Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.3595 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4786
Historical Volatility (Parkinson)	0.3223
Implied Volatility (Calls)	0.3532
Implied Volatility (Puts)	0.3658
Implied Volatility (Mean)	0.3595
Put-Call Implied Volatility Ratio	1.0358
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--