Simplify Short Term Treasury Futures Strategy ETF (TUA) Expected Move

Tracking the TUA expected move helps you see how far Simplify Short Term Treasury 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 Short Term Treasury 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 TUA 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 TUA, 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 TUA 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 Short Term Treasury Futures Strategy ETF is unlikely to go.

The Simplify Short Term Treasury Futures Strategy ETF (TUA) seeks to provide total return, before fees and expenses, that matches or outperforms the performance of the ICE US Treasury 7-10 Year Bond Index on a calendar quarter basis. The Fund does not seek to achieve its stated investment objective over a period of time different than a full calendar quarter. The fund looks to target the duration of the ICE 7-10 Year US Treasury Index by investing in Treasury futures at the short end of the curve. The fund is designed to provide significant duration from only a modest capital allocation while simultaneously attempting to harvest yield curve efficiencies from the short end of the curve using 2-Year US Treasury futures contracts.

The fund can be used as a replacement for less efficient intermediate duration holdings, as a means of increasing capital efficiency of shorter duration portfolio allocations, or as a building block within innovative portfolio solutions such as risk parity.

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 TUA expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Simplify Short Term Treasury 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 TUA.