SVOL News and Press, Simplify Volatility Premium ETF From 12/10/21

Just when the hedge funds and the algos panicked last week, stocks predictably found support at the 200-day moving average for key indices and indicators such as the New York Stock Exchange Advance Decline line. Given the fact that the inmates (algos) are now running the asylum, any b...

The new COVID-19 variant has seemingly reignited the prospect of hell. This has caused the VIX to hit a 10-month high. Limited evidence points to mild symptoms and continued vaccine efficacy. For further details see: Hell Is Likely Not Coming With New COVID-19 Variant

Five year inflation breakeven (unadjusted) down, 10yr-3mo term spread down, VIX and EPU up, and S&P 500 down. Ignoring adjustments for inflation risk term and liquidity premia, implied expected 5 year inflation is down to 2.8%, while growth prospects also revert back to September ...

Craig: Today's volatility is a continuation of last week's selloff. Craig: We pulled back some of our risk based on valuation. Craig: Fed's comments were more balanced than hawkish on tapering. For further details see: Market Whipsaws On Fed Hawk Talk And Omicron Fears ...

Simplify Asset Management Inc. ("Simplify"), an innovative provider of Exchange Traded Funds ("ETFs"), announced today that it expects to deliver capital gains distributions across 3 Simplify ETFs.* For the funds listed in Table 1, the ex-date for the 2021 capital gains distribution...

Aside from the fact that panicking and trading are never a good combination, which is why we design trading plans, last Friday’s global stock plunge may turn out to be just another in a line of overreactions from algo traders. Of course, a bear market could start at any time. A...

Over the past two years, the Russell 2000 Index and S&P 500 Index are both up ~50%. One of the primary uses for Index options is to hedge specific portfolio risks. Individuals and institutions typically have long exposure to equities. Between 1980 and 2021 (YTD) on average the...

Fund is fully invested in the S&P 500 with simultaneous exposure to a series of put-spread collars designed to help reduce volatility Simplify Asset Management (“Simplify”) , an innovative provider of options-based Exchange Traded Funds (“ETFs&#x...

Option values reflect the probability of a given outcome over a specific time frame. Our assumptions about future outcomes are typically informed by historical events. A huge pool of natural buyers of S&P 500 downside protection (puts) exists. The Cboe SKEW Index quantifie...

While the market started the week a bit sloppily, the bulls charged back on Thursday as earnings season officially got underway. With the market crossing above significant resistance at the 50-DMA and turning both seasonal “buy signals” confirmed, it appears a push for p...