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Simplify Short Term Treasury Futures Strategy ETF TUA

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Market dataready · fetched 2026-11-13T02:12:05.048Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.053679333Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:04.731550+00:00

Share price$19.11
1D-0.8%
AH$19.09$19.13$19.18$19.22$19.265:30 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$0.32$0.92$1.52$2.12$2.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETUA PRICE$0.39$0.48$0.57$0.66$0.76$0.84$0.93$1.02$1.11$1.20$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ19.5646.1%4.4%
40Δ19.4249.8%4.1%
45Δ19.2753.6%3.9%
50Δ19.1357.4%3.6%
55Δ18.9960.8%3.3%
60Δ18.8158.1%2.9%
65Δ18.6355.4%2.4%
70Δ18.4552.7%1.9%
75Δ18.2750.0%1.5%
80Δ18.1047.3%1.0%21.4383.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.56
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
19.42
IV
49.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
19.27
IV
53.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.13
IV
57.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
18.99
IV
60.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.81
IV
58.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.63
IV
55.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.45
IV
52.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.27
IV
50.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.10
IV
47.3%
B/E move
1.0%
Puts
Pseudo strike
21.43
IV
83.4%
B/E move
1.2%

Options history

IV · four-Friday blend29.03%
Daily EOD
TUA24.4%27.5%30.7%2026-10-19: 30.06%2026-10-20: 26.87%2026-10-21: 25.16%2026-10-22: 30.27%2026-10-23: 27.65%2026-10-26: 28.29%2026-10-27: 24.82%2026-10-28: 26.28%2026-10-29: 27.31%2026-10-30: 29.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.06%
26.87%
25.16%
30.27%
27.65%
28.29%
24.82%
26.28%
27.31%
29.03%