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Simplify Interest Rate Hedge ETF PFIX

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Market dataready · fetched 2026-10-23T02:23:32.171Z

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 · 2026-10-23T00:00:00.070889964Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:23:31.836125+00:00

Share price$57.00
1D-0.5%
AH$56.61$57.01$57.41$57.82$58.225:30 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$0.94$1.49$2.03$2.58$3.12$43.54$50.45$57.36$64.27$71.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFIX spot · $57.00PFIX PRICE$1.00$1.11$1.27$1.33$1.65$1.78$2.19$2.49$2.37$2.37$2.53$2.70$2.96$1.08$1.25$1.42$1.43$1.57$1.71$1.85$2.01$2.11$2.19$2.27$2.57$2.96
PutsCheap0.46×
CallsCheap0.52×
SkewBullish-4.22 pp
Implied moveBullish±$4.05
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.9760.6%19.2%50.6856.4%13.0%
25Δ63.5250.0%13.4%52.6249.0%9.9%
30Δ61.6044.7%10.3%54.0443.8%7.7%
35Δ59.8637.2%7.4%55.2935.8%5.5%
40Δ59.1238.3%6.6%56.1132.7%4.3%
45Δ58.2134.8%5.2%56.7829.9%3.4%
50Δ57.4636.1%4.7%57.3527.7%2.6%
55Δ56.8235.9%4.0%57.8625.8%2.0%
60Δ56.3029.5%2.9%58.2423.6%1.5%
65Δ55.8325.1%2.1%58.5721.4%1.1%
70Δ55.4123.2%1.7%58.9019.2%0.7%
75Δ55.0021.4%1.2%59.3418.4%0.4%
80Δ54.6020.0%1.0%59.8318.4%0.2%

20Δ

Calls
Pseudo strike
66.97
IV
60.6%
B/E move
19.2%
Puts
Pseudo strike
50.68
IV
56.4%
B/E move
13.0%

25Δ

Calls
Pseudo strike
63.52
IV
50.0%
B/E move
13.4%
Puts
Pseudo strike
52.62
IV
49.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
61.60
IV
44.7%
B/E move
10.3%
Puts
Pseudo strike
54.04
IV
43.8%
B/E move
7.7%

35Δ

Calls
Pseudo strike
59.86
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
55.29
IV
35.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
59.12
IV
38.3%
B/E move
6.6%
Puts
Pseudo strike
56.11
IV
32.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
58.21
IV
34.8%
B/E move
5.2%
Puts
Pseudo strike
56.78
IV
29.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
57.46
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
57.35
IV
27.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
56.82
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
57.86
IV
25.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
56.30
IV
29.5%
B/E move
2.9%
Puts
Pseudo strike
58.24
IV
23.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
55.83
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
58.57
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
55.41
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
58.90
IV
19.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.00
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
59.34
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.60
IV
20.0%
B/E move
1.0%
Puts
Pseudo strike
59.83
IV
18.4%
B/E move
0.2%

Options history

No recorded observations