IntraAlpha
Create free account Start free

Alpha Architect 1-3 Month Box ETF BOXX

i

Market dataready · fetched 2026-11-11T05:55:08.971Z

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 · 2026-11-11T01:00:01.037697895Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:55:08.602243+00:00

Share price$118.98
1D+0.0%
AH$118.91$118.95$118.98$119.01$119.055:30 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$2.20$3.16$4.13$5.09$6.06$118.69$118.84$118.99$119.13$119.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BOXX spot · $118.98BOXX PRICE$2.30$2.30$2.42$2.92$3.42$3.91$4.41$5.78$2.54$3.06$3.42$3.77$4.09$4.36
Puts——
Calls——
Skew——
Implied moveBullish±$5.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ126.7666.1%8.5%
35Δ123.6153.0%5.8%
40Δ121.7245.6%4.3%
45Δ120.6145.6%3.8%
50Δ119.4945.6%3.3%119.2832.1%1.9%
55Δ118.3745.7%2.8%120.0733.9%1.7%
60Δ117.2545.7%2.3%120.8431.9%1.3%
65Δ115.7452.7%2.1%121.5430.3%1.0%
70Δ122.1728.6%0.8%
75Δ122.7326.5%0.5%
80Δ

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
IV
B/E move

30Δ

Calls
Pseudo strike
126.76
IV
66.1%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
123.61
IV
53.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
121.72
IV
45.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
120.61
IV
45.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
119.49
IV
45.6%
B/E move
3.3%
Puts
Pseudo strike
119.28
IV
32.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
118.37
IV
45.7%
B/E move
2.8%
Puts
Pseudo strike
120.07
IV
33.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
117.25
IV
45.7%
B/E move
2.3%
Puts
Pseudo strike
120.84
IV
31.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
115.74
IV
52.7%
B/E move
2.1%
Puts
Pseudo strike
121.54
IV
30.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.17
IV
28.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.73
IV
26.5%
B/E move
0.5%

80Δ

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

Options history

IV · four-Friday blend15.92%
Daily close
BOXX11.5%26.5%41.6%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 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
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%