IntraAlpha
Create free account Start free

Simplify Health Care ETF PINK

i

Market datapartial · fetched 2026-11-12T03:11:07.612Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T01:00:00.085619781Z

FundamentalsAlpha Vantage · unavailable

Share price$40.76
1D+0.8%
AH$40.41$40.55$40.68$40.81$40.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPINK
Sold putSold callAH

Simplify Health Care ETF options

Live interpolated PINK call and put midpoint premiums by absolute delta.Simplify Health Care ETF$2.52$3.25$3.98$4.71$5.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPINK PRICE$2.60$2.78$2.98$3.38$3.41$4.14$5.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ39.8918.7%4.2%43.7120.7%1.2%
70Δ39.4217.4%3.5%44.6221.6%0.7%
75Δ38.9516.1%2.9%45.8623.4%0.3%
80Δ38.3915.7%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.89
IV
18.7%
B/E move
4.2%
Puts
Pseudo strike
43.71
IV
20.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
39.42
IV
17.4%
B/E move
3.5%
Puts
Pseudo strike
44.62
IV
21.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
38.95
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
45.86
IV
23.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
38.39
IV
15.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.44%
Daily EOD
PINK23.2%23.8%24.4%2026-10-19: 23.62%2026-10-20: 23.40%2026-10-21: 23.44%2026-10-22: 23.29%2026-10-23: 24.36%2026-10-26: 23.86%2026-10-27: 24.27%2026-10-28: 23.65%2026-10-29: 24.34%2026-10-30: 23.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.62%
23.40%
23.44%
23.29%
24.36%
23.86%
24.27%
23.65%
24.34%
23.44%