Simplify Managed Futures Strategy ETF (CTA)'s 30-day implied volatility (IV30) was 26.5% at the close on November 9, 2026, up from 23.2% the day before, against a 52-week range of 8.7% to 34.9%. Its 20-day historical volatility was 30.0%.

Key numbers

30-day implied volatility (IV30): 26.5%
IV30 52-week range: 8.7% to 34.9% (median 20.9%)
Historical volatility: 20-day 30.0%, 1-year 24.7%
Implied move by the nearest expiration: ±1.5%

Data as of November 9, 2026.

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

Name: CTA Implied Volatility
Creator: Market Chameleon