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Simplify Exchange Traded Funds Simplify Bitcoin Strategy ETF MAXI

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Market datapartial · fetched 2026-11-12T03:09:58.811Z

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 · 2026-11-11T21:00:00.473889215Z

FundamentalsAlpha Vantage · unavailable

Share price$11.58
1D+1.5%
AH$11.25$11.33$11.41$11.48$11.565:30 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$0.19$0.67$1.14$1.61$2.08$9.40$10.53$11.66$12.80$13.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MAXI spot · $11.58MAXI PRICE$0.25$0.27$0.30$0.32$0.35$0.41$0.48$0.54$0.61$0.67$0.74$0.30$0.34$0.37$0.43$0.52$0.61$0.71$0.80$0.95$1.18$1.41$1.63$1.95
PutsExpensive1.20×
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.16135.9%24.5%9.93134.6%16.8%
25Δ13.23110.6%16.6%10.35118.2%13.5%
30Δ12.7395.7%12.5%10.74103.5%10.4%
35Δ12.3784.4%9.6%11.0793.1%8.1%
40Δ12.0073.0%6.7%11.2791.1%7.1%
45Δ11.8570.9%5.9%11.4889.2%6.2%
50Δ11.7068.8%5.2%11.6887.3%5.2%
55Δ11.5466.7%4.4%11.8885.4%4.2%
60Δ11.3964.6%3.7%12.1285.8%3.5%
65Δ11.2462.5%2.9%12.4189.2%3.0%
70Δ11.0860.4%2.1%12.6992.6%2.5%
75Δ12.9896.0%2.0%
80Δ13.3595.5%1.5%

20Δ

Calls
Pseudo strike
14.16
IV
135.9%
B/E move
24.5%
Puts
Pseudo strike
9.93
IV
134.6%
B/E move
16.8%

25Δ

Calls
Pseudo strike
13.23
IV
110.6%
B/E move
16.6%
Puts
Pseudo strike
10.35
IV
118.2%
B/E move
13.5%

30Δ

Calls
Pseudo strike
12.73
IV
95.7%
B/E move
12.5%
Puts
Pseudo strike
10.74
IV
103.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
12.37
IV
84.4%
B/E move
9.6%
Puts
Pseudo strike
11.07
IV
93.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
12.00
IV
73.0%
B/E move
6.7%
Puts
Pseudo strike
11.27
IV
91.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
11.85
IV
70.9%
B/E move
5.9%
Puts
Pseudo strike
11.48
IV
89.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
11.70
IV
68.8%
B/E move
5.2%
Puts
Pseudo strike
11.68
IV
87.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
11.54
IV
66.7%
B/E move
4.4%
Puts
Pseudo strike
11.88
IV
85.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.39
IV
64.6%
B/E move
3.7%
Puts
Pseudo strike
12.12
IV
85.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.24
IV
62.5%
B/E move
2.9%
Puts
Pseudo strike
12.41
IV
89.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
11.08
IV
60.4%
B/E move
2.1%
Puts
Pseudo strike
12.69
IV
92.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
96.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.35
IV
95.5%
B/E move
1.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations