BOX Options History — July 2024

In July 2024, BOX traded between $24.84 and $28.19. ATM implied volatility averaged 23.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 0.8% (HV 20d: 23.9%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-07-25: Highest Volume — 2,266 contracts
  • 2024-07-08: Largest IV spike — 13.5% change
  • 2024-07-25: Highest IV Rank — 11.1%
  • 2024-07-25: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.70$24.84$28.19$26.31$28.19
Max Pain$26.09$25.00$28.00$26.00$28.00
ATM IV23.1%19.2%26.4%20.3%24.5%
Expected Move6.7%5.8%7.6%5.8%7.0%
HV 20d23.9%20.5%27.7%23.7%26.8%
HV 60d27.6%26.5%29.2%26.8%28.6%
IV Rank6.3%0.6%11.1%2.2%8.4%
IV Percentile30.0%0.4%62.7%3.2%45.2%
Term Structure6.0%0.6%8.3%1.8%8.3%
VWIV23.7%19.3%29.0%20.1%28.4%
Skew 25d0.7%-1.0%2.3%-0.2%0.3%
Skew 10d0.4%-4.1%4.8%-0.5%-3.0%
Call IV 25d23.8%19.6%27.9%21.8%26.7%
Put IV 25d24.5%20.8%27.0%21.6%27.0%
Bid-Ask Spread %59.3143.0475.3961.5066.93
Gamma HHI0.180.140.420.150.19
Net GEX509.9K127.9K1.5M379.8K580.5K
Net DEX-13.0M-22.8M-1.1M-7.0M-22.8M
Net VEX-139.4K-152.3K-114.7K-129.9K-148.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.011.510.240.03
Total Volume432.864592,266407228
Total OI26,093.524,22228,60724,22227,144

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$26.31$26.0020.3%5.8%23.7%2.2%20.1%-0.2%1.8%379.8K-7.0M-129.9K0.2461.50N/AN/A3278016,1988,024
2024-07-02$26.41$26.0020.4%5.8%22.5%2.4%20.2%0.1%0.6%387.1K-7.0M-129.4K0.2555.95N/AN/A1383516,2518,051
2024-07-03$26.14$26.0020.2%5.8%22.1%2.1%19.3%1.6%1.5%328.2K-5.6M-127.5K0.7475.39N/AN/A342516,3508,082
2024-07-05$26.13$25.0019.2%6.1%20.5%0.6%21.5%0.5%6.6%319.3K-5.3M-126.0K0.0549.80N/AN/A81416,3728,090
2024-07-08$25.77$25.0021.8%6.3%20.9%4.4%22.1%1.8%6.5%232.2K-3.8M-121.2K0.1752.77N/AN/A771316,3868,093
2024-07-09$25.26$26.0022.0%6.5%21.6%4.8%22.6%1.5%5.7%127.9K-1.1M-114.7K1.0958.35N/AN/A19421216,3798,069
2024-07-10$24.84$25.0022.8%6.5%22.2%5.8%23.3%1.0%6.9%201.6K-2.4M-123.9K1.0057.22N/AN/A757518,1037,999
2024-07-11$25.51$25.0022.6%6.5%24.4%5.6%24.2%0.0%6.4%265.3K-5.7M-130.0K0.2255.30N/AN/A2916518,1577,934
2024-07-12$26.30$25.0021.6%6.2%26.9%4.2%21.7%0.3%7.0%441.1K-9.9M-135.1K0.0370.77N/AN/A1,9866118,1557,958
2024-07-15$26.38$25.0022.4%6.4%23.7%5.3%22.6%0.2%6.5%547.3K-14.1M-149.5K0.3052.25N/AN/A2126420,1047,979
2024-07-16$26.76$26.0023.0%6.6%24.1%6.2%22.9%2.3%6.3%738.2K-16.0M-146.4K0.1765.60N/AN/A1482520,1938,024
2024-07-17$26.98$26.0024.1%6.9%23.7%7.8%24.6%0.1%5.5%812.2K-17.7M-147.9K0.0874.24N/AN/A1951520,2228,041
2024-07-18$26.84$26.0024.3%7.0%23.7%8.1%24.6%1.4%6.1%820.6K-16.8M-147.3K0.3175.04N/AN/A2748420,3268,041
2024-07-19$26.89$26.0025.0%7.2%23.2%9.1%24.9%1.4%4.8%1.5M-16.9M-148.7K0.3070.55N/AN/A1023120,4938,114
2024-07-22$27.12$26.0024.0%6.9%22.4%7.7%24.0%1.4%7.0%456.7K-16.7M-146.7K0.0155.52N/AN/A468417,6477,086
2024-07-23$27.16$26.0023.8%6.8%22.3%7.4%24.4%1.4%6.7%520.0K-17.5M-148.0K1.4151.73N/AN/A588218,0377,087
2024-07-24$26.63$26.0024.6%7.1%23.3%8.6%25.0%1.5%7.4%477.4K-15.0M-144.6K1.5155.16N/AN/A8512818,0817,111
2024-07-25$27.84$26.0026.4%7.6%27.7%11.1%26.4%-0.3%7.3%545.4K-21.1M-148.5K0.6154.12N/AN/A1,40686018,0867,234
2024-07-26$28.07$28.0024.0%6.9%26.4%7.7%24.3%-0.8%7.9%534.4K-22.0M-151.8K0.2847.46N/AN/A53215018,5098,018
2024-07-29$27.82$28.0025.1%7.2%26.7%9.2%25.8%0.1%7.4%524.7K-20.6M-147.8K0.9256.13N/AN/A1059718,6548,171
2024-07-30$28.06$28.0025.7%7.4%26.7%10.1%29.0%-1.0%7.6%524.0K-22.0M-152.3K0.0743.04N/AN/A3702718,7408,264
2024-07-31$28.19$28.0024.5%7.0%26.8%8.4%28.4%0.3%8.3%580.5K-22.8M-148.5K0.0366.93N/AN/A222618,8758,269