Tracking the CTA expected move helps you see how far Simplify Managed Futures Strategy ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Simplify Managed Futures Strategy ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CTA expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CTA, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CTA expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Simplify Managed Futures Strategy ETF is unlikely to go.
The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has a low correlation to equities, and can provide support in risk-off events. To this end, CTA deploys a suite of systematic models that have been designed by Altis Partners, a commodity trading advisor with over 20 years of experience.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CTA expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Simplify Managed Futures Strategy ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CTA.
