5M-151.6K1.3364.81N/AN/A14519321,4809,905
2024-04-30$26.14$28.0025.7%7.4%18.6%8.8%25.6%1.3%8.0%289.2K637.1K-144.2K2.5565.05N/AN/A9123221,60510,055