(SVOL) Simplify Volatility Premium - Overview
ETF Category: Derivative Income | Exchange NYSE ARCA (USA) | Currency USD | Market Cap: 585m | Total Return -0.2% in 12m
Etf: Futures, Options, VIX, Income
Total Rating 21
Risk 74
Buy Signal -0.35
| Risk 5d forecast | |
|---|---|
| Volatility | 15.0% |
| Relative Tail Risk | -0.11% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.08 |
| Alpha | -19.90 |
| Character TTM | |
|---|---|
| Beta | 1.410 |
| Beta Downside | 1.251 |
| Drawdowns 3y | |
|---|---|
| Max DD | 33.50% |
| CAGR/Max DD | 0.20 |
Description: SVOL Simplify Volatility Premium March 05, 2026
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.
Headlines to watch out for
- 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 March 25, 2026, the stock is trading at USD 15.81 with a total of 422,381 shares traded.
Over the past week, the price has changed by -2.04%, over one month by -5.05%, over three months by -7.14% and over the past year by -0.21%.
Over the past week, the price has changed by -2.04%, over one month by -5.05%, over three months by -7.14% and over the past year by -0.21%.
Is SVOL a buy, sell or hold?
Simplify Volatility Premium has no consensus analysts rating.
What are the forecasts/targets for the SVOL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |