IntraAlpha
Create free account Start free

Simplify Exchange Traded Funds Simplify Bitcoin Strategy ETF MAXI

i

Market datapartial · fetched 2026-10-22T23:57:32.186Z

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 · 2026-10-22T20:00:00.257235451Z

FundamentalsAlpha Vantage · unavailable

Share price$13.76
1D-0.6%
AH$13.61$13.67$13.73$13.80$13.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAXI
Sold putSold callAH

Simplify Exchange Traded Funds Simplify Bitcoin Strategy ETF options

Live interpolated MAXI call and put midpoint premiums by absolute delta.Simplify Exchange Traded Funds Simplify Bitcoin Strategy ETF$0.29$0.90$1.50$2.10$2.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMAXI PRICE$0.36$0.38$0.48$0.60$0.72$0.82$0.93$1.18$1.45$1.72$1.99$2.26$2.53$0.49$0.59$0.75$0.90
PutsExpensive1.17×
CallsCheap0.90×
SkewBearish+17.97 pp
Implied move——
TiltBullish70.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8593.4%32.3%11.3299.5%21.3%
25Δ16.2273.1%20.7%12.0388.9%16.8%
30Δ15.6570.7%17.2%12.4987.4%14.7%
35Δ15.2572.2%15.2%12.9486.0%12.5%
40Δ14.8572.3%13.2%
45Δ14.4669.9%11.1%
50Δ14.0667.6%9.0%
55Δ13.6668.1%7.9%
60Δ13.2669.0%6.9%
65Δ12.8670.0%6.0%
70Δ12.4670.9%5.0%
75Δ12.0671.9%4.1%
80Δ11.6672.9%3.1%

20Δ

Calls
Pseudo strike
17.85
IV
93.4%
B/E move
32.3%
Puts
Pseudo strike
11.32
IV
99.5%
B/E move
21.3%

25Δ

Calls
Pseudo strike
16.22
IV
73.1%
B/E move
20.7%
Puts
Pseudo strike
12.03
IV
88.9%
B/E move
16.8%

30Δ

Calls
Pseudo strike
15.65
IV
70.7%
B/E move
17.2%
Puts
Pseudo strike
12.49
IV
87.4%
B/E move
14.7%

35Δ

Calls
Pseudo strike
15.25
IV
72.2%
B/E move
15.2%
Puts
Pseudo strike
12.94
IV
86.0%
B/E move
12.5%

40Δ

Calls
Pseudo strike
14.85
IV
72.3%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.46
IV
69.9%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.06
IV
67.6%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.66
IV
68.1%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.26
IV
69.0%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.86
IV
70.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.46
IV
70.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.06
IV
71.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.66
IV
72.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations