Alpha Architect Tail Risk ETF (CAOS) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

Alpha Architect Tail Risk ETF (CAOS) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $423.5M, listed on CBOE, carrying a beta of 0.04 to the broader market. CAOS seeks to actively earn positive returns during periods of significant US equity drawdowns while minimizing the return drag of collateral. Led by Oren Falkowitz, public since 2023-03-06.

Options Greeks analysis provides sensitivity measures for price, time, and volatility. No recent options activity for CAOS as of 2026-08-31; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how options Greeks is reported and how to read the data →