SVOL

Simplify Volatility Premium ETF

NYSEArcaUSDEQUITY DELAYED

16.63

▲ 0.14 (0.84%)

MARKET · —

Price

Open

16.51

Prev close

16.49

Day high

16.61

Day low

16.48

Volume

252.22K

Market cap

—

P/E (TTM)

—

52W range

15.06 – 18.41

Options chain

Account required

ExpirySpot 16.63

Calls

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Puts

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

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Trailing performance

Price return · vs SPY

Returnvs SPY

+1.35% +2.7%

+3.11% -0.6%

+2.92% -0.2%

-2.59% -13.7%

YTD

-5.64% -17.9%

-3.72% -23.7%

-27.13% -101.3%

— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Fundamentals

TTM · reported

Market cap—

Enterprise value—

Revenue (TTM)—

Gross profit—

EBITDA—

Net income—

EPS (TTM)—

Free cash flow—

Total cash—

Total debt—

Book value / share—

Shares outstanding—

Float—

Short % of float—

Dividend yield—

Beta (5Y)—

Valuation & profitability ratios

Account required

Trailing P/E—

Forward P/E—

PEG ratio—

Price / sales—

Price / book—

EV / revenue—

EV / EBITDA—

Gross margin—

Operating margin—

Profit margin—

Return on equity—

Return on assets—

Debt / equity—

Current ratio—

Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

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Analyst targets & ownership

Account required

Mean target—

High target—

Low target—

Implied upside—

Analyst count—

Consensus—

Strong buy / Buy— / —

Hold—

Sell / Strong sell— / —

Held by insiders—

Held by institutions—

Institutions holding—

Free account required

Price targets, consensus spread, insider and institutional ownership.

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Moving averages & technicals

Computed from 2Y daily closes

SMA 10

16.34

+1.75% from price

SMA 20

16.07

+3.14% from price

SMA 50

16.08

+3.07% from price

SMA 100

15.98

+4.06% from price

SMA 200

16.56

+0.09% from price

EMA 12

16.30

+1.99% from price

EMA 26

16.17

+2.83% from price

EMA 50

16.10

+3.26% from price

RSI (14)

67.9

Neutral

MACD (12,26,9)

0.13

Hist 0.06

ATR (14)

0.14

0.84% of price

Realised vol 30D

12.4%

Annualised

Bollinger upper

16.70

20, 2σ

Bollinger lower

15.43

20, 2σ

50 / 200 cross

Death

16.08 vs 16.56

Trend bias

Above 200

+0.09%

Risk profile

Daily returns · 1Y window

Beta vs SPY

0.97

Less volatile than market

Correlation to SPY

0.71

Moves with the index

Realised vol 30D

12.4%

Annualised

Market vol 1Y

12.9%

SPY, annualised

Max drawdown 1Y

-17.6%

Peak to trough

Max drawdown 5Y

-50.8%

Peak to trough

ATR 14

0.14

0.84% of price

Beta (reported)

—

5Y monthly, from filing

Headlines

SVOL · links out to the publisher

This ETF Gets Paid More When the Market Gets Scary, and It Is Yielding Over 20 Percent 24/7 Wall St. · 3d ago The VIX Bet Behind SVOL: How a 0.66% Fee Masks the Real Cost of Short Volatility 24/7 Wall St. · 17d ago These 3 ETFs Turn Market Fear Into Double Digit Monthly Income 24/7 Wall St. · 19d ago Retirees Chasing 21% Returns Should Know SVOL’s True Cost 24/7 Wall St. · 30d ago The VIX Futures Curve Signal That Could Cut SVOL’s Yield in Half 24/7 Wall St. · 37d ago Could SVOL’s High 20% Yield Backfire? 2018 Says “Maybe” 24/7 Wall St. · 59d ago

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.