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BOX, INC. BOX

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Market datapartial · fetched 2026-10-22T15:06:57.611Z

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 · 2026-10-22T15:06:53.827846681Z

FundamentalsAlpha Vantage · unavailable

Share price$42.52
1D+1.9%
$41.53$41.82$42.11$42.40$42.695:30 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$1.80$3.30$4.80$6.29$28.60$33.89$39.18$44.46$49.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOX spot · $42.52BOX PRICE$0.47$0.63$0.83$1.03$1.24$1.52$1.81$2.13$2.42$2.66$3.14$3.66$4.07$0.62$0.81$1.01$1.23$1.51$1.78$2.04$2.46$2.93$3.43$4.14$4.99$5.86
PutsExpensive1.24×
CallsCheap0.91×
SkewBearish+3.22 pp
Implied moveBearish±$3.85
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7836.6%11.1%38.7243.9%10.4%
25Δ46.0036.9%9.6%39.6242.3%8.7%
30Δ45.3837.9%8.7%40.3741.5%7.4%
35Δ44.7538.6%7.7%41.0740.8%6.3%
40Δ44.1138.5%6.6%41.7041.1%5.5%
45Δ43.5239.5%5.9%42.3140.7%4.7%
50Δ42.9340.6%5.2%42.9239.7%3.9%
55Δ42.3241.0%4.5%43.5740.6%3.3%
60Δ41.7240.4%3.8%44.2541.6%2.8%
65Δ41.1538.5%3.0%44.9742.2%2.3%
70Δ40.4639.5%2.5%45.8743.9%1.9%
75Δ39.7640.3%2.1%46.9044.9%1.4%
80Δ39.1338.8%1.6%47.9545.8%1.0%

20Δ

Calls
Pseudo strike
46.78
IV
36.6%
B/E move
11.1%
Puts
Pseudo strike
38.72
IV
43.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
46.00
IV
36.9%
B/E move
9.6%
Puts
Pseudo strike
39.62
IV
42.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
45.38
IV
37.9%
B/E move
8.7%
Puts
Pseudo strike
40.37
IV
41.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
44.75
IV
38.6%
B/E move
7.7%
Puts
Pseudo strike
41.07
IV
40.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
44.11
IV
38.5%
B/E move
6.6%
Puts
Pseudo strike
41.70
IV
41.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
43.52
IV
39.5%
B/E move
5.9%
Puts
Pseudo strike
42.31
IV
40.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
42.93
IV
40.6%
B/E move
5.2%
Puts
Pseudo strike
42.92
IV
39.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.32
IV
41.0%
B/E move
4.5%
Puts
Pseudo strike
43.57
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
41.72
IV
40.4%
B/E move
3.8%
Puts
Pseudo strike
44.25
IV
41.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
41.15
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
44.97
IV
42.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.46
IV
39.5%
B/E move
2.5%
Puts
Pseudo strike
45.87
IV
43.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
39.76
IV
40.3%
B/E move
2.1%
Puts
Pseudo strike
46.90
IV
44.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
39.13
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
47.95
IV
45.8%
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%