(SVOL) Simplify Volatility Premium - Overview
ETF Category: Derivative Income | Exchange: NYSE ARCA (USA) | Market Cap: 596m USD | Total Return: 17% in 12m
Futures, Options, VIX, Income
Total Rating 30
Safety 60
Buy Signal 0.07
Derivative Income
Category Rotation: -7.4
TER: 1.16%
TER: 1.16%
AUM:
596M
Avg Turnover: 6.32M USD
Avg Turnover: 6.32M USD
ATR:
1.68%
Peers RS (IBD): 17.6
Peers RS (IBD): 17.6
Risk 5d forecast
Volatility12.9%
Rel. Tail Risk-0.57%
Reward TTM
Sharpe Ratio0.98
Alpha-19.30
Character TTM
Beta1.425
Beta Downside1.266
Drawdowns 3y
Max DD33.50%
CAGR/Max DD0.20
Warnings
Low Hurst
Tailwinds
No distinct edge detected
Description: SVOL Simplify Volatility Premium
SVOL is an exchange-traded fund (ETF) that generates income through strategies involving VIX futures contracts and options. The VIX, or Cboe Volatility Index, is a real-time market index representing the markets expectation of 30-day forward-looking volatility. This derivative income strategy aims to profit from changes in market volatility.
The fund backs its derivative positions with collateral, including cash, cash equivalents, and high-quality fixed income securities. This structure is common in derivative-focused funds to manage counterparty risk and liquidity.
Investors interested in derivative income strategies may find further analysis on ValueRay beneficial.
- VIX futures contract performance impacts fund returns
- Option premium income drives revenue
- Collateral yields influence profitability
- Volatility market sentiment affects VIX futures
- Regulatory changes for derivatives pose risk
What is the price of SVOL shares?
As of April 10, 2026, the stock is trading at USD 15.85 with a total of 346,394 shares traded.
Over the past week, the price has changed by +2.39%, over one month by -0.41%, over three months by -6.72% and over the past year by +16.95%.
Over the past week, the price has changed by +2.39%, over one month by -0.41%, over three months by -6.72% and over the past year by +16.95%.
Is SVOL a buy, sell or hold?
Simplify Volatility Premium has no consensus analysts rating.
What are the forecasts/targets for the SVOL price?
| Analysts Target Price | - | - |
External Resources