SVOL ETF Analysis: Simplify Volatility Premium | NYSE
Derivative Income | NYSE, USA | Market Cap: 550m USD | 12M Return: 10% | Charts, Fundamentals & Technical Analysis
Avg Turnover: 4.73M
Warnings
No concerns identified
Tailwinds
No distinct edge detected
Seasonality 5.1 years of data
Average return per month, with how dependable it is below — did the month move the same way every year (high) or randomly (low). Above 60 is a pattern worth trusting; under 40 is noise.
The Simplify Volatility Premium ETF (SVOL) pursues its investment objective primarily through trading derivatives tied to VIX futures, including futures contracts and call and put options. 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 a strategy category that seeks to collect premiums from volatility-related derivatives rather than from traditional stock or bond holdings. The VIX, published by the Cboe Global Markets, measures expected 30-day volatility of the S&P 500, and VIX futures allow funds like SVOL to express views on or generate income from changes in that volatility measure.
- VIX contango deepens boosting futures premium capture
- Treasury yields rise lifting collateral fixed income returns
- Sudden volatility spikes trigger NAV drawdowns and investor outflows
As of June 30, 2026, the stock is trading at USD 15.93 with a total of 331,097 shares traded. Over the past week, the price has changed by -1.37%, over one month by +0.24%, over three months by +8.12% and over the past year by +9.99%.
Current recommended Stop Loss: 15.60 (which is 2.1% or 1.5 ATR below the current price).
Simplify Volatility Premium has no consensus analysts rating.