SVOL

Simplify Volatility Premium ETF

as of 06/11/2021

NAV

$ 26.88

NAV Change

+ $ 0.18 /0.67%

Price

$ 26.90

Price Change

+ $ 0.17 /0.64%

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 06/11/2021

Ticker Symbol
SVOL
Gross Expense Ratio
0.50%
Net Expense Ratio
CUSIP
82889N863
Total Assets
$11,426,064.66
Shares Outstanding
425,001
Distribution Yield as of 06/11/2021
N/A
SEC 30-Day Yield as of 05/31/2021
Unsubsidized 30-Day SEC Yield as of 05/31/2021
Options Available
No
Inception Date
05/12/2021
Premium/Discount (%) as of 06/11/2021
0.06%
NAV
$26.88
NAV Per Share as of 06/11/2021
$26.88
Market Price as of 06/11/2021
$26.90
30-Day Median Bid-Ask Spread
0.33%
Bid/Ask
$26.90/$26.98
Midpoint Price
$26.94
Volume
14,059
NAV Symbol
SVOL.NV
IOPV Symbol
Shares Out. Symbol
SVOL.SO

Fund Performance

As of 05/31/2021 03/31/2021

Cumulative 1 Month 3 Month 6 Month 1 Year Since Inception
NAV 4.81%
Market Price 5.16%
Annualized 1 Year 3 Year Since Inception
NAV
Market Price
Cumulative 1 Year Since Inception
NAV
Market Price
Annualized 1 Year 3 Year 5 Year Since Inception
NAV
Market Price

Historical Premium/Discount

Ticker Name Quantity Weight
SVXY PROSHARES SHORT VIX ST FU 105542 50.65%
SCHO SCHWAB SHORT-TERM US TREA 500 0.22%
VXX US 06/18/21 C84 VXX Jun 2021 84 Call 104 0.00%
VXX US 06/18/21 C82 VXX Jun 2021 82 Call 61 0.00%
VXX US 07/16/21 C90 VXX Jul 2021 90 Call 680 0.15%
US TREASURY N/ 0.125 4/23 2 Year Treasury 25000 0.22%
- CASH COLL INTER BROKER 884000 7.74%
- Estimated Cash 4687126 41.02%