SVOL

Simplify Volatility Premium ETF

Spotlight Banner
as of 11/26/2021

NAV

$ 25.90

NAV Change

- $ 1.76 /6.36%

Price

$ 26.33

Price Change

- $ 1.48 /5.32%

Most traditional sources of income are failing to meet investor needs in today’s low yield environment. The Simplify Volatility Premium ETF (SVOL) invests in a strategy designed to provide an attractive income stream and source of diversification, without the risks inherent in high yield bonds.

The fund’s short VIX position provides investors an optimized exposure for monetizing the premium in the VIX futures market. A modest option overlay budget is then deployed into VIX call options to help mitigate against adverse moves in VIX.

Fund Overview

As of 11/26/2021

Ticker Symbol
SVOL
Gross Expense Ratio
1.13%
Net Expense Ratio
CUSIP
82889N863
Total Assets
$67,331,279.68
Shares Outstanding
2,600,001
SEC 30-Day Yield as of 10/31/2021
15.15%
Unsubsidized 30-Day SEC Yield as of 10/31/2021
15.15%
Options Available
No
Inception Date
05/12/2021
Premium/Discount (%) as of 11/26/2021
1.67%
NAV
$25.90
NAV Per Share as of 11/26/2021
$25.90
Market Price as of 11/26/2021
$26.33
30-Day Median Bid-Ask Spread
0.25%
Bid/Ask
$25.97/$26.75
Midpoint Price
$26.36
Volume
198,316
NAV Symbol
SVOL.NV
IOPV Symbol
Shares Out. Symbol
SVOL.SO

Fund Performance

As of 10/31/2021 09/30/2021

Cumulative 1 Month 3 Month 6 Month 1 Year Since Inception
NAV 6.18% 6.87% 13.65%
Market Price 5.76% 5.98% 12.56%
Annualized 1 Year 3 Year Since Inception
NAV
Market Price
Cumulative 1 Year Since Inception
NAV 7.04%
Market Price 6.43%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV
Market Price

Historical Premium/Discount

Calendar Year 2020 3rd Quarter of 2021
Days Traded at Premium
N/A
38
Days Traded at Discount
N/A
25
Ticker Name Quantity Weight
SVXY PROSHARES SHORT VIX ST FU 34703 2.98%
VXX US 12/17/21 C60 VXX Dec 2021 60 Call 9360 0.64%
UXZ1 CBOE VIX FUTURE Dec21 -483 -20.21%
UXF2 CBOE VIX FUTURE JAN22 -188 -8.00%
US TREASURY N/ 0.125 4/23 2 Year Treasury 100000 0.16%
- FUTURE CASH COLLATERAL 8698243 13.71%
- FUTURE CASH COLLATERAL 4200000 6.62%
- Estimated Cash 55785120 87.92%