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BOX, INC. BOX

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Market datapartial · fetched 2026-10-22T16:15:34.655Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:15:18.991802612Z

FundamentalsAlpha Vantage · unavailable

Share price$42.68
1D+2.1%
$41.52$41.85$42.18$42.51$42.845:30 AM6:30 AM9:00 AM1:00 PMBOX
Sold putSold call

BOX, INC. options

Live interpolated BOX call and put midpoint premiums by absolute delta.BOX, INC.$0.31$1.85$3.39$4.93$6.46$28.58$33.93$39.27$44.61$49.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOX spot · $42.68BOX PRICE$0.47$0.65$0.83$1.02$1.26$1.52$1.81$2.13$2.44$2.74$3.20$3.79$4.39$0.63$0.81$1.00$1.22$1.47$1.78$2.10$2.39$2.74$3.16$3.62$4.25$6.02
PutsExpensive1.20×
CallsCheap0.92×
SkewBearish+1.16 pp
Implied moveBearish±$3.90
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.0037.1%11.2%38.8843.8%10.4%
25Δ46.3038.0%10.0%39.7842.2%8.7%
30Δ45.5838.2%8.7%40.5541.0%7.3%
35Δ44.8838.1%7.6%41.2440.3%6.2%
40Δ44.2838.9%6.7%41.8740.1%5.4%
45Δ43.6939.6%5.9%42.4840.4%4.6%
50Δ43.0940.3%5.2%43.0940.5%3.9%
55Δ42.4840.7%4.5%43.6839.6%3.3%
60Δ41.8740.6%3.8%44.3039.0%2.6%
65Δ41.2739.5%3.1%44.9439.0%2.1%
70Δ40.5940.1%2.6%45.6038.6%1.6%
75Δ39.8141.8%2.2%46.4139.0%1.2%
80Δ39.0142.2%1.7%48.2646.7%1.0%

20Δ

Calls
Pseudo strike
47.00
IV
37.1%
B/E move
11.2%
Puts
Pseudo strike
38.88
IV
43.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
46.30
IV
38.0%
B/E move
10.0%
Puts
Pseudo strike
39.78
IV
42.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
45.58
IV
38.2%
B/E move
8.7%
Puts
Pseudo strike
40.55
IV
41.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
44.88
IV
38.1%
B/E move
7.6%
Puts
Pseudo strike
41.24
IV
40.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
44.28
IV
38.9%
B/E move
6.7%
Puts
Pseudo strike
41.87
IV
40.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
43.69
IV
39.6%
B/E move
5.9%
Puts
Pseudo strike
42.48
IV
40.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
43.09
IV
40.3%
B/E move
5.2%
Puts
Pseudo strike
43.09
IV
40.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.48
IV
40.7%
B/E move
4.5%
Puts
Pseudo strike
43.68
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
41.87
IV
40.6%
B/E move
3.8%
Puts
Pseudo strike
44.30
IV
39.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
41.27
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
44.94
IV
39.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
40.59
IV
40.1%
B/E move
2.6%
Puts
Pseudo strike
45.60
IV
38.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.81
IV
41.8%
B/E move
2.2%
Puts
Pseudo strike
46.41
IV
39.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
39.01
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
48.26
IV
46.7%
B/E move
1.0%

Options history

BOX40.1240.5841.032026-10-20: 40.19%2026-10-21: 40.97%Oct 20Oct 21
Table
DateIV
40.19%
40.97%