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Simplify Managed Futures Strategy ETF CTA 29.14 -0.69 -2.31%

CTA Historical Options Analysis

Explore CTA (Simplify Managed Futures Strategy ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

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Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

CTA / Comparative study

3 signals / 393 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.22
42.92
Mean
17.73
Window
--
ATM IV z 0.67
0.46
Mean
0.32
Window
-10.0%
IV Percentile z 1.41
90.66
Mean
52.57
Window
-9.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.75 0.56
ATM IV 0.75 1.00 0.68
IV Percent... 0.56 0.68 1.00
Source observations

Data inspector

1-50 of 393
  • 1 / 8
Date Close IV Rank ATM IV IV Percentile
2026-09-21 29.14 42.92 0.46 90.66
2026-09-18 29.83 54.91 0.57 97.67
2026-09-17 29.98 26.98 0.31 58.14
2026-09-16 30.66 35.4 0.39 86.05
2026-09-15 31 33.07 0.37 81.4
2026-09-14 30.29 42.11 0.45 90.27
2026-09-11 30.29 35.63 0.39 86.82
2026-09-10 31.08 13.29 0.19 25.19
2026-09-09 29.8 38.29 0.42 87.98
2026-09-08 28.96 25.83 0.3 57.36
2026-09-07 28.44 29.46 0.34 68.87
2026-09-04 28.44 28.22 0.33 64.34
2026-09-03 28.39 26.93 0.31 59.3
2026-09-02 28.94 27.51 0.32 62.02
2026-09-01 29.08 22.55 0.27 47.86
2026-08-31 28.27 27.24 0.32 60.94
2026-08-28 27.52 46.68 0.5 93.39
2026-08-27 27.48 44.68 0.48 93
2026-08-26 26.99 35.82 0.4 88.33
2026-08-25 27.01 35.2 0.39 87.94
2026-08-24 27.89 40.55 0.44 90.63
2026-08-21 28.55 28.56 0.33 67.7
2026-08-20 28.48 27.93 0.32 65.37
2026-08-19 28.12 31.46 0.36 78.99
2026-08-18 27.93 29.24 0.34 69.65
2026-08-17 27.88 27.61 0.32 65.63
2026-08-14 27.19 32.2 0.36 80.93
2026-08-13 26.94 31.36 0.36 78.21
2026-08-12 27.15 29.48 0.34 72.37
2026-08-11 27.18 26.99 0.31 65.37
2026-08-10 26.99 31.36 0.36 78.13
2026-08-07 25.87 22.25 0.27 53.7
2026-08-06 26.06 23.17 0.28 56.81
2026-08-05 25.52 24.07 0.29 60.31
2026-08-04 25.45 16.81 0.22 36.96
2026-08-03 26.23 25.55 0.3 64.45
2026-07-31 27.14 29.82 0.34 73.54
2026-07-30 27.03 21.78 0.27 54.09
2026-07-29 27.2 29.44 0.34 73.15
2026-07-28 26.32 25.27 0.3 63.81
2026-07-27 26.79 16.2 0.22 35.16
2026-07-24 28.12 31.91 0.36 79.77
2026-07-23 28.66 26.62 0.31 65.37
2026-07-22 27.91 54.59 0.57 96.89
2026-07-21 27.71 43.83 0.47 93
2026-07-20 27.35 54.74 0.57 97.27
2026-07-17 27.12 33.96 0.38 87.94
2026-07-16 26.51 12.74 0.37 85.21
2026-07-15 26.82 11.66 0.34 75.88
2026-07-14 26.89 11.75 0.35 76.65