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Simplify Treasury Option Income ETF BUCK

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Market datapartial · fetched 2026-11-13T17:10:27.337Z

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 · 2026-11-13T17:09:40.073444474Z

FundamentalsAlpha Vantage · unavailable

Share price$23.08
1D+0.1%
$23.04$23.05$23.07$23.09$23.105:30 AM6:30 AM9:00 AM1:00 PMBUCK
Sold putSold call

Simplify Treasury Option Income ETF options

Live interpolated BUCK call and put midpoint premiums by absolute delta.Simplify Treasury Option Income ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBUCK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend25.85%
Daily close
BUCK19.6%44.2%68.9%2026-08-17: 43.16%2026-08-18: 46.57%2026-08-19: 52.92%2026-08-20: 64.86%2026-08-21: 29.39%2026-08-24: 30.12%2026-08-25: 30.20%2026-08-26: 30.32%2026-08-27: 29.81%2026-08-28: 29.91%2026-08-31: 31.99%2026-09-01: 31.55%2026-09-02: 32.31%2026-09-03: 32.68%2026-09-04: 33.19%2026-09-08: 35.45%2026-09-09: 36.21%2026-09-10: 37.30%2026-09-11: 38.26%2026-09-14: 43.62%2026-09-15: 47.05%2026-09-16: 52.79%2026-09-17: 65.46%2026-09-18: 29.80%2026-09-21: 30.34%2026-09-22: 31.38%2026-09-23: 31.18%2026-09-24: 31.22%2026-09-25: 29.58%2026-09-28: 30.56%2026-09-29: 31.32%2026-09-30: 31.37%2026-10-01: 32.03%2026-10-02: 32.25%2026-10-05: 32.94%2026-10-06: 36.09%2026-10-07: 34.98%2026-10-08: 35.75%2026-10-09: 32.42%2026-10-12: 34.56%2026-10-13: 37.13%2026-10-14: 43.33%2026-10-15: 48.14%2026-10-16: 25.59%2026-10-19: 27.36%2026-10-20: 28.30%2026-10-21: 28.88%2026-10-22: 27.10%2026-10-23: 25.60%2026-10-26: 26.08%2026-10-27: 23.02%2026-10-28: 25.35%2026-10-29: 25.49%2026-10-30: 25.85%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
43.16%
46.57%
52.92%
64.86%
29.39%
30.12%
30.20%
30.32%
29.81%
29.91%
31.99%
31.55%
32.31%
32.68%
33.19%
35.45%
36.21%
37.30%
38.26%
43.62%
47.05%
52.79%
65.46%
29.80%
30.34%
31.38%
31.18%
31.22%
29.58%
30.56%
31.32%
31.37%
32.03%
32.25%
32.94%
36.09%
34.98%
35.75%
32.42%
34.56%
37.13%
43.33%
48.14%
25.59%
27.36%
28.30%
28.88%
27.10%
25.60%
26.08%
23.02%
25.35%
25.49%
25.85%