Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Simplify US Equity PLUS Downside Convexity ETF (SPD) had 30-Day Implied Volatility (Mean) of 0.4431 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2087
Historical Volatility (Parkinson)	0.1236
Implied Volatility (Calls)	0.4386
Implied Volatility (Puts)	0.4476
Implied Volatility (Mean)	0.4431
Put-Call Implied Volatility Ratio	1.0205
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--