BOX Options History — November 2024

In November 2024, BOX traded between $31.91 and $35.63. ATM implied volatility averaged 36.4%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 16.9% (HV 20d: 19.5%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-11-22: Highest Volume — 8,326 contracts
  • 2024-11-11: Largest IV spike — 59.9% change
  • 2024-11-29: Highest IV Rank — 44.1%
  • 2024-11-29: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.93$31.91$35.63$31.91$35.09
Max Pain$30.25$30.00$32.00$32.00$31.00
ATM IV36.4%20.2%49.0%27.9%49.0%
Expected Move11.1%8.0%14.1%8.0%14.1%
HV 20d19.5%12.4%26.6%12.4%26.3%
HV 60d23.5%17.5%26.9%24.8%18.4%
IV Rank25.7%2.2%44.1%13.4%44.1%
IV Percentile77.8%3.6%94.4%72.2%94.4%
Term Structure-6.1%-12.3%6.3%6.3%-12.3%
VWIV39.1%27.9%48.9%27.9%48.9%
Skew 25d0.9%-1.9%2.8%2.8%-1.7%
Skew 10d4.6%-0.3%12.7%11.0%0.3%
Call IV 25d38.6%26.4%48.8%26.4%48.8%
Put IV 25d39.5%29.2%47.1%29.2%47.1%
Bid-Ask Spread %53.7339.2070.3870.3853.66
Gamma HHI0.170.120.260.120.16
Net GEX949.7K388.5K1.7M388.5K1.7M
Net DEX-48.1M-75.8M-27.6M-27.6M-69.5M
Net VEX-210.8K-287.2K-155.9K-170.9K-283.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.011.750.490.07
Total Volume1,717.2338,3264501,229
Total OI37,754.331,12548,44131,12548,441

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$31.91$32.0027.9%8.0%12.4%13.4%27.9%2.8%6.3%388.5K-27.6M-170.9K0.4970.38N/AN/A30114919,95211,173
2024-11-04$32.42$30.0029.1%9.9%13.2%15.0%34.3%2.1%-4.0%440.4K-30.4M-169.5K1.7553.37N/AN/A122119,97311,304
2024-11-05$32.78$30.0030.2%9.9%13.6%16.7%36.2%2.2%-3.7%483.4K-32.7M-167.8K0.9258.51N/AN/A35833019,98311,309
2024-11-06$33.47$30.0024.6%9.6%15.1%8.6%32.9%1.6%-3.2%512.2K-36.5M-162.2K0.3959.65N/AN/A27911019,95611,535
2024-11-07$34.08$30.0026.0%9.7%15.9%10.6%33.1%1.8%-5.2%574.8K-40.2M-155.9K0.0360.32N/AN/A1,9655019,96911,562
2024-11-08$33.78$30.0020.2%9.5%16.4%2.2%32.8%1.3%-4.9%728.3K-39.5M-165.3K0.0559.66N/AN/A5322421,38511,580
2024-11-11$34.47$30.0032.3%10.4%17.6%19.8%36.0%0.9%-4.8%778.8K-44.1M-163.2K0.0367.10N/AN/A2,6178521,46911,581
2024-11-12$34.10$30.0030.0%10.4%18.3%16.4%36.8%1.1%-5.3%1.2M-42.7M-165.3K0.0160.20N/AN/A2,0552723,58511,600
2024-11-13$34.58$30.0036.3%10.4%18.7%25.6%37.5%0.2%-4.8%1.5M-46.6M-164.3K0.7158.44N/AN/A68148123,65811,614
2024-11-14$34.38$30.0036.2%10.4%19.0%25.4%36.5%0.3%-4.5%770.5K-43.8M-167.5K0.0257.31N/AN/A5,42411023,71012,077
2024-11-15$33.45$30.0037.3%10.7%19.5%27.1%37.8%1.4%-5.5%941.8K-48.6M-234.3K0.2456.17N/AN/A2616229,00812,124
2024-11-18$33.89$30.0038.3%11.0%19.5%28.5%39.1%1.8%-5.0%840.4K-49.6M-238.5K0.5839.20N/AN/A38322426,63711,430
2024-11-19$33.20$30.0040.4%11.6%21.2%31.5%40.6%2.0%-7.2%778.0K-45.1M-237.8K1.1442.99N/AN/A11312926,87811,653
2024-11-20$33.20$30.0041.4%11.9%21.1%33.0%41.8%1.4%-7.0%762.5K-45.5M-241.0K0.1348.45N/AN/A94311926,90711,744
2024-11-21$33.48$30.0042.3%12.1%21.1%34.3%42.3%0.9%-8.2%830.4K-48.0M-242.1K0.2143.14N/AN/A1563327,62211,800
2024-11-22$34.20$30.0047.2%13.5%22.1%41.5%47.3%-0.4%-11.3%887.3K-53.0M-244.7K0.0141.36N/AN/A8,2745227,65711,822
2024-11-25$35.63$30.0046.0%13.2%25.8%39.7%46.8%0.2%-10.2%1.7M-75.8M-276.0K0.2044.05N/AN/A3,70372434,57011,838
2024-11-26$35.48$31.0046.0%13.2%26.0%39.7%46.3%0.1%-10.2%1.6M-73.3M-278.6K0.2049.93N/AN/A97719735,15312,507
2024-11-27$35.08$31.0047.0%13.5%26.6%41.1%47.2%-1.9%-11.4%1.6M-69.5M-287.2K0.1650.72N/AN/A99216235,65812,662
2024-11-29$35.09$31.0049.0%14.1%26.3%44.1%48.9%-1.7%-12.3%1.7M-69.5M-283.0K0.0753.66N/AN/A1,1468335,69812,743