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Simplify Hedged Equity ETF HEQT

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Market datapartial · fetched 2026-11-13T02:42:53.566Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T01:00:00.070366117Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:42:52.543911+00:00

Share price$34.22
1D+0.4%
AH$34.08$34.15$34.22$34.29$34.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEQT
Sold putSold callAH

Simplify Hedged Equity ETF options

Live interpolated HEQT call and put midpoint premiums by absolute delta.Simplify Hedged Equity ETF$1.68$2.64$3.61$4.57$5.53$-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 unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHEQT PRICE$1.78$2.31$3.35$5.26
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
60Δ35.3328.4%2.0%
65Δ35.9132.0%1.8%
70Δ36.9539.6%1.8%
75Δ38.8651.8%1.8%
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
35.33
IV
28.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.91
IV
32.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.95
IV
39.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.86
IV
51.8%
B/E move
1.8%

80Δ

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

Options history

IV · four-Friday blend13.84%
Daily close
HEQT11.6%19.9%28.3%2026-08-14: 16.47%2026-08-17: 18.80%2026-08-18: 20.66%2026-08-19: 23.23%2026-08-21: 12.97%2026-08-24: 13.85%2026-08-25: 13.98%2026-08-26: 13.82%2026-08-27: 13.14%2026-08-28: 13.55%2026-08-31: 13.89%2026-09-01: 13.74%2026-09-02: 12.78%2026-09-03: 13.62%2026-09-04: 14.15%2026-09-08: 15.24%2026-09-09: 14.91%2026-09-10: 15.62%2026-09-11: 16.77%2026-09-14: 18.73%2026-09-15: 19.77%2026-09-16: 20.64%2026-09-17: 25.07%2026-09-18: 13.15%2026-09-22: 13.55%2026-09-23: 13.99%2026-09-24: 13.85%2026-09-25: 14.66%2026-09-28: 14.32%2026-09-29: 14.09%2026-09-30: 14.15%2026-10-01: 14.32%2026-10-02: 14.52%2026-10-05: 15.01%2026-10-06: 15.08%2026-10-07: 15.61%2026-10-08: 16.01%2026-10-09: 16.14%2026-10-12: 18.24%2026-10-13: 19.87%2026-10-14: 22.86%2026-10-15: 27.11%2026-10-16: 12.71%2026-10-19: 12.95%2026-10-20: 12.79%2026-10-21: 12.74%2026-10-22: 13.33%2026-10-23: 20.69%2026-10-26: 13.32%2026-10-27: 13.47%2026-10-28: 13.66%2026-10-29: 13.79%2026-10-30: 13.84%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
16.47%
18.80%
20.66%
23.23%
12.97%
13.85%
13.98%
13.82%
13.14%
13.55%
13.89%
13.74%
12.78%
13.62%
14.15%
15.24%
14.91%
15.62%
16.77%
18.73%
19.77%
20.64%
25.07%
13.15%
13.55%
13.99%
13.85%
14.66%
14.32%
14.09%
14.15%
14.32%
14.52%
15.01%
15.08%
15.61%
16.01%
16.14%
18.24%
19.87%
22.86%
27.11%
12.71%
12.95%
12.79%
12.74%
13.33%
20.69%
13.32%
13.47%
13.66%
13.79%
13.84%