BOX Options History — June 2024

In June 2024, BOX traded between $25.27 and $27.87. ATM implied volatility averaged 20.8%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 15.6% (HV 20d: 36.4%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.73.

Notable Days

  • 2024-06-13: Highest Volume — 1,544 contracts
  • 2024-06-12: Largest IV drop — 13.3% change
  • 2024-06-05: Highest IV Rank — 5.8%
  • 2024-06-05: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.33$25.27$27.87$27.56$26.34
Max Pain$26.63$26.00$27.00$27.00$26.00
ATM IV20.8%19.4%22.7%21.9%20.8%
Expected Move5.9%5.6%6.5%6.3%6.0%
HV 20d36.4%23.8%39.1%35.8%23.8%
HV 60d25.7%24.8%26.9%24.8%26.8%
IV Rank3.1%1.0%5.8%4.6%3.0%
IV Percentile6.3%0.4%16.3%8.7%7.9%
Term Structure3.6%-1.3%12.3%-1.3%0.3%
VWIV21.2%19.8%23.7%23.1%20.9%
Skew 25d0.4%-1.2%1.8%-0.8%0.5%
Skew 10d1.0%-11.1%8.2%-0.3%8.2%
Call IV 25d21.5%20.0%24.5%24.5%22.0%
Put IV 25d21.9%20.3%24.6%23.7%22.5%
Bid-Ask Spread %54.6617.1376.2349.6956.24
Gamma HHI0.210.150.420.240.15
Net GEX238.0K-383.8K740.4K593.6K359.4K
Net DEX-4.6M-18.4M4.9M-14.6M-7.0M
Net VEX-133.2K-154.4K-119.6K-153.5K-130.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.062.530.390.39
Total Volume615.8421371,5441,044343
Total OI37,189.94722,55843,20441,34124,014

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$27.56$27.0021.9%6.3%35.8%4.6%23.1%-0.8%-1.3%593.6K-14.6M-153.5K0.3949.69N/AN/A75329126,94914,392
2024-06-04$27.87$27.0021.2%6.1%35.9%3.6%21.4%-1.2%-0.2%740.4K-18.4M-154.4K0.4632.51N/AN/A51523527,04114,502
2024-06-05$27.18$27.0022.7%6.5%37.2%5.8%23.1%1.8%-1.1%373.3K-10.2M-149.7K0.9717.13N/AN/A39538227,04714,605
2024-06-06$27.02$26.0020.4%6.0%37.2%2.4%20.8%1.0%5.7%340.0K-9.6M-146.4K1.1747.85N/AN/A27532327,13514,699
2024-06-07$26.73$26.0020.3%5.7%37.4%2.3%20.6%1.0%6.1%214.7K-6.3M-141.8K0.7248.91N/AN/A51636927,37114,760
2024-06-10$26.55$26.0022.5%5.6%37.4%5.4%20.8%0.8%6.3%220.3K-4.5M-138.2K1.0361.17N/AN/A21221827,51414,683
2024-06-11$26.71$26.0022.5%5.6%37.3%5.5%20.2%0.3%6.6%265.7K-6.4M-138.5K1.5657.18N/AN/A19330127,57514,731
2024-06-12$26.88$27.0019.5%5.6%37.3%1.1%19.9%1.2%6.5%290.8K-7.7M-137.3K0.3654.81N/AN/A42015127,53214,839
2024-06-13$25.94$27.0019.4%5.6%39.1%1.0%19.8%-0.1%6.2%97.6K2.3M-126.5K2.5360.12N/AN/A4381,10627,64614,974
2024-06-14$25.98$27.0020.4%5.8%39.1%2.4%20.4%0.3%6.6%68.2K636.9K-133.1K0.9761.57N/AN/A15114627,80715,359
2024-06-17$25.68$27.0020.5%5.9%39.0%2.6%20.8%0.8%6.6%-29.7K3.3M-128.9K0.1362.74N/AN/A5617127,88515,319
2024-06-18$25.55$27.0020.6%5.9%38.8%2.7%22.3%0.5%5.8%-38.0K2.4M-123.7K0.6462.20N/AN/A16810728,08814,392
2024-06-20$25.27$27.0020.7%5.9%38.6%2.9%23.7%-0.3%12.3%-383.8K4.9M-120.3K1.0368.89N/AN/A34936028,07814,309
2024-06-21$25.80$27.0019.9%5.7%38.9%1.7%21.0%0.6%0.2%626.2K-1.7M-121.6K0.6976.23N/AN/A23216128,12313,263
2024-06-24$25.77$27.0020.5%5.9%38.7%2.6%21.5%-0.7%0.9%150.6K-2.9M-121.3K0.0864.34N/AN/A5454314,6907,868
2024-06-25$25.52$27.0020.3%5.8%38.3%2.3%20.4%1.5%0.9%150.6K-2.1M-120.2K0.5556.64N/AN/A1508215,1287,899
2024-06-26$25.59$26.0020.5%5.9%38.0%2.6%20.8%0.1%-0.0%159.4K-2.4M-119.6K0.1559.21N/AN/A1191815,2177,944
2024-06-27$26.31$26.0021.2%6.1%24.0%3.6%21.7%0.7%0.5%322.4K-6.2M-126.6K0.0641.11N/AN/A9485415,2967,935
2024-06-28$26.34$26.0020.8%6.0%23.8%3.0%20.9%0.5%0.3%359.4K-7.0M-130.0K0.3956.24N/AN/A2479616,0637,951