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Simplify Volatility Premium ETF SVOL

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Market datapartial · fetched 2026-10-22T21:37:02.534Z

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 · 2026-10-22T20:10:00.003318447Z

FundamentalsAlpha Vantage · unavailable

Share price$16.53
1D-0.8%
AH$16.43$16.50$16.57$16.64$16.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVOL
Sold putSold callAH

Simplify Volatility Premium ETF options

Live interpolated SVOL call and put midpoint premiums by absolute delta.Simplify Volatility Premium ETF$0.28$2.41$4.54$6.66$8.79$10.46$13.34$16.21$19.08$21.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVOL spot · $16.53SVOL PRICE$1.07$1.07$1.06$1.05$1.04$1.02$1.01$1.00$2.38$3.13$4.12$0.51$0.77$1.31$1.57$1.83$2.08$2.34$2.60$1.10$5.22$8.18
PutsExpensive4.46×
CallsExpensive4.07×
SkewBearish+13.87 pp
Implied moveBearish±$3.38
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.1185.9%17.7%
25Δ14.6490.7%16.1%
30Δ22.58148.8%43.1%14.58120.7%19.7%
35Δ20.62123.7%31.2%15.23116.4%17.3%
40Δ19.86109.4%26.5%15.88112.0%15.0%
45Δ19.1095.1%21.9%16.52107.6%12.6%
50Δ18.3480.8%17.2%17.17103.2%10.3%
55Δ17.5866.5%12.5%17.8298.8%7.9%
60Δ16.8252.2%7.9%17.2138.7%2.5%
65Δ16.0637.9%3.2%20.61133.0%6.9%
70Δ15.0584.5%5.4%23.62164.7%6.6%
75Δ14.24100.0%5.1%
80Δ13.19120.3%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.11
IV
85.9%
B/E move
17.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.64
IV
90.7%
B/E move
16.1%

30Δ

Calls
Pseudo strike
22.58
IV
148.8%
B/E move
43.1%
Puts
Pseudo strike
14.58
IV
120.7%
B/E move
19.7%

35Δ

Calls
Pseudo strike
20.62
IV
123.7%
B/E move
31.2%
Puts
Pseudo strike
15.23
IV
116.4%
B/E move
17.3%

40Δ

Calls
Pseudo strike
19.86
IV
109.4%
B/E move
26.5%
Puts
Pseudo strike
15.88
IV
112.0%
B/E move
15.0%

45Δ

Calls
Pseudo strike
19.10
IV
95.1%
B/E move
21.9%
Puts
Pseudo strike
16.52
IV
107.6%
B/E move
12.6%

50Δ

Calls
Pseudo strike
18.34
IV
80.8%
B/E move
17.2%
Puts
Pseudo strike
17.17
IV
103.2%
B/E move
10.3%

55Δ

Calls
Pseudo strike
17.58
IV
66.5%
B/E move
12.5%
Puts
Pseudo strike
17.82
IV
98.8%
B/E move
7.9%

60Δ

Calls
Pseudo strike
16.82
IV
52.2%
B/E move
7.9%
Puts
Pseudo strike
17.21
IV
38.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
16.06
IV
37.9%
B/E move
3.2%
Puts
Pseudo strike
20.61
IV
133.0%
B/E move
6.9%

70Δ

Calls
Pseudo strike
15.05
IV
84.5%
B/E move
5.4%
Puts
Pseudo strike
23.62
IV
164.7%
B/E move
6.6%

75Δ

Calls
Pseudo strike
14.24
IV
100.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.19
IV
120.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations