(SVOL) Simplify Volatility Premium - Overview
ETF Category: Derivative Income | Exchange: NYSE ARCA (USA) | Market Cap: 586m USD | Total Return: 27.7% in 12m
Futures, Options, VIX, Income
Total Rating 26
Safety 69
Buy Signal 0.01
Derivative Income
Category Rotation: -2.0
TER: 1.16%
TER: 1.16%
AUM:
586M
Avg Turnover: 6.32M USD
Avg Turnover: 6.32M USD
ATR:
1.63%
Peers RS (IBD): 17.6
Peers RS (IBD): 17.6
Risk 5d forecast
Volatility13.7%
Rel. Tail Risk-0.50%
Reward TTM
Sharpe Ratio0.60
Alpha-22.14
Character TTM
Beta1.417
Beta Downside1.228
Drawdowns 3y
Max DD33.50%
CAGR/Max DD0.18
Warnings
No concerns identified
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 08, 2026, the stock is trading at USD 15.48 with a total of 230,795 shares traded.
Over the past week, the price has changed by +0.91%, over one month by -2.73%, over three months by -8.07% and over the past year by +27.65%.
Over the past week, the price has changed by +0.91%, over one month by -2.73%, over three months by -8.07% and over the past year by +27.65%.
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