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Simplify Enhanced Income ETF HIGH

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Market datapartial · fetched 2026-10-22T22:58:35.761Z

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 · 2026-10-22T22:30:00.002984909Z

FundamentalsAlpha Vantage · unavailable

Share price$20.96
1D-1.0%
AH$20.91$20.98$21.04$21.10$21.175:30 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$0.32$0.86$1.41$1.95$2.50$18.59$19.83$21.06$22.29$23.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIGH spot · $20.96HIGH PRICE$0.38$0.38$0.38$0.39$0.42$0.45$0.49$0.39$0.41$0.43$0.47$0.51$0.55$0.63$0.76$0.88$1.00$1.12$1.50$2.34
PutsExpensive2.04×
CallsExpensive2.44×
SkewBullish-3.28 pp
Implied moveBearish±$1.12
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8862.7%20.5%18.6455.7%13.0%
25Δ23.1545.6%12.2%19.4344.9%9.3%
30Δ22.3435.9%8.4%20.0336.4%6.5%
35Δ21.8730.1%6.2%20.3133.2%5.4%
40Δ21.6227.3%5.1%20.5830.0%4.3%
45Δ21.3724.6%4.1%20.8626.9%3.1%
50Δ21.1221.8%3.1%21.1025.2%2.4%
55Δ21.2925.1%2.0%
60Δ21.4925.0%1.7%
65Δ21.6824.9%1.3%
70Δ21.8824.7%1.0%
75Δ22.3028.1%0.8%
80Δ23.1437.7%0.8%

20Δ

Calls
Pseudo strike
24.88
IV
62.7%
B/E move
20.5%
Puts
Pseudo strike
18.64
IV
55.7%
B/E move
13.0%

25Δ

Calls
Pseudo strike
23.15
IV
45.6%
B/E move
12.2%
Puts
Pseudo strike
19.43
IV
44.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
22.34
IV
35.9%
B/E move
8.4%
Puts
Pseudo strike
20.03
IV
36.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
21.87
IV
30.1%
B/E move
6.2%
Puts
Pseudo strike
20.31
IV
33.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
21.62
IV
27.3%
B/E move
5.1%
Puts
Pseudo strike
20.58
IV
30.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
21.37
IV
24.6%
B/E move
4.1%
Puts
Pseudo strike
20.86
IV
26.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
21.12
IV
21.8%
B/E move
3.1%
Puts
Pseudo strike
21.10
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.29
IV
25.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.49
IV
25.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.68
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.88
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.30
IV
28.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.14
IV
37.7%
B/E move
0.8%

Options history

No recorded observations