BOX Options History — October 2024

In October 2024, BOX traded between $31.69 and $32.86. ATM implied volatility averaged 23.9%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 10.6% (HV 20d: 13.3%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 1.19.

Notable Days

  • 2024-10-11: Highest Volume — 3,542 contracts
  • 2024-10-07: Largest IV spike — 13.8% change
  • 2024-10-31: Highest IV Rank — 11.9%
  • 2024-10-31: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.19$31.69$32.86$31.93$31.94
Max Pain$32.35$32.00$33.00$32.00$32.00
ATM IV23.9%22.1%26.9%23.0%26.9%
Expected Move6.9%6.3%7.7%6.6%7.7%
HV 20d13.3%11.1%15.4%13.8%13.3%
HV 60d27.6%24.9%29.8%29.8%24.9%
IV Rank7.6%4.8%11.9%6.2%11.9%
IV Percentile41.5%18.7%71.4%31.0%71.4%
Term Structure6.3%-0.3%8.3%-0.3%6.7%
VWIV24.0%22.2%27.0%23.4%27.0%
Skew 25d2.4%0.5%3.3%2.3%0.5%
Skew 10d4.7%-2.5%9.4%1.4%9.4%
Call IV 25d23.4%21.3%27.0%22.2%27.0%
Put IV 25d25.8%24.2%27.7%24.5%27.5%
Bid-Ask Spread %59.0244.8270.9557.7252.57
Gamma HHI0.220.120.770.200.12
Net GEX111.1K-3.6M554.1K219.6K400.2K
Net DEX-30.9M-35.8M-27.7M-30.3M-27.7M
Net VEX-172.7K-183.3K-164.2K-182.1K-174.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.0111.640.580.21
Total Volume578.435633,54265863
Total OI32,244.69628,13934,50234,01531,156

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$31.93$32.0023.0%6.6%13.8%6.2%23.4%2.3%-0.3%219.6K-30.3M-182.1K0.5857.72N/AN/A41624222,54711,468
2024-10-02$31.73$32.0022.7%6.5%11.2%5.8%23.6%3.2%0.3%174.9K-28.5M-181.9K1.8758.03N/AN/A14226622,38511,429
2024-10-03$31.69$33.0023.4%6.8%11.1%6.7%23.6%2.7%6.0%170.4K-28.3M-181.0K2.0861.22N/AN/A6112722,46311,599
2024-10-04$32.11$33.0022.2%6.6%12.2%5.0%23.2%2.4%6.7%142.6K-30.9M-183.3K0.9757.85N/AN/A14614222,46911,728
2024-10-07$31.84$33.0025.3%7.0%12.5%9.5%0.0%1.9%5.8%119.7K-29.1M-179.8K0.5464.04N/AN/A1116022,52111,794
2024-10-08$32.03$33.0024.1%6.7%12.5%7.8%23.3%2.8%6.6%89.6K-30.2M-179.8K1.7360.29N/AN/A406922,56211,795
2024-10-09$32.28$33.0023.4%6.7%12.6%6.7%23.2%3.2%6.4%72.4K-32.2M-177.5K1.5563.28N/AN/A10916922,55511,794
2024-10-10$32.64$33.0022.9%6.6%13.3%6.0%24.4%2.0%6.8%167.1K-34.7M-176.2K0.2269.83N/AN/A551222,58211,918
2024-10-11$32.72$33.0022.6%6.5%12.8%5.6%22.2%3.1%6.2%103.5K-35.4M-172.8K0.7469.47N/AN/A2,0331,50922,57911,923
2024-10-14$32.72$33.0022.3%6.4%12.6%5.2%22.4%3.3%7.4%61.7K-32.7M-168.0K2.3366.23N/AN/A13130521,73911,570
2024-10-15$32.75$32.0022.1%6.3%12.6%4.8%22.8%3.1%7.9%95.0K-33.6M-164.2K0.5170.95N/AN/A53227321,81811,372
2024-10-16$32.78$32.0022.4%6.4%12.2%5.4%22.4%2.5%7.8%110.1K-33.9M-168.9K0.0162.93N/AN/A454622,09311,587
2024-10-17$32.86$32.0022.8%6.5%12.0%5.9%23.5%2.4%7.5%345.0K-35.8M-171.9K0.5568.30N/AN/A40722522,48411,592
2024-10-18$32.06$32.0022.4%6.4%14.8%5.3%22.4%2.5%8.3%-3.6M-30.4M-168.5K0.0848.71N/AN/A2702122,82311,559
2024-10-21$31.80$32.0023.9%6.8%14.8%7.5%23.6%2.0%6.8%534.2K-30.0M-167.1K0.2544.82N/AN/A1042619,7728,833
2024-10-22$32.03$32.0024.3%7.0%15.1%8.1%23.9%1.6%7.2%554.1K-31.4M-167.7K0.0252.73N/AN/A364919,7528,850
2024-10-23$31.93$32.0025.7%7.4%15.1%10.1%25.5%2.4%7.5%527.8K-30.1M-166.8K0.2447.20N/AN/A4029719,5278,855
2024-10-24$32.16$32.0025.9%7.4%15.4%10.4%25.3%2.5%6.0%523.4K-30.3M-164.6K0.1157.30N/AN/A3824219,1688,971
2024-10-25$32.05$32.0026.0%7.5%15.2%10.6%25.7%2.6%7.0%536.9K-29.8M-166.1K11.6458.53N/AN/A1471,71119,4339,005
2024-10-28$32.08$32.0025.9%7.4%15.2%10.4%25.8%1.3%7.1%406.4K-28.4M-169.3K0.2854.99N/AN/A2837819,45910,713
2024-10-29$32.14$32.0025.1%7.2%13.2%9.3%25.2%3.1%7.3%422.9K-28.6M-171.0K0.8259.61N/AN/A59348819,54310,781
2024-10-30$32.16$32.0025.8%7.4%13.0%10.2%25.8%1.5%7.0%419.0K-28.9M-170.0K0.1450.91N/AN/A1602219,89511,167
2024-10-31$31.94$32.0026.9%7.7%13.3%11.9%27.0%0.5%6.7%400.2K-27.7M-174.0K0.2152.57N/AN/A521119,98711,169