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BOX, INC. BOX

i

Market dataready · fetched 2026-11-12T00:50:30.729Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002799363Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T00:50:30.268215+00:00

Share price$43.55
1D+1.7%
AH$42.31$42.64$42.97$43.31$43.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOX
Sold putSold callAH

BOX, INC. options

Live interpolated BOX call and put midpoint premiums by absolute delta.BOX, INC.$0.17$1.30$2.43$3.56$4.68$37.34$40.36$43.37$46.38$49.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOX spot · $43.55BOX PRICE$0.30$0.40$0.50$0.62$0.74$0.87$1.05$1.23$1.41$1.60$1.78$1.97$2.19$0.38$0.49$0.61$0.74$0.88$1.02$1.16$1.32$1.68$2.05$2.53$3.12$4.36
PutsCheap0.62×
CallsCheap0.56×
SkewBearish+7.44 pp
Implied moveBearish±$2.21
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0539.9%6.4%41.0348.0%6.7%
25Δ45.5839.5%5.6%41.5846.3%5.6%
30Δ45.1239.3%4.8%42.1044.9%4.7%
35Δ44.7439.1%4.1%42.5244.1%4.1%
40Δ44.3739.0%3.6%42.9443.4%3.4%
45Δ44.0138.9%3.1%43.3142.1%2.9%
50Δ43.6739.2%2.7%43.6640.8%2.4%
55Δ43.3339.5%2.3%44.0239.7%1.9%
60Δ42.9939.8%1.9%44.4842.6%1.7%
65Δ42.6638.8%1.6%44.9445.6%1.5%
70Δ42.3337.7%1.3%45.5248.2%1.3%
75Δ42.0036.7%1.0%46.2151.5%1.1%
80Δ41.6934.5%0.8%47.5161.3%0.9%

20Δ

Calls
Pseudo strike
46.05
IV
39.9%
B/E move
6.4%
Puts
Pseudo strike
41.03
IV
48.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
45.58
IV
39.5%
B/E move
5.6%
Puts
Pseudo strike
41.58
IV
46.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
45.12
IV
39.3%
B/E move
4.8%
Puts
Pseudo strike
42.10
IV
44.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
44.74
IV
39.1%
B/E move
4.1%
Puts
Pseudo strike
42.52
IV
44.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
44.37
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
42.94
IV
43.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
44.01
IV
38.9%
B/E move
3.1%
Puts
Pseudo strike
43.31
IV
42.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
43.67
IV
39.2%
B/E move
2.7%
Puts
Pseudo strike
43.66
IV
40.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
43.33
IV
39.5%
B/E move
2.3%
Puts
Pseudo strike
44.02
IV
39.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
42.99
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
44.48
IV
42.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
42.66
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
44.94
IV
45.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
42.33
IV
37.7%
B/E move
1.3%
Puts
Pseudo strike
45.52
IV
48.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
42.00
IV
36.7%
B/E move
1.0%
Puts
Pseudo strike
46.21
IV
51.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
41.69
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
47.51
IV
61.3%
B/E move
0.9%

Options history

IV · four-Friday blend44.03%
Daily EOD
BOX39.5%41.9%44.4%2026-10-19: 39.79%2026-10-20: 40.19%2026-10-21: 40.97%2026-10-22: 42.56%2026-10-23: 42.52%2026-10-26: 42.79%2026-10-27: 42.79%2026-10-28: 42.51%2026-10-29: 42.16%2026-10-30: 44.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.79%
40.19%
40.97%
42.56%
42.52%
42.79%
42.79%
42.51%
42.16%
44.03%