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Simplify US Equity PLUS Downside Convexity ETF SPD

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Market datapartial · fetched 2026-10-23T04:06:16.843Z

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 · 2026-10-23T00:00:00.117711701Z

FundamentalsAlpha Vantage · unavailable

Share price$41.31
1D+0.1%
AH$41.29$41.31$41.33$41.35$41.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPD
Sold putSold callAH

Simplify US Equity PLUS Downside Convexity ETF options

Live interpolated SPD call and put midpoint premiums by absolute delta.Simplify US Equity PLUS Downside Convexity ETF$0.78$1.20$1.63$2.05$2.48$36.94$39.08$41.22$43.35$45.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPD spot · $41.31SPD PRICE$0.82$0.82$0.90$0.98$1.05$1.18$1.30$1.43$1.56$1.69$1.85$2.28$0.86$0.90$0.95$1.01$1.08$1.16$1.24$1.32$1.44$1.59$1.73$1.88$2.35
PutsExpensive1.79×
CallsExpensive2.13×
SkewBearish+1.66 pp
Implied moveBearish±$2.42
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3961.4%14.0%
25Δ46.1651.3%13.7%38.1448.9%9.9%
30Δ44.2539.8%9.1%39.2840.6%7.2%
35Δ43.2834.8%6.9%40.0935.2%5.4%
40Δ42.6031.3%5.5%40.6631.5%4.2%
45Δ42.0028.0%4.2%41.1528.3%3.2%
50Δ41.6126.7%3.6%41.5125.9%2.5%
55Δ41.2225.4%2.9%41.8723.6%1.8%
60Δ40.8724.1%2.4%42.1822.1%1.4%
65Δ40.5722.7%2.0%42.4521.1%1.1%
70Δ40.2721.4%1.5%42.7320.1%0.8%
75Δ39.9420.4%1.2%43.0019.1%0.5%
80Δ39.4321.6%1.0%43.5520.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.39
IV
61.4%
B/E move
14.0%

25Δ

Calls
Pseudo strike
46.16
IV
51.3%
B/E move
13.7%
Puts
Pseudo strike
38.14
IV
48.9%
B/E move
9.9%

30Δ

Calls
Pseudo strike
44.25
IV
39.8%
B/E move
9.1%
Puts
Pseudo strike
39.28
IV
40.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
43.28
IV
34.8%
B/E move
6.9%
Puts
Pseudo strike
40.09
IV
35.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
42.60
IV
31.3%
B/E move
5.5%
Puts
Pseudo strike
40.66
IV
31.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
42.00
IV
28.0%
B/E move
4.2%
Puts
Pseudo strike
41.15
IV
28.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
41.61
IV
26.7%
B/E move
3.6%
Puts
Pseudo strike
41.51
IV
25.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
41.22
IV
25.4%
B/E move
2.9%
Puts
Pseudo strike
41.87
IV
23.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
40.87
IV
24.1%
B/E move
2.4%
Puts
Pseudo strike
42.18
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
40.57
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
42.45
IV
21.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
40.27
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
42.73
IV
20.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
39.94
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
43.00
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
39.43
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
43.55
IV
20.1%
B/E move
0.3%

Options history

No recorded observations