SVOL ETF Analysis: Simplify Volatility Premium | NYSE
Derivative Income | NYSE, USA | Market Cap: 529m USD | 12M Return: 12% | US82889N8636 | Charts, Fundamentals & Technical Analysis
Avg Turnover: 5.48M
Warnings
Tailwinds
No distinct edge detected
Seasonality 5.4 years of data
How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.
The Simplify Volatility Premium ETF (SVOL) pursues its investment objective by primarily trading VIX-related derivatives, including futures contracts and options (both calls and puts) on VIX futures. To support these positions, the fund maintains collateral in the form of cash, cash-equivalent instruments, or high-quality fixed income securities. As a Derivative Income ETF, SVOL operates within the volatility trading segment of the ETF market, which focuses on generating returns through strategies tied to expected market volatility rather than direct equity or fixed income exposure. VIX futures are derivatives based on the CBOE Volatility Index, which reflects the markets expectation of S&P 500 volatility over the coming 30 days.
- VIX futures contango drives premium harvesting returns
- Fed rate cuts reduce yield on fixed income collateral
- Sharp equity selloffs trigger VIX spikes and NAV drawdowns
As of October 05, 2026, the stock is trading at USD 16.42 with a total of 218,958 shares traded. Over the past week, the price has changed by -0.91%, over one month by +0.89%, over three months by +8.06% and over the past year by +11.96%.
Current recommended Stop Loss: 16.00 (which is 2.6% or 1.9 ATR below the current price).
Simplify Volatility Premium has no consensus analysts rating.