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Simplify Short Term Treasury Futures Strategy ETF TUA

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Market datapartial · fetched 2026-10-22T21:53:57.042Z

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 · 2026-10-22T20:10:00.002443487Z

FundamentalsAlpha Vantage · unavailable

Share price$19.60
1D+0.8%
AH$19.39$19.46$19.54$19.61$19.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTUA
Sold putSold callAH

Simplify Short Term Treasury Futures Strategy ETF options

Live interpolated TUA call and put midpoint premiums by absolute delta.Simplify Short Term Treasury Futures Strategy ETF$0.34$0.74$1.14$1.55$1.95$16.31$17.86$19.41$20.97$22.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TUA spot · $19.60TUA PRICE$0.63$0.63$0.63$0.63$0.38$0.45$0.56$0.67$0.78$0.89$1.00$1.15$1.31$0.63$0.63$0.65$0.67$0.79$0.96$1.14$1.26$1.33$1.39$1.46$1.53$1.83
PutsExpensive3.94×
CallsExpensive3.33×
SkewBearish+6.73 pp
Implied moveBearish±$1.69
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.48117.7%43.4%16.3990.2%19.6%
25Δ23.8285.3%24.7%17.3872.6%14.5%
30Δ22.0465.3%15.6%18.0760.9%11.1%
35Δ21.0552.1%10.6%18.7549.2%7.7%
40Δ20.1225.9%4.6%19.2045.4%6.0%
45Δ19.8523.2%3.5%19.5246.1%5.3%
50Δ19.6724.0%3.2%19.8446.8%4.6%
55Δ19.4924.7%2.9%20.1045.4%3.9%
60Δ19.3225.5%2.5%20.3141.9%3.1%
65Δ19.1426.2%2.2%20.5138.4%2.4%
70Δ18.9626.7%1.8%20.7234.9%1.7%
75Δ18.7325.7%1.5%20.9231.4%1.0%
80Δ18.5124.8%1.1%21.3131.3%0.6%

20Δ

Calls
Pseudo strike
27.48
IV
117.7%
B/E move
43.4%
Puts
Pseudo strike
16.39
IV
90.2%
B/E move
19.6%

25Δ

Calls
Pseudo strike
23.82
IV
85.3%
B/E move
24.7%
Puts
Pseudo strike
17.38
IV
72.6%
B/E move
14.5%

30Δ

Calls
Pseudo strike
22.04
IV
65.3%
B/E move
15.6%
Puts
Pseudo strike
18.07
IV
60.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
21.05
IV
52.1%
B/E move
10.6%
Puts
Pseudo strike
18.75
IV
49.2%
B/E move
7.7%

40Δ

Calls
Pseudo strike
20.12
IV
25.9%
B/E move
4.6%
Puts
Pseudo strike
19.20
IV
45.4%
B/E move
6.0%

45Δ

Calls
Pseudo strike
19.85
IV
23.2%
B/E move
3.5%
Puts
Pseudo strike
19.52
IV
46.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
19.67
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
19.84
IV
46.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
19.49
IV
24.7%
B/E move
2.9%
Puts
Pseudo strike
20.10
IV
45.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
19.32
IV
25.5%
B/E move
2.5%
Puts
Pseudo strike
20.31
IV
41.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
19.14
IV
26.2%
B/E move
2.2%
Puts
Pseudo strike
20.51
IV
38.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
18.96
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
20.72
IV
34.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
18.73
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
20.92
IV
31.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
18.51
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
21.31
IV
31.3%
B/E move
0.6%

Options history

No recorded observations