BOX Options History — August 2024

In August 2024, BOX traded between $26.09 and $32.91. ATM implied volatility averaged 34.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 5.1% (HV 20d: 28.9%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.69.

Notable Days

  • 2024-08-28: Highest Volume — 13,900 contracts
  • 2024-08-28: Largest IV drop — 48.8% change
  • 2024-08-26: Highest IV Rank — 37.8%
  • 2024-08-26: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.38$26.09$32.91$27.64$32.64
Max Pain$27.59$27.00$29.00$28.00$29.00
ATM IV34.0%19.5%44.7%26.0%19.5%
Expected Move10.1%5.6%12.8%7.5%5.6%
HV 20d28.9%21.9%40.5%27.6%39.0%
HV 60d29.4%24.0%31.5%28.9%31.0%
IV Rank22.3%1.0%37.8%10.6%1.0%
IV Percentile71.1%1.2%92.9%59.5%1.2%
Term Structure-3.3%-11.4%7.7%7.7%1.5%
VWIV36.6%21.7%45.5%31.9%24.2%
Skew 25d3.3%-0.3%5.9%0.1%-0.3%
Skew 10d4.3%-10.2%11.6%-10.2%-0.1%
Call IV 25d34.2%21.0%43.3%27.8%21.0%
Put IV 25d37.5%20.7%47.8%27.9%20.7%
Bid-Ask Spread %43.2212.0356.9150.0221.55
Gamma HHI0.180.120.200.190.12
Net GEX560.7K376.8K1.1M548.3K905.0K
Net DEX-22.6M-49.3M-10.2M-19.2M-47.7M
Net VEX-143.3K-150.3K-122.5K-149.2K-134.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.074.600.730.22
Total Volume1,968.2735213,9001164,492
Total OI28,412.31825,34936,52927,35336,529

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$27.64$28.0026.0%7.5%27.6%10.6%0.0%0.1%7.7%548.3K-19.2M-149.2K0.7350.02N/AN/A674919,0838,270
2024-08-02$26.94$28.0030.2%8.7%29.4%16.7%31.9%3.4%6.3%466.8K-14.7M-148.0K0.8651.21N/AN/A837119,0598,269
2024-08-05$26.09$27.0044.2%12.5%31.3%37.1%43.0%5.9%-6.7%376.8K-10.2M-145.3K0.7845.25N/AN/A49738919,1078,305
2024-08-06$26.62$27.0035.1%11.0%31.0%23.9%39.5%5.0%-4.0%430.5K-12.9M-145.4K1.0241.24N/AN/A10310519,2618,560
2024-08-07$26.84$27.0034.6%11.1%30.2%23.1%39.9%4.3%-3.6%435.3K-13.7M-145.7K0.1838.46N/AN/A1843419,2628,521
2024-08-08$27.23$27.0032.1%10.9%29.3%19.5%40.3%3.6%-3.5%501.1K-15.9M-144.6K0.9744.17N/AN/A888519,2998,545
2024-08-09$27.41$27.0029.0%10.6%27.5%15.0%39.8%3.2%-2.8%521.8K-17.1M-142.6K1.0247.68N/AN/A10210419,3258,557
2024-08-12$27.30$27.0033.5%11.0%27.6%21.4%38.5%4.0%-5.0%516.8K-16.2M-140.2K0.3051.06N/AN/A2186619,3058,625
2024-08-13$27.82$27.0032.7%10.3%27.9%20.4%38.2%3.8%-3.8%576.8K-20.0M-141.2K0.1849.06N/AN/A3005319,3928,611
2024-08-14$27.80$27.0036.6%10.5%27.8%26.0%36.6%4.1%-4.7%562.0K-19.7M-139.0K4.6053.44N/AN/A2201,01119,6328,612
2024-08-15$28.07$28.0036.1%10.3%27.8%25.3%36.7%3.3%0.8%523.2K-21.9M-147.7K0.3154.81N/AN/A35911119,7719,604
2024-08-16$28.06$27.0035.9%10.3%27.9%25.1%35.7%3.1%-4.6%721.3K-22.1M-149.0K0.1353.19N/AN/A2733519,7939,551
2024-08-19$28.37$27.0037.4%10.7%28.0%27.2%36.6%4.1%-5.7%442.9K-20.0M-144.4K0.1652.54N/AN/A4156517,2218,128
2024-08-20$28.30$28.0037.0%10.6%28.0%26.6%35.5%4.4%-5.7%463.9K-20.1M-145.5K0.4039.62N/AN/A702817,3658,198
2024-08-21$28.46$28.0038.0%10.9%26.8%28.0%37.2%3.5%-6.3%472.0K-20.9M-146.4K0.1956.91N/AN/A4789217,3868,220
2024-08-22$28.23$28.0038.4%11.0%22.2%28.7%39.7%2.6%-5.6%468.6K-20.1M-145.6K0.6355.70N/AN/A322017,6368,268
2024-08-23$28.41$28.0038.7%11.1%22.1%29.1%38.5%3.5%-6.9%487.7K-20.9M-144.4K0.0750.62N/AN/A6454817,6488,286
2024-08-26$28.68$28.0044.7%12.8%22.1%37.8%45.5%4.4%-11.4%497.0K-22.5M-145.9K0.7227.72N/AN/A1,4981,07317,9808,429
2024-08-27$28.82$28.0044.7%12.8%21.9%37.8%45.2%3.9%-9.9%550.8K-23.7M-150.3K0.8929.66N/AN/A4,4933,98718,9749,453
2024-08-28$31.74$28.0022.9%6.6%40.3%6.0%24.5%1.2%-0.9%1.1M-49.1M-135.9K0.5812.03N/AN/A8,8255,07522,45912,464
2024-08-29$32.91$28.0021.1%6.1%40.5%3.5%21.7%1.7%1.4%800.3K-49.3M-122.5K0.2524.92N/AN/A5,8801,47920,65313,455
2024-08-30$32.64$29.0019.5%5.6%39.0%1.0%24.2%-0.3%1.5%905.0K-47.7M-134.8K0.2221.55N/AN/A3,68880422,15514,374