Simplify Short Term Treasury Futures Strategy ETF (TUA) Historical Volatility

Tracking TUA historical volatility helps you see how much Simplify Short Term Treasury Futures Strategy 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 Short Term Treasury Futures Strategy ETF's HV tells you what really happened. Use our scanner to monitor TUA 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 TUA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Simplify Short Term Treasury Futures Strategy 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 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.

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 Short Term Treasury Futures Strategy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where TUA HV is running hot, cold, or in line. Make the TUA 30 day historical volatility — and every other window — work for your edge instead of against it.