Simplify Volatility Premi... (SVOL)
| Bid | 17.82 |
| Market Cap | 938.01M |
| AUM | 880.1M |
| NAV | 17.51 |
| EPS (ttm) | 0.69 |
| PE Ratio (ttm) | 25.93 |
| Shares Out | 52.43M |
| Inception Date | May 11, 2021 |
| Ask | 18 |
| Volume | 332.42K |
| Open | 17.86 |
| Previous Close | 17.82 |
| Day's Range | 17.85 - 18.11 |
| 52-Week Range | 13.18 - 22.84 |
| Holdings | 31 |
| Expense Ratio | 0.72% |
About SVOL
The Simplify Volatility Premium ETF (SVOL) seeks to provide investment results, before fees and expenses, that correspond to approximately one-fifth to three-tenths (-0.2x to -0.3x) the inverse of the performance of the Cboe Volatility Index (VIX) short-term futures index while also seeking to mitigate extreme volatility. We believe many traditional sources of income are failing to meet investor needs in today’s low yield environment. SVOL aims to provide an attractive income stream and source of diversification while seeking to avoid risks inherent in other income-producing asset classes. 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 protect against adverse moves in VIX.
Top 10 Holdings 81.99% of assets
| Name | Symbol | Weight |
|---|---|---|
| Us Long Bond(cbt) Se... | USU5 Comdty | 28.95% |
| B 08/05/25 Govt | B 08/05/25 Govt | 11.14% |
| B 08/12/25 Govt | B 08/12/25 Govt | 8.59% |
| Simplify Aggregate B... | AGGH | 6.70% |
| Simplify US Equity P... | SPUC | 6.32% |
| Simplify Multi-qis A... | QIS | 5.65% |
| B 08/26/25 Govt | B 08/26/25 Govt | 5.41% |
| Simplify National Mu... | NMB | 4.96% |
| Simplify Risk Parity... | TYA | 2.44% |
| Simplify Exchange Tr... | SBAR | 1.83% |
Dividends Dividend Yield 18.32%
| Ex-Dividend | Amount | Payment Date |
|---|---|---|
| May 27, 2025 | $0.3000 | May 30, 2025 |
| Apr 25, 2025 | $0.2700 | Apr 30, 2025 |
| Mar 26, 2025 | $0.2700 | Mar 31, 2025 |
| Feb 25, 2025 | $0.2700 | Feb 28, 2025 |
| Jan 28, 2025 | $0.2700 | Jan 31, 2025 |
2 weeks ago · seekingalpha.com
SVOL: Why This Actively Managed Volatility ETF Still Warrants A LookThe Simplify Volatility Premium ETF trades at a 17.8% distribution rate, benefiting from selling short-term VIX futures, but struggles during market crises. SVOL's strategy involves selling volatility...
3 months ago · seekingalpha.com
SVOL: Low-Quality Holdings Increase Downside Potential SignificantlyI downgraded the Simplify Volatility Premium ETF to a Strong Sell due to its increased exposure to equities that increases risks and reduces its diversification benefits. SVOL's portfolio shifted dras...
3 months ago · seekingalpha.com
SVOL: Over 15% Distribution Yield, Interesting Buy If Market StabilizesThe Simplify Volatility Premium ETF trades at a 15.25% yield by selling short-term VIX futures, benefiting from contango but vulnerable during backwardation. SVOL employs tail hedging and invests in a...