IntraAlpha
Create free account Start free

Simplify Commodities Strategy No K-1 ETF HARD

i

Market dataready · fetched 2026-11-11T14:23:58.125Z

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 · 2026-11-11T01:00:00.040680926Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:23:58.255571+00:00

Share price$31.26
1D+1.0%
AH$30.93$31.03$31.12$31.22$31.325:30 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$1.23$1.62$2.01$2.39$2.78$28.56$30.15$31.75$33.34$34.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive HARD spot · $31.26HARD PRICE$1.27$1.27$1.31$1.37$1.49$1.64$1.79$1.92$2.05$2.17$2.29$2.40$1.28$1.30$1.39$1.50$1.61$1.76$1.90$2.08$2.26$2.41$2.54$2.67
Puts——
Calls——
Skew——
Implied moveBearish±$3.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ40.79199.4%34.6%27.34152.6%16.6%
30Δ36.61152.0%21.2%28.76123.6%12.2%
35Δ34.48124.6%14.5%29.70107.7%9.4%
40Δ33.15105.9%10.4%30.4296.9%7.5%
45Δ32.3296.9%8.2%31.0587.6%5.8%
50Δ31.6590.0%6.5%31.5381.7%4.8%
55Δ31.0683.9%5.1%32.0175.7%3.7%
60Δ30.6077.9%4.0%32.4071.5%3.0%
65Δ30.1671.9%3.1%32.7967.4%2.3%
70Δ29.8266.0%2.3%33.1262.8%1.8%
75Δ29.5460.2%1.8%33.3857.7%1.3%
80Δ29.2554.3%1.3%33.6452.7%0.9%

20Δ

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

25Δ

Calls
Pseudo strike
40.79
IV
199.4%
B/E move
34.6%
Puts
Pseudo strike
27.34
IV
152.6%
B/E move
16.6%

30Δ

Calls
Pseudo strike
36.61
IV
152.0%
B/E move
21.2%
Puts
Pseudo strike
28.76
IV
123.6%
B/E move
12.2%

35Δ

Calls
Pseudo strike
34.48
IV
124.6%
B/E move
14.5%
Puts
Pseudo strike
29.70
IV
107.7%
B/E move
9.4%

40Δ

Calls
Pseudo strike
33.15
IV
105.9%
B/E move
10.4%
Puts
Pseudo strike
30.42
IV
96.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
32.32
IV
96.9%
B/E move
8.2%
Puts
Pseudo strike
31.05
IV
87.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
31.65
IV
90.0%
B/E move
6.5%
Puts
Pseudo strike
31.53
IV
81.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
31.06
IV
83.9%
B/E move
5.1%
Puts
Pseudo strike
32.01
IV
75.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
30.60
IV
77.9%
B/E move
4.0%
Puts
Pseudo strike
32.40
IV
71.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.16
IV
71.9%
B/E move
3.1%
Puts
Pseudo strike
32.79
IV
67.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
29.82
IV
66.0%
B/E move
2.3%
Puts
Pseudo strike
33.12
IV
62.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.54
IV
60.2%
B/E move
1.8%
Puts
Pseudo strike
33.38
IV
57.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
29.25
IV
54.3%
B/E move
1.3%
Puts
Pseudo strike
33.64
IV
52.7%
B/E move
0.9%

Options history

IV · four-Friday blend49.23%
Daily close
HARD40.8%65.7%90.7%2026-08-13: 51.68%2026-08-14: 45.12%2026-08-17: 57.11%2026-08-18: 62.64%2026-08-19: 66.21%2026-08-20: 78.62%2026-08-21: 44.20%2026-08-24: 45.06%2026-08-25: 47.12%2026-08-26: 46.57%2026-08-27: 46.72%2026-08-28: 48.72%2026-08-31: 49.36%2026-09-01: 47.99%2026-09-02: 49.63%2026-09-03: 51.08%2026-09-04: 51.95%2026-09-08: 52.96%2026-09-09: 53.52%2026-09-10: 51.62%2026-09-11: 52.72%2026-09-14: 56.23%2026-09-15: 61.38%2026-09-17: 87.30%2026-09-18: 51.20%2026-09-21: 52.79%2026-09-22: 53.34%2026-09-23: 53.05%2026-09-24: 53.92%2026-09-25: 52.45%2026-09-28: 54.19%2026-09-29: 56.27%2026-09-30: 53.51%2026-10-01: 52.98%2026-10-02: 53.81%2026-10-05: 56.53%2026-10-06: 55.76%2026-10-07: 55.80%2026-10-08: 57.48%2026-10-09: 57.68%2026-10-12: 61.61%2026-10-13: 65.91%2026-10-14: 69.59%2026-10-15: 79.98%2026-10-16: 48.40%2026-10-19: 47.46%2026-10-20: 48.25%2026-10-21: 49.14%2026-10-22: 48.15%2026-10-23: 47.45%2026-10-26: 47.21%2026-10-27: 48.36%2026-10-28: 47.85%2026-10-29: 49.59%2026-10-30: 49.23%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.68%
45.12%
57.11%
62.64%
66.21%
78.62%
44.20%
45.06%
47.12%
46.57%
46.72%
48.72%
49.36%
47.99%
49.63%
51.08%
51.95%
52.96%
53.52%
51.62%
52.72%
56.23%
61.38%
87.30%
51.20%
52.79%
53.34%
53.05%
53.92%
52.45%
54.19%
56.27%
53.51%
52.98%
53.81%
56.53%
55.76%
55.80%
57.48%
57.68%
61.61%
65.91%
69.59%
79.98%
48.40%
47.46%
48.25%
49.14%
48.15%
47.45%
47.21%
48.36%
47.85%
49.59%
49.23%