IntraAlpha
Create free account Start free

Simplify Exchange Traded Funds Simplify US Equity PLUS Bitcoin Strategy ETF SPBC

i

Market datapartial · fetched 2026-10-23T04:06:43.511Z

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 · 2026-10-22T20:00:00.267803663Z

FundamentalsAlpha Vantage · unavailable

Share price$49.99
1D-0.4%
AH$49.91$49.98$50.06$50.13$50.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPBC
Sold putSold callAH

Simplify Exchange Traded Funds Simplify US Equity PLUS Bitcoin Strategy ETF options

Live interpolated SPBC call and put midpoint premiums by absolute delta.Simplify Exchange Traded Funds Simplify US Equity PLUS Bitcoin Strategy ETF$0.45$1.02$1.59$2.17$2.74$46.43$48.17$49.90$51.64$53.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPBC spot · $49.99SPBC PRICE$0.51$0.56$0.64$0.72$0.83$0.93$1.07$1.30$1.52$1.79$2.16$2.58$0.58$0.64$0.71$0.78$0.84$0.91$1.02$1.14$1.27$1.42$1.66$1.90$2.24
PutsExpensive1.52×
CallsExpensive1.68×
SkewBearish+1.29 pp
Implied moveBearish±$1.95
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.3335.7%8.5%
25Δ52.8025.4%6.6%47.5729.7%6.1%
30Δ51.9221.8%5.0%48.3826.0%4.6%
35Δ51.4020.1%4.1%49.0422.9%3.5%
40Δ50.9218.7%3.3%49.4620.7%2.7%
45Δ50.5818.0%2.8%49.8918.6%2.0%
50Δ50.2317.3%2.3%50.2117.6%1.6%
55Δ49.8917.0%1.9%50.4917.0%1.3%
60Δ49.5617.5%1.7%50.7716.4%1.0%
65Δ49.2318.0%1.5%51.0615.9%0.7%
70Δ48.8518.6%1.3%51.3915.8%0.5%
75Δ48.3919.4%1.1%51.7215.8%0.3%
80Δ47.8920.3%0.9%52.1516.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.33
IV
35.7%
B/E move
8.5%

25Δ

Calls
Pseudo strike
52.80
IV
25.4%
B/E move
6.6%
Puts
Pseudo strike
47.57
IV
29.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
51.92
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
48.38
IV
26.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
51.40
IV
20.1%
B/E move
4.1%
Puts
Pseudo strike
49.04
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
50.92
IV
18.7%
B/E move
3.3%
Puts
Pseudo strike
49.46
IV
20.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
50.58
IV
18.0%
B/E move
2.8%
Puts
Pseudo strike
49.89
IV
18.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
50.23
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
50.21
IV
17.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
49.89
IV
17.0%
B/E move
1.9%
Puts
Pseudo strike
50.49
IV
17.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
49.56
IV
17.5%
B/E move
1.7%
Puts
Pseudo strike
50.77
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
49.23
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
51.06
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.85
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
51.39
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.39
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
51.72
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
47.89
IV
20.3%
B/E move
0.9%
Puts
Pseudo strike
52.15
IV
16.2%
B/E move
0.2%

Options history

No recorded observations