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Simplify US Equity PLUS Downside Convexity ETF SPD

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Market datapartial · fetched 2026-10-23T20:12:29.246Z

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 · 2026-10-23T20:10:00.003597438Z

FundamentalsAlpha Vantage · unavailable

Share price$41.05
1D-0.2%
AH$41.03$41.07$41.12$41.16$41.205:30 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$0.77$1.32$1.87$2.43$2.98$36.70$38.89$41.08$43.27$45.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPD spot · $41.05SPD PRICE$0.82$0.83$0.90$1.00$1.11$1.24$1.38$1.54$1.69$1.92$2.26$2.82$0.88$0.92$0.95$1.01$1.07$1.14$1.24$1.34$1.45$1.56$1.67$1.79$1.90
PutsExpensive1.83×
CallsExpensive2.33×
SkewBullish-0.50 pp
Implied moveBalanced±$2.48
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.0863.4%14.3%
25Δ45.9052.2%13.8%37.8350.6%10.1%
30Δ43.9740.5%9.1%39.0441.4%7.2%
35Δ42.9935.5%6.9%39.8235.9%5.5%
40Δ42.3532.5%5.6%40.3931.8%4.2%
45Δ41.8030.2%4.5%40.8928.2%3.1%
50Δ41.3528.8%3.8%41.2626.1%2.5%
55Δ40.9227.4%3.1%41.5924.4%1.9%
60Δ40.5626.2%2.6%41.9222.7%1.4%
65Δ40.2025.1%2.0%42.1721.2%1.1%
70Δ39.8024.6%1.6%42.4019.7%0.8%
75Δ39.3525.1%1.4%42.6218.2%0.5%
80Δ38.7127.5%1.2%42.8416.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.08
IV
63.4%
B/E move
14.3%

25Δ

Calls
Pseudo strike
45.90
IV
52.2%
B/E move
13.8%
Puts
Pseudo strike
37.83
IV
50.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
43.97
IV
40.5%
B/E move
9.1%
Puts
Pseudo strike
39.04
IV
41.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
42.99
IV
35.5%
B/E move
6.9%
Puts
Pseudo strike
39.82
IV
35.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
42.35
IV
32.5%
B/E move
5.6%
Puts
Pseudo strike
40.39
IV
31.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
41.80
IV
30.2%
B/E move
4.5%
Puts
Pseudo strike
40.89
IV
28.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
41.35
IV
28.8%
B/E move
3.8%
Puts
Pseudo strike
41.26
IV
26.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
40.92
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
41.59
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
40.56
IV
26.2%
B/E move
2.6%
Puts
Pseudo strike
41.92
IV
22.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
40.20
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
42.17
IV
21.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.80
IV
24.6%
B/E move
1.6%
Puts
Pseudo strike
42.40
IV
19.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
39.35
IV
25.1%
B/E move
1.4%
Puts
Pseudo strike
42.62
IV
18.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.71
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
42.84
IV
16.8%
B/E move
0.2%

Options history

No recorded observations