Simplify Volatility Premium Etf Volatility
| SVOL Etf | USD 15.90 0.09 0.57% |
Its Sharpe ratio is -0.1, supporting negative efficiency readings over the last 3 months. Current volatility conditions are reflected in 23 technical indicators. Simplify Volatility Premium continues to trade with relatively low price volatility through the last 3 months.
Sharpe Ratio = -0.1022
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVOL |
Simplify Volatility Premium posted a Market Risk Adjusted Performance of -0.1%, a Risk of 1.06, and a Risk Adjusted Performance of -0.1% for the reported period. Monthly performance data suggests Simplify Volatility is falling short of its full potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk. Portfolio optimization can identify the allocation weight that maximizes Simplify Volatility risk-adjusted contribution. This analysis supports more informed allocation decisions for Simplify Volatility within a portfolio.
Key indicators related to Simplify Volatility's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for Simplify Volatility incorporates multiple volatility measures including realized volatility and beta. This statistical measure reflects the magnitude of Simplify Volatility's typical price swings and is a primary input in options pricing models. Simplify Volatility's beta measures how much Simplify Volatility's price moves relative to the broad market. When implied volatility for Simplify Volatility is above realized volatility, options premiums may be elevated relative to norms.
Simplify | Build portfolio with Simplify Etf |
Volatility Strategy
Volatility clustering in Simplify Volatility Premium may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 1.06% with a beta coefficient of 0.96, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.1, evaluates return per unit of total risk. An alpha value of -0.0177 reflects performance relative to systematic market exposure. Expected return estimates near -0.11% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Tracking variance can contribute to dispersion.
Main indicators related to Simplify Volatility's market risk premium analysis include:
Beta 0.96 | Alpha -0.02 | Risk 1.06 | Sharpe Ratio -0.10 | Expected Return -0.11 |
Moving together with Simplify Etf
| 0.7 | JEPQ | JPMorgan Nasdaq Equity | PairCorr |
| 0.78 | OVL | Overlay Shares Large | PairCorr |
| 0.89 | VTI | Vanguard Total Stock | PairCorr |
| 0.66 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.78 | IND | Xtrackers Nifty 500 | PairCorr |
| 0.86 | AXP | American Express | PairCorr |
| 0.87 | DIS | Walt Disney | PairCorr |
| 0.74 | JPM | JPMorgan Chase | PairCorr |
Moving against Simplify Etf
| 0.76 | INR | Infinity Natural | PairCorr |
| 0.58 | FNGD | MicroSectors FANG Index | PairCorr |
| 0.37 | NFLX | Netflix | PairCorr |
| 0.36 | FB | ProShares Trust ProShares | PairCorr |
Sensitivity To Market
The systematic risk of Simplify Volatility Premium is captured by a beta reading of 0.96, indicating responsiveness to overall market fluctuations. Observed volatility is near 1.06%.Volatility measures for Simplify Volatility Premium summarize how wide the trading range has been over time. Downside deviation is about 0.0%. Options markets imply a forward-looking volatility estimate near 99.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. ETF volatility often mirrors the basket, but execution quality depends on spreads and depth. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
| α | -0.0177 | β | 0.96 | Check current 90 days Simplify Volatility correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of Simplify measures the spread of its daily returns around the mean. Highly volatile instruments have large standard deviations; stable instruments have small ones. Standard deviation of Simplify is a key measure of price volatility reflecting the average daily deviation from the mean. More volatile instruments exhibit higher standard deviations over equivalent time periods.
Standard Deviation | 1.06 |
Standard deviation and downside deviation are complementary tools for assessing Simplify Volatility's risk. Investors specifically concerned with loss potential should use downside deviation or semi-deviation of Simplify Volatility's returns. For investors in Simplify Volatility, understanding the difference between standard deviation and downside deviation is important. Semi-deviation of Simplify Volatility's returns captures only losses, providing a more focused risk measure. Simplify Volatility Premium posted a Maximum Drawdown of 5.25 for the reported period.
Using Simplify Put Option to Manage Risk Based on 2026-06-18 Contracts
Simplify Volatility Premium posted an Option Implied Volatility of 0.99 and an Option Max Pain Price of -1 for the reported period. Using put options to hedge a Simplify Volatility position is a widely practiced risk management technique. By purchasing a put on Simplify Etf, the holder secures the right to sell at the strike regardless of how far Simplify Volatility's drops. Put options on Simplify Volatility are commonly used by both institutional and retail investors to hedge long positions. Investors holding Simplify Volatility often use put options as insurance against a decline in Simplify Volatility's price.
Simplify Volatility's PUT expiring on 2026-06-18
Profit |
| Simplify Volatility Price At Expiration |
Current Simplify Volatility Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | SVOL260618P00010000 | -0.16713 | 0.01718 | 1 | 2026-06-18 | 0.0 - 2.15 | 0.0 | View |
| Put | SVOL260618P00012000 | -0.140472 | 0.046118 | 256 | 2026-06-18 | 0.0 - 0.4 | 0.0 | View |
| Put | SVOL260618P00013000 | -0.262155 | 0.032488 | 1 | 2026-06-18 | 0.0 - 2.3 | 0.0 | View |
| Put | SVOL260618P00014000 | -0.300638 | 0.055606 | 11 | 2026-06-18 | 0.0 - 1.5 | 0.0 | View |
| Put | SVOL260618P00015000 | -0.335191 | 0.131426 | 475 | 2026-06-18 | 0.55 - 0.8 | 0.0 | View |
| Put | SVOL260618P00016000 | -0.473993 | 0.132442 | 227 | 2026-06-18 | 0.95 - 1.45 | 0.0 | View |
| Put | SVOL260618P00017000 | -0.564428 | 0.105293 | 168 | 2026-06-18 | 1.8 - 2.5 | 0.0 | View |
| Put | SVOL260618P00018000 | -0.633377 | 0.090899 | 100 | 2026-06-18 | 2.7 - 3.3 | 0.0 | View |
| Put | SVOL260618P00019000 | -0.599863 | 0.062047 | 10 | 2026-06-18 | 2.85 - 6.2 | 0.0 | View |
| Put | SVOL260618P00020000 | -0.623903 | 0.055832 | 12 | 2026-06-18 | 3.8 - 7.2 | 0.0 | View |
| Put | SVOL260618P00021000 | -0.646507 | 0.051368 | 5 | 2026-06-18 | 4.8 - 8.1 | 0.0 | View |
Etf Volatility Analysis
In evaluating Simplify Volatility as an investment, volatility is a primary indicator of risk. High volatility generally means the etf price moves dramatically in a short period of time. Investors with a lower risk tolerance generally prefer etfs exhibiting lower volatility. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Simplify Volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Simplify Volatility Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days Simplify Volatility has a beta of 0.9592 . This usually implies Simplify Volatility Premium market returns are very sensitive to returns on the market. As the market goes up or down, Simplify Volatility is expected to follow.Simplify Volatility volatility reflects broader etf market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Simplify Volatility Premium posted a Mean Deviation of 0.74, an Option Implied Volatility of 0.99, and a Standard Deviation of 1.03 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Simplify Volatility's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Simplify Asset Management sector often influence how investors price Simplify Volatility's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Simplify Volatility.Simplify Volatility's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Simplify Volatility is -978.35. The daily returns are distributed with a variance of 1.12 and standard deviation of 1.06. The mean deviation of Simplify Volatility Premium is currently at 0.77. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0177 | |
β | Beta against Dow Jones | 0.96 | |
σ | Overall volatility | 1.06 | |
Ir | Information ratio | -0.0147 |
Etf Return Volatility
Daily return volatility for Simplify Volatility measures how far etf returns deviate from their average on a day-to-day basis. The exchange-traded fund shows 1.0561% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8484% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Simplify Volatility Constituents Risk-Adjusted Indicators
Evaluating Simplify Etf requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RGEF | 0.77 | -0.01 | 0.06 | -0.01 | 1.05 | 1.36 | 4.10 | |||
| UDOW | 1.85 | -0.01 | 0.00 | -0.07 | 0.00 | 3.48 | 12.30 | |||
| RSMC | 0.90 | 0.04 | 0.00 | -0.03 | 0.00 | 1.81 | 5.64 | |||
| BUFF | 0.25 | 0.01 | 0.00 | -0.04 | 0.00 | 0.48 | 1.47 | |||
| IQDG | 0.82 | 0.02 | 0.00 | -0.04 | 0.00 | 1.50 | 5.38 | |||
| PFM | 0.46 | 0.03 | 0.00 | -0.02 | 0.00 | 0.93 | 3.63 | |||
| JKK | 0.89 | -0.03 | 0.00 | 0.08 | 0.00 | 1.76 | 6.01 | |||
| PJUN | 0.21 | -0.01 | 0.19 | 0.06 | 0.28 | 0.45 | 1.31 | |||
| IHF | 0.91 | -0.13 | 0.00 | -0.25 | 0.00 | 1.89 | 11.76 | |||
| DSPY | 0.57 | 0.04 | 0.00 | -0.01 | 0.00 | 0.90 | 3.69 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Simplify Volatility identifies whether the fund is currently in a high, low, or transitioning dispersion state. Elevated volatility regimes increase the cost of hedging and widen the range of expected outcomes.
Unless otherwise specified, data for Simplify Volatility Premium is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsSimplify Volatility Investment Opportunity
Simplify Volatility Premium is about 1.25 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Simplify Volatility Premium to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate upward volatility. Check odds of Simplify Volatility to be traded at $17.49 in 90 days.Very poor diversification
Across the chosen horizon, Simplify Volatility and Dow Jones show a correlation of 0.8 and fall into the Very poor diversification bucket. A 0.8 reading means Simplify Volatility and Dow Jones have substantial price overlap, limiting diversification benefit.
Simplify Volatility Additional Risk Indicators
Risk analysis around Simplify Volatility Premium becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.07 | |||
| Mean Deviation | 0.7433 | |||
| Coefficient Of Variation | -1,503 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Information Ratio | -0.01 |
Simplify Volatility Suggested Diversification Pairs
A pair strategy built around Simplify Volatility Premium is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Simplify Volatility with another position. However, Simplify Volatility's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Simplify Volatility Premium.
More Resources for Simplify Etf Analysis
A structured review of Simplify Volatility begins with its financial statements and overall trends. Key reports that frame Simplify Volatility Premium Etf are listed below:Use World Market Map to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. Simplify Volatility Premium can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Simplify Volatility Premium's etf valuation — related indicators include signals in metropolitan statistical area. Simplify Volatility information on this page supports broader research rather than acting as a stand-alone signal. Simplify Volatility analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Understanding Simplify Volatility includes distinguishing between market value and book value, where book value reflects Simplify's accounting equity. Each measure contributes a different layer to the overall valuation framework.
Simplify Volatility intrinsic value attempts to capture underlying worth, separate from current trading levels. This information is provided for contextual purposes.