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Simplify Short Term Treasury Futures Strategy ETF TUA

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Market dataready · fetched 2026-11-07T20:38:41.691Z

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 · 2026-11-07T01:00:00.056050743Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T20:38:41.313634+00:00

Share price$19.82
1D+0.2%
AH$19.74$19.78$19.81$19.85$19.895:30 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$0.12$1.30$2.49$3.67$4.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICETUA PRICE$0.38$0.38$0.38$0.25$0.34$0.42$0.51$0.60$0.69$0.77$0.86$0.65$0.65$0.65$1.99$2.98$4.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6398.1%21.1%16.48137.9%20.1%
25Δ21.9771.9%12.7%17.67106.1%14.1%
30Δ21.1256.0%8.5%18.4385.5%10.3%
35Δ
40Δ
45Δ19.9017.0%1.7%
50Δ19.7817.9%1.5%
55Δ19.6718.8%1.4%
60Δ19.5519.7%1.2%
65Δ19.4420.7%1.1%
70Δ19.3221.6%0.9%21.4264.6%2.0%
75Δ19.2022.5%0.8%22.4381.8%1.9%
80Δ19.0923.4%0.6%23.96105.9%1.9%

20Δ

Calls
Pseudo strike
23.63
IV
98.1%
B/E move
21.1%
Puts
Pseudo strike
16.48
IV
137.9%
B/E move
20.1%

25Δ

Calls
Pseudo strike
21.97
IV
71.9%
B/E move
12.7%
Puts
Pseudo strike
17.67
IV
106.1%
B/E move
14.1%

30Δ

Calls
Pseudo strike
21.12
IV
56.0%
B/E move
8.5%
Puts
Pseudo strike
18.43
IV
85.5%
B/E move
10.3%

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
19.90
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.78
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.67
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.55
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.44
IV
20.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.32
IV
21.6%
B/E move
0.9%
Puts
Pseudo strike
21.42
IV
64.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
19.20
IV
22.5%
B/E move
0.8%
Puts
Pseudo strike
22.43
IV
81.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
19.09
IV
23.4%
B/E move
0.6%
Puts
Pseudo strike
23.96
IV
105.9%
B/E move
1.9%

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%