Share price$23.12
1D+0.4%
Sold putSold callAH
Simplify Treasury Option Income ETF BUCK
i
Market dataready · fetched 2026-10-22T21:21:06.115Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.00240849Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:21:03.588872+00:00
Simplify Treasury Option Income ETF options
PutsExpensive1.13×
CallsExpensive1.08×
SkewNeutral-0.18 pp
Implied moveBalanced±$1.54
TiltBearish17.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.47 | 85.9% | 18.8% | |||
| 25Δ | 27.76 | 80.5% | 23.1% | 20.81 | 65.8% | 13.0% |
| 30Δ | 25.83 | 61.9% | 14.8% | 21.66 | 52.9% | 9.3% |
| 35Δ | 24.77 | 49.7% | 10.2% | 22.70 | 20.8% | 3.2% |
| 40Δ | 24.04 | 40.3% | 7.0% | 23.14 | 12.6% | 1.3% |
| 45Δ | 23.70 | 36.2% | 5.7% | 23.33 | 17.1% | 1.4% |
| 50Δ | 23.38 | 32.4% | 4.5% | 23.53 | 21.7% | 1.6% |
| 55Δ | 23.06 | 28.6% | 3.3% | 23.72 | 26.2% | 1.7% |
| 60Δ | 22.87 | 26.4% | 2.7% | 23.91 | 30.7% | 1.9% |
| 65Δ | 22.71 | 24.7% | 2.4% | 24.18 | 33.3% | 1.7% |
| 70Δ | 22.55 | 23.0% | 2.0% | 24.54 | 33.9% | 1.4% |
| 75Δ | 22.38 | 21.3% | 1.6% | 24.90 | 34.5% | 1.0% |
| 80Δ | 22.22 | 19.6% | 1.2% | 25.94 | 43.9% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.47
- IV
- 85.9%
- B/E move
- 18.8%
25Δ
- Pseudo strike
- 27.76
- IV
- 80.5%
- B/E move
- 23.1%
- Pseudo strike
- 20.81
- IV
- 65.8%
- B/E move
- 13.0%
30Δ
- Pseudo strike
- 25.83
- IV
- 61.9%
- B/E move
- 14.8%
- Pseudo strike
- 21.66
- IV
- 52.9%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 24.77
- IV
- 49.7%
- B/E move
- 10.2%
- Pseudo strike
- 22.70
- IV
- 20.8%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 24.04
- IV
- 40.3%
- B/E move
- 7.0%
- Pseudo strike
- 23.14
- IV
- 12.6%
- B/E move
- 1.3%
45Δ
- Pseudo strike
- 23.70
- IV
- 36.2%
- B/E move
- 5.7%
- Pseudo strike
- 23.33
- IV
- 17.1%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 23.38
- IV
- 32.4%
- B/E move
- 4.5%
- Pseudo strike
- 23.53
- IV
- 21.7%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 23.06
- IV
- 28.6%
- B/E move
- 3.3%
- Pseudo strike
- 23.72
- IV
- 26.2%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 22.87
- IV
- 26.4%
- B/E move
- 2.7%
- Pseudo strike
- 23.91
- IV
- 30.7%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 22.71
- IV
- 24.7%
- B/E move
- 2.4%
- Pseudo strike
- 24.18
- IV
- 33.3%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 22.55
- IV
- 23.0%
- B/E move
- 2.0%
- Pseudo strike
- 24.54
- IV
- 33.9%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 22.38
- IV
- 21.3%
- B/E move
- 1.6%
- Pseudo strike
- 24.90
- IV
- 34.5%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 22.22
- IV
- 19.6%
- B/E move
- 1.2%
- Pseudo strike
- 25.94
- IV
- 43.9%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 28.37% | |
| 28.89% |