SVOL250919P00021000 Option on Simplify Volatility
SVOL Etf | USD 17.77 0.03 0.17% |
SVOL250919P00021000 is a PUT option contract on Simplify Volatility's common stock with a strick price of 21.0 expiring on 2025-09-19. The contract was not traded in recent days and, as of today, has 56 days remaining before the expiration. The option is currently trading at a bid price of $3.7, and an ask price of $4.0. The implied volatility as of the 25th of July is 56.0.
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When exercised, put options on Simplify Volatility produce a short position in Simplify Etf. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on Simplify Volatility's downside price movement.
Rule 16 of 2025-09-19 Option Contract
The options market is anticipating that Simplify Volatility Premium will have an average daily up or down price movement of about 0.0385% per day over the life of the option. With Simplify Volatility trading at USD 17.77, that is roughly USD 0.006837. If you think that the market is fully understating Simplify Volatility's daily price movement you should consider buying Simplify Volatility Premium options at that current volatility level of 0.62%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Put Option on Simplify Volatility
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their Simplify Volatility positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on Simplify Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Put Contract Name | SVOL250919P00021000 |
Expires On | 2025-09-19 |
Days Before Expriration | 56 |
Vega | 0.023738 |
Gamma | 0.080168 |
Theoretical Value | 3.85 |
Open Interest | 80 |
Strike Price | 21.0 |
Last Traded At | 4.0 |
Current Price Spread | 3.7 | 4.0 |
Rule 16 Daily Up or Down | USD 0.006837 |
Simplify short PUT Option Greeks
Simplify Volatility's Option Greeks for the contract ending on 2025-09-19 at a strike price of 21.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Simplify Volatility's option greeks, its implied volatility helps estimate the risk of Simplify Volatility stock implied by the prices of the options on Simplify Volatility's stock.
Delta | -0.714079 | |
Gamma | 0.080168 | |
Theta | -0.011423 | |
Vega | 0.023738 | |
Rho | -0.018291 |
Simplify long PUT Option Payoff at expiration
Put options written on Simplify Volatility grant holders of the option the right to sell a specified amount of Simplify Volatility at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Simplify Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Simplify Volatility is like buying insurance aginst Simplify Volatility's downside shift.
Profit |
Simplify Volatility Price At Expiration |
Simplify short PUT Option Payoff at expiration
By selling Simplify Volatility's put option, the investors signal their bearish sentiment. A short position in a put option written on Simplify Volatility will generally make money when the underlying price is above the strike price. Therefore Simplify Volatility's put payoff at expiration depends on where the Simplify Etf price is relative to the put option strike price. The breakeven price of 17.15 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Simplify Volatility's price. Finally, at the strike price of 21.0, the payoff chart is constant and positive.
Profit |
Simplify Volatility Price At Expiration |
Simplify Volatility Available Put Options
Simplify Volatility's option chain is a display of a range of information that helps investors for ways to trade options on Simplify. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Simplify. It also shows strike prices and maturity days for a Simplify Volatility against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | SVOL250919P00030000 | 0 | 30.0 | 11.0 - 14.8 | 11.0 | In |
Put | SVOL250919P00029000 | 0 | 29.0 | 9.7 - 13.8 | 9.7 | In |
Put | SVOL250919P00028000 | 0 | 28.0 | 8.7 - 12.8 | 8.7 | In |
Put | SVOL250919P00027000 | 0 | 27.0 | 7.7 - 11.8 | 7.7 | In |
Put | SVOL250919P00026000 | 0 | 26.0 | 6.7 - 10.8 | 6.7 | In |
Put | SVOL250919P00025000 | 0 | 25.0 | 6.3 - 9.8 | 6.3 | In |
Put | SVOL250919P00024000 | 0 | 24.0 | 4.7 - 8.8 | 4.7 | In |
Put | SVOL250919P00023000 | 0 | 23.0 | 3.7 - 7.8 | 5.35 | In |
Put | SVOL250919P00022000 | 10 | 22.0 | 4.7 - 5.0 | 4.7 | In |
Put | SVOL250919P00021000 | 80 | 21.0 | 3.7 - 4.0 | 4.0 | In |
Put | SVOL250919P00020000 | 94 | 20.0 | 2.75 - 3.0 | 2.6 | In |
Put | SVOL250919P00019000 | 174 | 19.0 | 1.8 - 2.1 | 1.9 | In |
Put | SVOL250919P00018000 | 168 | 18.0 | 1.0 - 1.25 | 1.05 | In |
Put | SVOL250919P00017000 | 161 | 17.0 | 0.5 - 0.7 | 0.59 | Out |
Put | SVOL250919P00016000 | 139 | 16.0 | 0.2 - 0.4 | 0.25 | Out |
Put | SVOL250919P00015000 | 268 | 15.0 | 0.1 - 0.25 | 0.25 | Out |
Put | SVOL250919P00014000 | 34 | 14.0 | 0.05 - 0.15 | 0.05 | Out |
Put | SVOL250919P00013000 | 112 | 13.0 | 0.0 - 0.1 | 0.15 | Out |
Put | SVOL250919P00012000 | 1062 | 12.0 | 0.0 - 0.25 | 0.1 | Out |
Put | SVOL250919P00011000 | 180 | 11.0 | 0.0 - 0.1 | 0.05 | Out |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Simplify Volatility Premium. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of Simplify Volatility is measured differently than its book value, which is the value of Simplify that is recorded on the company's balance sheet. Investors also form their own opinion of Simplify Volatility's value that differs from its market value or its book value, called intrinsic value, which is Simplify Volatility's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Simplify Volatility's market value can be influenced by many factors that don't directly affect Simplify Volatility's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Simplify Volatility's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Volatility is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Volatility's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.