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Simplify Enhanced Income ETF HIGH

i

Market dataready · fetched 2026-11-12T02:19:38.394Z

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 · 2026-11-12T01:00:00.070408496Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:19:38.064976+00:00

Share price$20.72
1D+0.1%
AH$20.68$20.72$20.77$20.82$20.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIGH
Sold putSold callAH

Simplify Enhanced Income ETF options

Live interpolated HIGH call and put midpoint premiums by absolute delta.Simplify Enhanced Income ETF$0.40$0.61$0.82$1.03$1.24$19.57$20.39$21.21$22.03$22.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HIGH spot · $20.72HIGH PRICE$0.42$0.42$0.42$0.43$0.44$0.46$0.53$0.60$0.67$0.74$0.81$0.88$1.18$0.42$0.42$0.42$0.44$0.46$0.48$0.51$0.53
Puts——
CallsExpensive1.82×
Skew——
Implied moveBullish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.23131.7%23.8%18.21110.2%14.2%
25Δ23.4098.9%15.0%19.1384.2%9.7%
30Δ22.2775.3%9.5%19.6967.7%7.0%
35Δ21.7162.2%6.9%20.0956.3%5.2%
40Δ21.3252.4%5.0%20.2851.1%4.4%
45Δ20.9743.9%3.5%20.4746.0%3.6%
50Δ20.8242.4%3.0%20.6640.9%2.7%
55Δ20.6640.8%2.6%20.8535.7%1.9%
60Δ20.5139.3%2.2%
65Δ20.3537.7%1.8%
70Δ20.1936.2%1.4%
75Δ20.0434.7%1.0%
80Δ19.7038.3%0.8%

20Δ

Calls
Pseudo strike
25.23
IV
131.7%
B/E move
23.8%
Puts
Pseudo strike
18.21
IV
110.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
23.40
IV
98.9%
B/E move
15.0%
Puts
Pseudo strike
19.13
IV
84.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
22.27
IV
75.3%
B/E move
9.5%
Puts
Pseudo strike
19.69
IV
67.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
21.71
IV
62.2%
B/E move
6.9%
Puts
Pseudo strike
20.09
IV
56.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
21.32
IV
52.4%
B/E move
5.0%
Puts
Pseudo strike
20.28
IV
51.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
20.97
IV
43.9%
B/E move
3.5%
Puts
Pseudo strike
20.47
IV
46.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
20.82
IV
42.4%
B/E move
3.0%
Puts
Pseudo strike
20.66
IV
40.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
20.66
IV
40.8%
B/E move
2.6%
Puts
Pseudo strike
20.85
IV
35.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
20.51
IV
39.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
20.35
IV
37.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.19
IV
36.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.04
IV
34.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.70
IV
38.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.85%
Daily close
HIGH17.4%34.2%51.0%2026-08-13: 24.54%2026-08-14: 26.69%2026-08-17: 30.53%2026-08-18: 33.80%2026-08-19: 37.02%2026-08-20: 42.03%2026-08-21: 22.46%2026-08-24: 23.50%2026-08-25: 20.78%2026-08-26: 23.05%2026-08-27: 23.10%2026-08-28: 22.21%2026-08-31: 24.16%2026-09-01: 24.05%2026-09-02: 24.55%2026-09-03: 23.52%2026-09-04: 23.89%2026-09-08: 25.59%2026-09-09: 26.35%2026-09-10: 26.28%2026-09-11: 29.32%2026-09-14: 30.45%2026-09-15: 32.74%2026-09-16: 35.94%2026-09-17: 48.71%2026-09-18: 22.96%2026-09-21: 22.35%2026-09-22: 22.70%2026-09-23: 20.99%2026-09-24: 19.73%2026-09-25: 20.80%2026-09-28: 23.02%2026-09-29: 22.59%2026-09-30: 23.54%2026-10-01: 23.63%2026-10-02: 23.87%2026-10-05: 24.47%2026-10-06: 25.82%2026-10-07: 25.51%2026-10-08: 26.33%2026-10-09: 26.83%2026-10-13: 30.50%2026-10-14: 34.13%2026-10-15: 37.49%2026-10-16: 20.63%2026-10-19: 20.52%2026-10-20: 20.65%2026-10-21: 20.87%2026-10-22: 21.73%2026-10-23: 20.38%2026-10-26: 21.15%2026-10-27: 20.53%2026-10-28: 20.55%2026-10-29: 20.74%2026-10-30: 20.85%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.54%
26.69%
30.53%
33.80%
37.02%
42.03%
22.46%
23.50%
20.78%
23.05%
23.10%
22.21%
24.16%
24.05%
24.55%
23.52%
23.89%
25.59%
26.35%
26.28%
29.32%
30.45%
32.74%
35.94%
48.71%
22.96%
22.35%
22.70%
20.99%
19.73%
20.80%
23.02%
22.59%
23.54%
23.63%
23.87%
24.47%
25.82%
25.51%
26.33%
26.83%
30.50%
34.13%
37.49%
20.63%
20.52%
20.65%
20.87%
21.73%
20.38%
21.15%
20.53%
20.55%
20.74%
20.85%