Simplify Interest Rate Hedge ETF (PFIX) Historical Volatility

Tracking PFIX historical volatility helps you see how much Simplify Interest Rate Hedge ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Simplify Interest Rate Hedge ETF's HV tells you what really happened. Use our scanner to monitor PFIX 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The PFIX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Simplify Interest Rate Hedge ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

The Simplify Interest Rate Hedge ETF (PFIX) seeks to hedge interest rate movements arising from rising long-term interest rates and to benefit from market stress when fixed income volatility increases. T­he fund holds a large position in over-the-counter (OTC) interest rate options intended to provide a direct and transparent convex exposure to large upward moves in interest rates and interest rate volatility. Using OTC derivatives, usually only available to institutional investors, PFIX is designed to be functionally similar to owning a position in long-dated put options on 20-year US Treasury bonds.

Since the option position is held for an extended period, the ETF provides a simple and transparent interest rate hedge.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Simplify Interest Rate Hedge ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PFIX HV is running hot, cold, or in line. Make the PFIX 30 day historical volatility — and every other window — work for your edge instead of against it.