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Simplify Hedged Equity ETF HEQT

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Market datapartial · fetched 2026-10-23T17:03:48.613Z

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 · 2026-10-23T16:57:33.396455035Z

FundamentalsAlpha Vantage · unavailable

Share price$34.34
1D+0.0%
$34.26$34.29$34.33$34.36$34.405:30 AM6:30 AM9:00 AM1:00 PMHEQT
Sold putSold call

Simplify Hedged Equity ETF options

Live interpolated HEQT call and put midpoint premiums by absolute delta.Simplify Hedged Equity ETF$0.27$0.59$0.92$1.25$1.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHEQT PRICE$0.42$0.42$0.43$0.44$0.42$0.44$0.40$0.30$0.43$0.56$0.69$0.83$0.96$1.09$1.22$1.35$1.48
PutsExpensive2.09×
CallsExpensive3.64×
SkewBullish-12.42 pp
Implied move——
TiltBearish71.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3242.3%12.8%31.6638.3%9.0%
25Δ36.7231.5%8.2%32.6430.2%6.2%
30Δ35.8524.9%5.7%33.3622.2%4.0%
35Δ35.3520.8%4.3%33.9913.2%1.9%
40Δ34.1913.2%1.7%
45Δ34.3913.3%1.5%
50Δ34.5813.4%1.3%
55Δ34.7813.6%1.1%
60Δ34.9713.7%0.9%
65Δ35.1713.8%0.7%
70Δ35.3614.0%0.6%
75Δ35.5614.1%0.4%
80Δ35.7514.2%0.2%

20Δ

Calls
Pseudo strike
38.32
IV
42.3%
B/E move
12.8%
Puts
Pseudo strike
31.66
IV
38.3%
B/E move
9.0%

25Δ

Calls
Pseudo strike
36.72
IV
31.5%
B/E move
8.2%
Puts
Pseudo strike
32.64
IV
30.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
35.85
IV
24.9%
B/E move
5.7%
Puts
Pseudo strike
33.36
IV
22.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
35.35
IV
20.8%
B/E move
4.3%
Puts
Pseudo strike
33.99
IV
13.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.19
IV
13.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.39
IV
13.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.58
IV
13.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.78
IV
13.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.97
IV
13.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.17
IV
13.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.36
IV
14.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.56
IV
14.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.75
IV
14.2%
B/E move
0.2%

Options history

No recorded observations