Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $80.9M, listed on CBOE, carrying a beta of 2.95 to the broader market. The Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) seeks to provide total return, before fees and expenses, that matches or outperforms the performance of the ICE US Treasury 20+ Year Index on a calendar quarter basis. public since 2021-09-28.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for TYA as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →