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Simplify Commodities Strategy No K-1 ETF HARD

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Market datapartial · fetched 2026-10-22T06:25:59.551Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.066680505Z

FundamentalsAlpha Vantage · unavailable

Share price$34.87
1D+0.5%
AH$34.44$34.59$34.75$34.91$35.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHARD
Sold putSold callAH

Simplify Commodities Strategy No K-1 ETF options

Live interpolated HARD call and put midpoint premiums by absolute delta.Simplify Commodities Strategy No K-1 ETF$0.98$2.29$3.59$4.90$6.20$28.06$31.30$34.54$37.78$41.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HARD spot · $34.87HARD PRICE$1.13$1.19$1.32$1.44$1.59$1.67$1.76$1.88$2.06$2.37$2.70$3.08$1.18$1.27$1.36$1.49$1.62$1.78$1.97$2.19$2.58$3.09$3.74$4.76$5.83
PutsExpensive1.69×
CallsExpensive1.58×
SkewBearish+6.64 pp
Implied moveBearish±$3.63
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0192.9%20.2%
25Δ42.4985.4%25.1%30.9376.6%14.9%
30Δ39.6469.9%17.1%32.2865.2%11.3%
35Δ38.0562.0%12.9%33.2658.2%8.9%
40Δ36.9055.7%10.0%34.0752.4%6.9%
45Δ36.0451.5%7.9%34.7048.5%5.6%
50Δ35.3445.8%6.1%35.2745.7%4.5%
55Δ34.7641.2%4.7%35.8043.9%3.6%
60Δ34.2937.9%3.7%36.4144.3%3.0%
65Δ33.8235.8%2.9%37.0946.0%2.5%
70Δ33.3335.9%2.4%37.8947.8%2.1%
75Δ32.8335.8%1.9%39.0452.1%1.7%
80Δ32.3135.3%1.5%40.2754.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.01
IV
92.9%
B/E move
20.2%

25Δ

Calls
Pseudo strike
42.49
IV
85.4%
B/E move
25.1%
Puts
Pseudo strike
30.93
IV
76.6%
B/E move
14.9%

30Δ

Calls
Pseudo strike
39.64
IV
69.9%
B/E move
17.1%
Puts
Pseudo strike
32.28
IV
65.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
38.05
IV
62.0%
B/E move
12.9%
Puts
Pseudo strike
33.26
IV
58.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
36.90
IV
55.7%
B/E move
10.0%
Puts
Pseudo strike
34.07
IV
52.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
36.04
IV
51.5%
B/E move
7.9%
Puts
Pseudo strike
34.70
IV
48.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
35.34
IV
45.8%
B/E move
6.1%
Puts
Pseudo strike
35.27
IV
45.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
34.76
IV
41.2%
B/E move
4.7%
Puts
Pseudo strike
35.80
IV
43.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
34.29
IV
37.9%
B/E move
3.7%
Puts
Pseudo strike
36.41
IV
44.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
33.82
IV
35.8%
B/E move
2.9%
Puts
Pseudo strike
37.09
IV
46.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
33.33
IV
35.9%
B/E move
2.4%
Puts
Pseudo strike
37.89
IV
47.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
32.83
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
39.04
IV
52.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
32.31
IV
35.3%
B/E move
1.5%
Puts
Pseudo strike
40.27
IV
54.2%
B/E move
1.2%

Options history

No recorded observations