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Alpha Architect 1-3 Month Box ETF BOXX

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Market datapartial · fetched 2026-10-22T04:25:00.841Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T00:00:01.071644402Z

FundamentalsAlpha Vantage · unavailable

Share price$118.71
1D+0.0%
AH$118.62$118.66$118.71$118.75$118.795:30 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$2.73$3.40$4.08$4.75$5.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBOXX PRICE$2.80$2.80$2.81$2.95$3.11$3.32$3.79$4.23$4.63$4.95$5.23$2.80$2.80$2.80$2.80
PutsExpensive50.31×
CallsExpensive23.92×
SkewBearish+16.06 pp
Implied move——
TiltBullish56.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.4348.7%15.2%
25Δ109.4636.9%10.2%
30Δ129.3133.4%11.3%113.2329.3%7.0%
35Δ125.2626.7%7.9%115.7723.9%4.8%
40Δ122.7222.0%5.7%
45Δ121.2519.5%4.6%
50Δ120.0317.5%3.7%
55Δ118.8515.8%2.9%
60Δ117.9315.5%2.5%
65Δ117.0415.1%2.2%
70Δ116.2414.3%1.8%
75Δ115.2713.3%1.3%
80Δ114.2412.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.43
IV
48.7%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.46
IV
36.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
129.31
IV
33.4%
B/E move
11.3%
Puts
Pseudo strike
113.23
IV
29.3%
B/E move
7.0%

35Δ

Calls
Pseudo strike
125.26
IV
26.7%
B/E move
7.9%
Puts
Pseudo strike
115.77
IV
23.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
122.72
IV
22.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
121.25
IV
19.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
120.03
IV
17.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
118.85
IV
15.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
117.93
IV
15.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
117.04
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
116.24
IV
14.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
115.27
IV
13.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
114.24
IV
12.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations