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SPD - Simplify US Equity PLUS Downside Convexity ETF
Implied Volatility Analysis

Implied Volatility:
107.7%

Simplify US Equity PLUS Downside Convexity ETF has an Implied Volatility (IV) of 107.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPD is 38 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for SPD is -0.18 standard deviations away from its 1 year mean.

Market Cap$313.07M
Dividend Yield1.19% ($0.30)
Implied Volatility (IV) 30d
107.68
Implied Volatility Rank (IVR) 1y
37.68
Implied Volatility Percentile (IVP) 1y
42.11
Historical Volatility (HV) 30d
15.94
IV / HV
6.76

Data was calculated after the 11/30/2022 closing.

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