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Alpha Architect 1-3 Month Box ETF BOXX

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Market dataready · fetched 2026-11-07T08:07:00.848Z

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 · 2026-11-07T01:00:01.185994091Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:07:00.544653+00:00

Share price$119.03
1D+0.0%
AH$118.83$118.88$118.92$118.97$119.015:30 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$2.22$2.92$3.61$4.31$5.00$118.62$118.80$118.98$119.17$119.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BOXX spot · $119.03BOXX PRICE$2.30$2.30$2.35$2.60$2.84$3.09$3.34$3.59$3.84$4.09$4.32$2.30$2.30$2.30$2.56$2.81$3.06$3.31$3.57$3.93$4.25$4.56$4.80
Puts——
Calls——
Skew——
Implied moveBearish±$5.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ110.6463.2%9.0%
30Δ126.8655.7%8.5%113.8750.1%6.3%
35Δ123.7244.7%5.9%116.0240.9%4.5%
40Δ121.8437.6%4.3%117.0238.3%3.8%
45Δ120.9935.4%3.8%118.0335.6%3.2%
50Δ120.1333.2%3.3%119.0333.0%2.6%
55Δ119.2831.0%2.8%120.0430.4%1.9%
60Δ118.4328.9%2.3%121.0327.8%1.3%
65Δ117.5726.7%1.8%121.7626.6%1.0%
70Δ116.7224.5%1.3%122.4125.0%0.7%
75Δ115.9322.4%0.8%123.0123.3%0.5%
80Δ115.4720.4%0.6%123.4621.4%0.3%

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
110.64
IV
63.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
126.86
IV
55.7%
B/E move
8.5%
Puts
Pseudo strike
113.87
IV
50.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
123.72
IV
44.7%
B/E move
5.9%
Puts
Pseudo strike
116.02
IV
40.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
121.84
IV
37.6%
B/E move
4.3%
Puts
Pseudo strike
117.02
IV
38.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
120.99
IV
35.4%
B/E move
3.8%
Puts
Pseudo strike
118.03
IV
35.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
120.13
IV
33.2%
B/E move
3.3%
Puts
Pseudo strike
119.03
IV
33.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
119.28
IV
31.0%
B/E move
2.8%
Puts
Pseudo strike
120.04
IV
30.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
118.43
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
121.03
IV
27.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
117.57
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
121.76
IV
26.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
116.72
IV
24.5%
B/E move
1.3%
Puts
Pseudo strike
122.41
IV
25.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
115.93
IV
22.4%
B/E move
0.8%
Puts
Pseudo strike
123.01
IV
23.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
115.47
IV
20.4%
B/E move
0.6%
Puts
Pseudo strike
123.46
IV
21.4%
B/E move
0.3%

Options history

IV · four-Friday blend15.92%
Daily close
BOXX5.9%24.0%42.0%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%