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Simplify Interest Rate Hedge ETF PFIX

i

Market dataready · fetched 2026-11-12T00:56:35.742Z

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 · 2026-11-11T23:30:00.003221469Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:35.406996+00:00

Share price$55.33
1D-0.2%
AH$55.33$55.49$55.65$55.81$55.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFIX
Sold putSold callAH

Simplify Interest Rate Hedge ETF options

Live interpolated PFIX call and put midpoint premiums by absolute delta.Simplify Interest Rate Hedge ETF$0.44$0.84$1.24$1.64$2.05$52.38$53.89$55.40$56.91$58.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PFIX spot · $55.33PFIX PRICE$0.49$0.63$0.75$0.92$1.07$1.18$1.29$1.41$1.54$1.67$1.80$1.93$0.80$0.90$1.01$1.12$1.23$1.33$1.43$1.52$1.61$1.70$1.79
Puts——
Calls——
Skew——
Implied moveBalanced±$2.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.2746.8%8.0%
25Δ58.5648.5%7.0%
30Δ53.4147.3%4.9%
35Δ56.7637.6%3.9%54.1042.7%3.8%
40Δ56.3338.2%3.5%54.6039.9%3.1%
45Δ55.9238.1%3.0%55.0737.1%2.5%
50Δ55.5235.8%2.5%55.4334.7%2.0%
55Δ55.1233.4%2.0%55.7832.4%1.6%
60Δ54.8331.2%1.6%56.0930.1%1.2%
65Δ54.5729.1%1.4%56.3127.9%1.0%
70Δ54.3226.9%1.2%56.5325.7%0.7%
75Δ54.0724.8%1.0%56.7523.4%0.5%
80Δ53.8222.6%0.8%56.9821.2%0.3%

20Δ

Calls
Pseudo strike
59.27
IV
46.8%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.56
IV
48.5%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.41
IV
47.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
56.76
IV
37.6%
B/E move
3.9%
Puts
Pseudo strike
54.10
IV
42.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
56.33
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
54.60
IV
39.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
55.92
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
55.07
IV
37.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
55.52
IV
35.8%
B/E move
2.5%
Puts
Pseudo strike
55.43
IV
34.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
55.12
IV
33.4%
B/E move
2.0%
Puts
Pseudo strike
55.78
IV
32.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
54.83
IV
31.2%
B/E move
1.6%
Puts
Pseudo strike
56.09
IV
30.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.57
IV
29.1%
B/E move
1.4%
Puts
Pseudo strike
56.31
IV
27.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
54.32
IV
26.9%
B/E move
1.2%
Puts
Pseudo strike
56.53
IV
25.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
54.07
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
56.75
IV
23.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.82
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
56.98
IV
21.2%
B/E move
0.3%

Options history

IV · four-Friday blend28.74%
Daily EOD
PFIX27.3%30.1%32.8%2026-10-19: 32.18%2026-10-20: 32.44%2026-10-21: 31.57%2026-10-22: 31.89%2026-10-23: 31.29%2026-10-26: 30.22%2026-10-27: 29.13%2026-10-28: 27.81%2026-10-29: 27.70%2026-10-30: 28.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.18%
32.44%
31.57%
31.89%
31.29%
30.22%
29.13%
27.81%
27.70%
28.74%