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Alpha Architect 1-3 Month Box ETF BOXX

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Market dataready · fetched 2026-11-04T04:56:09.188Z

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 · 2026-11-04T01:00:01.16923556Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:56:08.565203+00:00

Share price$118.84
1D-0.0%
AH$118.77$118.81$118.85$118.90$118.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOXX
Sold putSold callAH

Alpha Architect 1-3 Month Box ETF options

Live interpolated BOXX call and put midpoint premiums by absolute delta.Alpha Architect 1-3 Month Box ETF$2.23$2.85$3.46$4.07$4.69$118.51$118.68$118.84$119.00$119.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BOXX spot · $118.84BOXX PRICE$2.30$2.30$2.37$2.63$2.89$3.15$3.41$3.67$3.94$4.20$4.46$2.30$2.30$2.30$2.50$2.70$2.91$3.14$3.53$3.89$4.22$4.51
Puts——
Calls——
Skew——
Implied moveBalanced±$5.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ110.4957.1%9.0%
30Δ126.7350.3%8.6%113.7245.2%6.2%
35Δ123.5840.3%5.9%115.8836.8%4.4%
40Δ121.7634.3%4.5%116.9833.7%3.7%
45Δ120.8732.3%3.9%118.0231.0%3.0%
50Δ119.9730.4%3.4%119.0728.2%2.3%
55Δ119.0828.4%2.9%120.0925.7%1.6%
60Δ118.1826.5%2.3%120.8724.9%1.3%
65Δ117.2924.5%1.8%121.5923.8%1.0%
70Δ116.3922.6%1.3%122.2422.4%0.7%
75Δ115.7120.8%0.9%122.8220.8%0.4%
80Δ115.1819.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.49
IV
57.1%
B/E move
9.0%

30Δ

Calls
Pseudo strike
126.73
IV
50.3%
B/E move
8.6%
Puts
Pseudo strike
113.72
IV
45.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
123.58
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
115.88
IV
36.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
121.76
IV
34.3%
B/E move
4.5%
Puts
Pseudo strike
116.98
IV
33.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
120.87
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
118.02
IV
31.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
119.97
IV
30.4%
B/E move
3.4%
Puts
Pseudo strike
119.07
IV
28.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
119.08
IV
28.4%
B/E move
2.9%
Puts
Pseudo strike
120.09
IV
25.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
118.18
IV
26.5%
B/E move
2.3%
Puts
Pseudo strike
120.87
IV
24.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
117.29
IV
24.5%
B/E move
1.8%
Puts
Pseudo strike
121.59
IV
23.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
116.39
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
122.24
IV
22.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
115.71
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
122.82
IV
20.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
115.18
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.92%
Daily close
BOXX5.5%23.8%42.0%2026-08-05: 8.05%2026-08-06: 8.12%2026-08-07: 8.01%2026-08-10: 8.42%2026-08-11: 18.38%2026-08-12: 20.57%2026-08-13: 21.09%2026-08-14: 21.86%2026-08-17: 24.81%2026-08-18: 29.67%2026-08-19: 29.69%2026-08-20: 37.85%2026-08-21: 16.80%2026-08-24: 17.65%2026-08-25: 17.78%2026-08-26: 17.78%2026-08-27: 18.42%2026-08-28: 18.40%2026-08-31: 19.12%2026-09-01: 19.23%2026-09-02: 19.79%2026-09-03: 20.23%2026-09-04: 20.21%2026-09-08: 21.25%2026-09-09: 21.05%2026-09-10: 21.62%2026-09-11: 23.04%2026-09-14: 25.96%2026-09-15: 26.71%2026-09-16: 32.26%2026-09-17: 39.52%2026-09-18: 17.25%2026-09-21: 17.42%2026-09-22: 17.70%2026-09-23: 16.60%2026-09-24: 16.80%2026-09-25: 17.31%2026-09-28: 17.00%2026-09-29: 17.36%2026-09-30: 17.70%2026-10-01: 16.58%2026-10-02: 18.23%2026-10-05: 19.67%2026-10-06: 19.79%2026-10-07: 18.67%2026-10-08: 20.61%2026-10-09: 19.78%2026-10-12: 24.60%2026-10-13: 24.05%2026-10-14: 30.15%2026-10-15: 37.42%2026-10-16: 14.27%2026-10-19: 13.58%2026-10-20: 14.32%2026-10-21: 14.23%2026-10-22: 13.71%2026-10-23: 15.06%2026-10-26: 14.97%2026-10-27: 14.74%2026-10-28: 14.41%2026-10-29: 15.17%2026-10-30: 15.92%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
8.05%
8.12%
8.01%
8.42%
18.38%
20.57%
21.09%
21.86%
24.81%
29.67%
29.69%
37.85%
16.80%
17.65%
17.78%
17.78%
18.42%
18.40%
19.12%
19.23%
19.79%
20.23%
20.21%
21.25%
21.05%
21.62%
23.04%
25.96%
26.71%
32.26%
39.52%
17.25%
17.42%
17.70%
16.60%
16.80%
17.31%
17.00%
17.36%
17.70%
16.58%
18.23%
19.67%
19.79%
18.67%
20.61%
19.78%
24.60%
24.05%
30.15%
37.42%
14.27%
13.58%
14.32%
14.23%
13.71%
15.06%
14.97%
14.74%
14.41%
15.17%
15.92%