Simplify Managed Futures Strategy ETF (CTA)'s 30-day implied volatility (IV30) was 23.2% at the close on November 6, 2026, down from 25.0% the day before, against a 52-week range of 8.7% to 34.9%. Its 20-day historical volatility was 30.2%.

Key numbers

30-day implied volatility (IV30): 23.2%
IV30 52-week range: 8.7% to 34.9% (median 20.8%)
Historical volatility: 20-day 30.2%, 1-year 24.7%
Implied move by the nearest expiration: ±1.4%

Data as of November 6, 2026.

CTA Implied Volatility (IV) vs Historical Volatility (HV)

Name: CTA Implied Volatility
Creator: Market Chameleon