Simplify Volatility Premium ETF (SVOL)Derivative Income | Exchange Traded Fund | NYSEArca
16.49 USD
-0.22
(-1.317%) ⇩
(Oct. 16, 2026, 4 p.m.
EDT)
After hours: 16.49 |
Hot Take ↕ | Oct. 10, 2026, 9:04 a.m. EDT
The long-term outlook is severely compromised by a brutal four-year decline where the asset has lost over 36% of its value, with the last two years showing consecutive negative returns. While the headline yield looks attractive at 8.4%, this is largely a mathematical artifact of the collapsing share price rather than a robust, sustainable cash flow stream; the payout ratio is dangerously high given the deteriorating equity base. Short-term momentum remains weak, with the price trading near its 52-week lows and technical indicators showing no signs of a recovery. Options data confirms a bearish sentiment, with traders buying deep out-of-the-money puts to hedge against further losses while avoiding calls entirely. The statistical forecast offers a negligible upward lean, but it is insufficient to counteract the fundamental damage and the overwhelming speculative positioning against the asset. |
| Model | MAE |
|---|---|
| AutoARIMA ✓ | 0.025505 |
| AutoETS | 0.025506 |
| MSTL | 0.026001 |
| AutoTheta | 0.032467 |
Forecast horizon: 45 days | Selected: AutoARIMA
| Forecast Reliability | |
|---|---|
| Score | 52% |
| H-stat | 5.13 |
| Ljung-Box p | 0.000 |
| Jarque-Bera p | 0.197 |
| Excess Kurtosis | -0.35 |
| Attribute | Value |
|---|---|
| Trailing P/E | 23.47 |
As of Oct. 10, 2026, 9:04 a.m. EDT: Speculators are positioning heavily for downside protection, evidenced by massive open interest in out-of-the-money puts (Dec '26 and Mar '27) compared to negligible call volume. Implied volatility is significantly higher for puts than calls across all expirations, indicating a market consensus that the asset will likely trade lower or experience sharp drops rather than rallies.
| Last Yield | 1yr Yield | 3yr Avg | 5yr Avg |
|---|---|---|---|
| 1.69% | 21.01% | 18.34% | 17.52% |
| Date | Dividend | Yield % |
|---|---|---|
| 2026-09-25 | 0.280 | 1.689801 |
| 2026-08-26 | 0.280 | 1.725200 |
| 2026-07-28 | 0.280 | 1.778907 |
| 2026-06-25 | 0.280 | 1.778907 |
| 2026-05-26 | 0.280 | 1.757690 |
| 2026-04-27 | 0.280 | 1.772152 |
| 2026-03-26 | 0.280 | 1.830065 |
| 2026-02-24 | 0.300 | 1.801802 |
| 2026-01-27 | 0.300 | 1.701645 |
| 2025-12-23 | 0.300 | 1.700680 |
| 2025-11-21 | 0.300 | 1.797483 |
| 2025-10-28 | 0.300 | 1.674107 |
| 2025-09-25 | 0.300 | 1.688239 |
| 2025-08-26 | 0.300 | 1.718213 |
| 2025-07-28 | 0.300 | 1.732102 |
| 2025-06-25 | 0.300 | 1.766784 |
| 2025-05-27 | 0.300 | 1.630435 |
| 2025-04-25 | 0.270 | 1.642336 |
| 2025-03-26 | 0.270 | 1.437700 |
| 2025-02-25 | 0.270 | 1.305609 |
| 2025-01-28 | 0.270 | 1.267011 |
| 2024-12-23 | 0.260 | 1.234568 |
| 2024-11-25 | 0.270 | 1.248844 |
| 2024-10-28 | 0.280 | 1.315789 |
| 2024-09-25 | 0.280 | 1.268691 |
| 2024-08-27 | 0.300 | 1.334520 |
| 2024-07-26 | 0.300 | 1.350743 |
| 2024-06-25 | 0.300 | 1.332149 |
| 2024-05-24 | 0.300 | 1.323335 |
| 2024-04-25 | 0.300 | 1.360544 |
| 2024-03-25 | 0.300 | 1.326846 |
| 2024-02-26 | 0.300 | 1.323919 |
| 2024-01-26 | 0.300 | 1.318681 |
| 2023-12-26 | 0.308 | 1.358624 |
| 2023-11-27 | 0.300 | 1.324503 |
| 2023-10-26 | 0.300 | 1.389532 |
| 2023-09-27 | 0.300 | 1.343484 |
| 2023-08-28 | 0.300 | 1.321004 |
| 2023-07-26 | 0.300 | 1.308330 |
| 2023-06-27 | 0.320 | 1.401664 |
| 2023-05-25 | 0.320 | 1.467890 |
| 2023-04-25 | 0.320 | 1.483542 |
| 2023-03-27 | 0.320 | 1.483542 |
| 2023-02-23 | 0.320 | 1.449932 |
| 2023-01-26 | 0.320 | 1.415929 |
| 2022-12-27 | 0.349 | 1.602387 |
| 2022-11-25 | 0.320 | 1.465201 |
| 2022-10-26 | 0.320 | 1.517307 |
| 2022-09-27 | 0.320 | 1.531101 |
| 2022-08-26 | 0.320 | 1.427297 |
| 2022-07-26 | 0.320 | 1.416556 |
| 2022-05-25 | 0.320 | 1.402279 |
| 2022-04-26 | 0.326 | 1.435491 |
| 2022-03-28 | 0.366 | 1.501846 |
| 2022-02-23 | 0.341 | 1.425109 |
| 2022-01-26 | 0.391 | 1.573441 |
| 2021-12-27 | 0.356 | 1.316568 |
| 2021-11-24 | 0.294 | 1.057174 |
| 2021-10-26 | 0.349 | 1.250448 |
| 2021-09-27 | 0.256 | 0.931926 |
| Attribute | Value |
|---|---|
| All Time High | 28.41 |
| All Time Low | 13.18 |
| Ask | 16.55 |
| Ask Size | 700 |
| Average Daily Volume10 Day | 342,590 |
| Average Daily Volume3 Month | 309,357 |
| Average Volume | 309,357 |
| Average Volume10Days | 342,590 |
| Beta3 Year | 0.86 |
| Bid | 16.22 |
| Bid Size | 100 |
| Category | Derivative Income |
| Crypto Tradeable | 0 |
| Currency | USD |
| Custom Price Alert Confidence | HIGH |
| Day High | 16.75 |
| Day Low | 16.4 |
| Dividend Yield | 8.43 |
| Eps Trailing Twelve Months | 0.7027181 |
| Esg Populated | 0 |
| Exchange | PCX |
| Exchange Data Delayed By | 0 |
| Exchange Timezone Name | America/New_York |
| Exchange Timezone Short Name | EDT |
| Fifty Day Average | 16.5246 |
| Fifty Day Average Change | -0.034599304 |
| Fifty Day Average Change Percent | -0.002093806 |
| Fifty Two Week Change Percent | -6.2289534 |
| Fifty Two Week High | 18.37 |
| Fifty Two Week High Change | -1.8800011 |
| Fifty Two Week High Change Percent | -0.102340825 |
| Fifty Two Week Low | 15.06 |
| Fifty Two Week Low Change | 1.4299994 |
| Fifty Two Week Low Change Percent | 0.09495347 |
| Fifty Two Week Range | 15.06 - 18.37 |
| First Trade Date Milliseconds | 1,620,912,600,000 |
| Five Year Average Return | 0.0788093 |
| Full Exchange Name | NYSEArca |
| Fullday Change | -0.21999931 |
| Fullday Change Percent | -1.3165729 |
| Fullday Price | 16.49 |
| Fund Family | Simplify Asset Management |
| Fund Inception Date | 1,620,777,600 |
| Gmt Off Set Milliseconds | -14,400,000 |
| Has Pre Post Market Data | 1 |
| Language | en-US |
| Legal Type | Exchange Traded Fund |
| Long Business Summary | In pursuing its investment objective, the fund primarily purchases or sells futures contracts, call options, and put options on VIX futures. The fund holds cash, cash-like instruments or high-quality fixed income securities (collectively, “Collateral”). |
| Long Name | Simplify Volatility Premium ETF |
| Market | us_market |
| Market State | POSTPOST |
| Max Age | 86,400 |
| Message Board Id | finmb_710536166 |
| Nav Price | 16.7023 |
| Net Assets | 514,162,720.0 |
| Net Expense Ratio | 0.66 |
| Open | 16.68 |
| Phone | 614-469-3294 |
| Post Market Change | 0.0 |
| Post Market Change Percent | 0.0 |
| Post Market Price | 16.49 |
| Post Market Time | 1,792,191,558 |
| Previous Close | 16.71 |
| Price Hint | 2 |
| Quote Source Name | Nasdaq Real Time Price |
| Quote Type | ETF |
| Region | US |
| Regular Market Change | -0.219999 |
| Regular Market Change Percent | -1.31657 |
| Regular Market Day High | 16.75 |
| Regular Market Day Low | 16.4 |
| Regular Market Day Range | 16.4 - 16.75 |
| Regular Market Open | 16.68 |
| Regular Market Previous Close | 16.71 |
| Regular Market Price | 16.49 |
| Regular Market Time | 1,792,180,800 |
| Regular Market Volume | 379,546 |
| Short Name | Simplify Volatility Premium ETF |
| Source Interval | 15 |
| Symbol | SVOL |
| Three Year Average Return | 0.0923186 |
| Total Assets | 514,162,720 |
| Tradeable | 0 |
| Trailing Annual Dividend Rate | 0.0 |
| Trailing Annual Dividend Yield | 0.0 |
| Trailing P E | 23.466024 |
| Trailing Peg Ratio | None |
| Trailing Three Month Nav Returns | 6.88196 |
| Trailing Three Month Returns | 6.88196 |
| Triggerable | 1 |
| Two Hundred Day Average | 16.38745 |
| Two Hundred Day Average Change | 0.10255051 |
| Two Hundred Day Average Change Percent | 0.006257869 |
| Type Disp | ETF |
| Volume | 379,546 |
| Yield | 0.084300004 |
| Ytd Return | 8.43584 |