BOXX Implied Volatility
BOXX options trade at a 30-day at-the-money implied volatility of 9.0%, an IV rank of 74 out of 100 over the past year. This page breaks down BOXX's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 21, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
BOXX 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 9.0% |
| IV rank (1 year) | 74 / 100 |
| IV percentile (1 year) | 71% |
| Expected move (front expiration) | ±$2.94 (±2.5%) |
| Historical volatility — 10 day | 0.3% |
| Historical volatility — 21 day | 0.3% |
| Historical volatility — 30 day | 0.3% |
| Historical volatility — 60 day | 0.3% |
| IV / HV ratio | 32.81 |
An IV rank of 74 places current implied volatility near the top of its 52-week range. With an IV/HV ratio of 32.81, options currently price in more movement than the stock has recently realized.
BOXX IV Rank History
BOXX IV rank (0–100), past year.
IV rank has fallen from 100 in Jul '26 to 74 today. An IV percentile of 71% means implied volatility was lower than today on 71% of trading days in the past year.
Explore the payoff profile of option on BOXX for free
Build multi-leg BOXX strategies, visualize payoffs, and scan the full US options universe with OptiView.
BOXX Options FAQ
What is the implied volatility of BOXX options?
BOXX options trade at a 30-day at-the-money implied volatility of 9.0% as of Aug 21, 2026. That is an IV rank of 74 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is BOXX implied volatility high or low right now?
By its own 52-week standards, BOXX implied volatility is currently high: IV rank is 74 out of 100 as of Aug 21, 2026. Compared with realized movement, the IV/HV ratio of 32.81 shows options pricing more movement than the stock has recently delivered.
What move do BOXX options imply before the next expiration?
Front-expiration BOXX options imply a one-standard-deviation move of ±$2.94 (±2.5%) as of Aug 21, 2026, derived from at-the-money option prices.
What is the difference between BOXX's IV rank and IV percentile?
IV rank (currently 74) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 71%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.