BOX Options History — December 2024

In December 2024, BOX traded between $31.54 and $35.11. ATM implied volatility averaged 26.4%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 7.2% (HV 20d: 33.6%). Max pain ranged from $27.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2024-12-03: Highest Volume — 30,803 contracts
  • 2024-12-04: Largest IV drop — 54.3% change
  • 2024-12-02: Highest IV Rank — 56.4%
  • 2024-12-02: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.43$31.54$35.11$35.11$31.54
Max Pain$27.71$27.00$33.00$31.00$27.00
ATM IV26.4%20.8%57.4%57.4%21.1%
Expected Move7.4%6.0%16.5%16.5%6.0%
HV 20d33.6%26.3%38.2%26.3%29.6%
HV 60d23.9%18.3%24.8%18.3%24.4%
IV Rank11.2%3.0%56.4%56.4%3.4%
IV Percentile41.2%10.3%98.4%98.4%11.9%
Term Structure1.8%-17.6%8.5%-17.5%0.8%
VWIV26.5%20.9%57.4%57.2%20.9%
Skew 25d0.9%-1.3%2.5%-0.4%2.1%
Skew 10d2.7%-3.1%10.7%0.0%10.7%
Call IV 25d25.9%20.5%56.8%56.8%21.3%
Put IV 25d26.8%22.0%57.3%56.4%23.4%
Bid-Ask Spread %61.6223.7980.7341.3067.85
Gamma HHI0.160.130.200.160.16
Net GEX819.7K30.6K1.9M1.6M362.7K
Net DEX-39.4M-71.2M-24.5M-71.2M-30.1M
Net VEX-260.0K-294.2K-232.4K-277.1K-232.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.041.900.190.10
Total Volume3,010.52412230,8035,235153
Total OI60,838.1945,49070,32649,06345,989

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$35.11$31.0057.4%16.5%26.3%56.4%57.2%-0.4%-17.5%1.6M-71.2M-277.1K0.1941.30N/AN/A4,38285336,27612,787
2024-12-03$34.42$32.0057.3%16.4%27.3%56.1%57.4%0.7%-17.6%1.7M-66.6M-294.2K1.2531.18N/AN/A13,68917,11438,90615,438
2024-12-04$31.99$33.0026.2%7.5%38.2%10.9%26.1%-0.4%-3.9%184.0K-24.5M-272.8K0.8423.79N/AN/A5,7294,79246,12523,991
2024-12-05$32.08$27.0022.0%6.1%37.4%4.7%22.0%1.2%7.0%619.2K-32.4M-272.5K0.4267.11N/AN/A1,33056146,94222,138
2024-12-06$32.54$27.0024.5%6.1%37.1%8.4%21.0%1.1%7.4%1.0M-39.8M-276.9K0.2563.99N/AN/A1,73842747,33821,890
2024-12-09$32.66$27.0026.4%6.5%37.1%11.1%22.9%0.3%6.8%1.5M-44.2M-275.3K0.4849.18N/AN/A1,32663448,45321,873
2024-12-10$32.38$27.0024.2%6.3%36.2%8.0%22.1%0.4%6.8%1.1M-39.2M-267.6K0.7967.09N/AN/A1,17992848,48421,641
2024-12-11$32.25$27.0022.5%6.4%36.1%5.5%22.4%-0.1%7.0%1.0M-38.0M-264.7K0.3064.21N/AN/A49414747,79421,057
2024-12-12$32.94$27.0022.8%6.5%36.6%5.9%22.5%1.4%7.0%1.9M-48.1M-263.7K0.2160.40N/AN/A1,26527147,83620,920
2024-12-13$32.48$27.0022.6%6.5%36.9%5.6%23.2%-0.2%7.3%1.3M-41.3M-267.6K0.2369.85N/AN/A55112748,32620,751
2024-12-16$32.34$27.0022.6%6.5%35.7%5.6%23.3%-1.3%8.5%986.7K-39.5M-260.3K0.3171.16N/AN/A33810448,50220,658
2024-12-17$32.14$27.0023.5%6.7%35.3%6.9%23.5%0.1%6.8%552.4K-36.3M-256.5K0.5173.40N/AN/A1768948,36820,549
2024-12-18$31.91$27.0024.9%7.1%34.7%9.0%26.7%1.6%5.3%202.1K-33.8M-256.8K0.2780.00N/AN/A53114448,33420,318
2024-12-19$32.08$27.0026.1%7.5%34.8%10.7%25.3%1.8%3.4%402.8K-37.0M-258.2K1.2980.73N/AN/A9431,22048,32120,063
2024-12-20$32.15$27.0023.4%6.7%34.6%6.7%23.8%1.0%-1.3%30.6K-38.0M-255.0K0.6776.09N/AN/A32721848,92820,077
2024-12-23$31.88$27.0022.4%6.4%33.6%5.3%22.1%2.5%0.2%492.4K-32.7M-247.3K0.0466.03N/AN/A4801932,77812,712
2024-12-24$32.03$27.0020.8%6.0%29.4%3.0%24.1%2.1%1.8%561.4K-34.2M-242.7K1.9058.56N/AN/A428032,95212,619
2024-12-26$32.18$27.0021.2%6.1%29.6%3.5%22.0%1.6%1.1%590.2K-35.1M-244.6K0.2860.21N/AN/A2336532,97912,692
2024-12-27$31.94$27.0021.9%6.3%29.6%4.6%24.3%1.8%0.3%539.5K-33.3M-238.5K1.6160.49N/AN/A9515333,06812,754
2024-12-30$31.92$27.0021.1%6.0%29.5%3.4%22.9%2.5%1.6%498.7K-33.1M-235.2K0.0761.47N/AN/A2561833,11712,858
2024-12-31$31.54$27.0021.1%6.0%29.6%3.4%20.9%2.1%0.8%362.7K-30.1M-232.4K0.1067.85N/AN/A1391433,14712,842