SVOL

Simplify Volatility Premium ETF

as of 09/22/2021

NAV

$ 27.02

NAV Change

+ $ 0.35 /1.31%

Price

$ 27.05

Price Change

+ $ 0.24 /0.90%

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 09/22/2021

Ticker Symbol
SVOL
Gross Expense Ratio
0.50%
Net Expense Ratio
CUSIP
82889N863
Total Assets
$37,828,297.44
Shares Outstanding
1,400,001
Distribution Yield as of 09/22/2021
0.00%
SEC 30-Day Yield as of 08/31/2021
Unsubsidized 30-Day SEC Yield as of 08/31/2021
Options Available
No
Inception Date
05/12/2021
Premium/Discount (%) as of 09/22/2021
0.11%
NAV
$27.02
NAV Per Share as of 09/22/2021
$27.02
Market Price as of 09/22/2021
$27.05
30-Day Median Bid-Ask Spread
0.30%
Bid/Ask
$27.03/$27.13
Midpoint Price
$27.08
Volume
44,189
NAV Symbol
SVOL.NV
IOPV Symbol
Shares Out. Symbol
SVOL.SO

Fund Performance

As of 08/31/2021 06/30/2021

Cumulative 1 Month 3 Month 6 Month 1 Year Since Inception
NAV 3.80% 5.33% 10.39%
Market Price 3.48% 5.10% 9.90%
Annualized 1 Year 3 Year Since Inception
NAV
Market Price
Cumulative 1 Year Since Inception
NAV 8.05%
Market Price 8.16%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV
Market Price

Historical Premium/Discount

Calendar Year 2020 2nd Quarter of 2021
Days Traded at Premium
N/A
20
Days Traded at Discount
N/A
14
Ticker Name Quantity Weight
SVXY PROSHARES SHORT VIX ST FU 108000 15.86%
SCHO SCHWAB SHORT-TERM US TREA 1000 0.14%
VXX US 10/15/21 C71 VXX Oct 2021 71 Call 3920 0.24%
UXV1 CBOE VIX FUTURE Oct21 -234 -13.67%
UXX1 CBOE VIX FUTURE NOV21 -75 -4.59%
US TREASURY N/ 0.125 4/23 2 Year Treasury 100000 0.26%
- CASH COLL STONEX 100000 0.26%
- Estimated Cash 31631054 83.62%