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BOX, INC. BOX

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Market datapartial · fetched 2026-10-22T23:07:01.837Z

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 · 2026-10-22T23:00:00.002588469Z

FundamentalsAlpha Vantage · unavailable

Share price$42.78
1D+2.3%
AH$41.51$41.86$42.21$42.55$42.905:30 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.$0.32$1.83$3.33$4.84$6.35$28.57$33.94$39.30$44.66$50.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOX spot · $42.78BOX PRICE$0.48$0.65$0.84$1.04$1.28$1.53$1.80$2.10$2.42$2.75$3.14$3.62$4.45$0.62$0.82$1.04$1.27$1.51$1.81$2.14$2.51$2.87$3.26$3.89$4.76$5.91
PutsExpensive1.30×
CallsCheap0.92×
SkewBearish+2.51 pp
Implied moveBearish±$3.94
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1637.4%11.4%38.9943.6%10.3%
25Δ46.4338.1%10.1%39.8542.6%8.8%
30Δ45.7038.5%8.8%40.5942.3%7.6%
35Δ45.0338.8%7.7%41.2841.9%6.5%
40Δ44.4239.5%6.8%41.9541.0%5.5%
45Δ43.8039.9%6.0%42.5841.1%4.7%
50Δ43.1939.9%5.1%43.2141.2%4.0%
55Δ42.5840.0%4.4%43.8541.3%3.4%
60Δ41.9740.1%3.8%44.4740.6%2.8%
65Δ41.3639.5%3.1%45.1140.0%2.2%
70Δ40.7339.3%2.5%45.9241.2%1.7%
75Δ40.0439.7%2.1%46.9543.3%1.4%
80Δ39.0642.6%1.7%48.2545.9%1.0%

20Δ

Calls
Pseudo strike
47.16
IV
37.4%
B/E move
11.4%
Puts
Pseudo strike
38.99
IV
43.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
46.43
IV
38.1%
B/E move
10.1%
Puts
Pseudo strike
39.85
IV
42.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
45.70
IV
38.5%
B/E move
8.8%
Puts
Pseudo strike
40.59
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
45.03
IV
38.8%
B/E move
7.7%
Puts
Pseudo strike
41.28
IV
41.9%
B/E move
6.5%

40Δ

Calls
Pseudo strike
44.42
IV
39.5%
B/E move
6.8%
Puts
Pseudo strike
41.95
IV
41.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
43.80
IV
39.9%
B/E move
6.0%
Puts
Pseudo strike
42.58
IV
41.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
43.19
IV
39.9%
B/E move
5.1%
Puts
Pseudo strike
43.21
IV
41.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
42.58
IV
40.0%
B/E move
4.4%
Puts
Pseudo strike
43.85
IV
41.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
41.97
IV
40.1%
B/E move
3.8%
Puts
Pseudo strike
44.47
IV
40.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
41.36
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
45.11
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
40.73
IV
39.3%
B/E move
2.5%
Puts
Pseudo strike
45.92
IV
41.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
40.04
IV
39.7%
B/E move
2.1%
Puts
Pseudo strike
46.95
IV
43.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
39.06
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
48.25
IV
45.9%
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%