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Simplify Health Care ETF PINK

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Market datapartial · fetched 2026-10-23T03:02:40.181Z

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 · 2026-10-23T00:00:00.176609637Z

FundamentalsAlpha Vantage · unavailable

Share price$39.88
1D-0.0%
AH$39.58$39.67$39.75$39.84$39.935:30 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$0.76$1.36$1.97$2.57$3.17$35.47$37.65$39.84$42.03$44.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PINK spot · $39.88PINK PRICE$0.82$0.82$0.83$0.87$0.94$1.01$1.08$1.16$1.25$1.34$1.44$1.71$1.99$0.82$0.85$0.90$0.97$1.06$1.16$1.26$1.36$1.46$1.60$1.97$2.35$3.00
PutsExpensive1.37×
CallsExpensive1.21×
SkewBearish+0.64 pp
Implied moveBearish±$2.34
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5072.5%23.7%35.1660.9%13.9%
25Δ44.7753.2%14.3%36.8947.5%9.6%
30Δ42.8441.4%9.5%37.9839.8%7.0%
35Δ41.7935.0%7.0%38.6835.0%5.4%
40Δ41.0831.1%5.4%39.2531.6%4.2%
45Δ40.6028.2%4.3%39.7129.2%3.3%
50Δ40.1525.4%3.4%40.1127.0%2.6%
55Δ39.8123.4%2.8%40.4225.2%2.0%
60Δ39.5421.8%2.3%40.7323.3%1.5%
65Δ39.2620.2%1.8%41.0621.9%1.0%
70Δ38.9918.6%1.4%41.5122.9%0.8%
75Δ38.6117.9%1.1%41.9623.9%0.6%
80Δ38.2317.2%0.9%42.6926.0%0.5%

20Δ

Calls
Pseudo strike
48.50
IV
72.5%
B/E move
23.7%
Puts
Pseudo strike
35.16
IV
60.9%
B/E move
13.9%

25Δ

Calls
Pseudo strike
44.77
IV
53.2%
B/E move
14.3%
Puts
Pseudo strike
36.89
IV
47.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
42.84
IV
41.4%
B/E move
9.5%
Puts
Pseudo strike
37.98
IV
39.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
41.79
IV
35.0%
B/E move
7.0%
Puts
Pseudo strike
38.68
IV
35.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
41.08
IV
31.1%
B/E move
5.4%
Puts
Pseudo strike
39.25
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
40.60
IV
28.2%
B/E move
4.3%
Puts
Pseudo strike
39.71
IV
29.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
40.15
IV
25.4%
B/E move
3.4%
Puts
Pseudo strike
40.11
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
39.81
IV
23.4%
B/E move
2.8%
Puts
Pseudo strike
40.42
IV
25.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.54
IV
21.8%
B/E move
2.3%
Puts
Pseudo strike
40.73
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
39.26
IV
20.2%
B/E move
1.8%
Puts
Pseudo strike
41.06
IV
21.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
38.99
IV
18.6%
B/E move
1.4%
Puts
Pseudo strike
41.51
IV
22.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.61
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
41.96
IV
23.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.23
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
42.69
IV
26.0%
B/E move
0.5%

Options history

No recorded observations