Holdings of Simplify Volatility Premium ETF
Because of its complexity, the holdings of Simplify Volatility Premium ETF can look long and confusing at first glance. As of August 2025, they could be broken down into several key components.
First is the allocation to other Simplify ETFs, using a fund-of-funds structure. These include various fixed-income strategies and hedged equity strategies.
The most notable position is the short VIX futures overlay. In August 2025, the ETF was short September 2025 VIX futures at roughly -31% of its national exposure.
Finally, there is a mix of derivatives. Some, like long S&P 500 index puts and long VIX calls, are designed to hedge against sudden volatility spikes. Others, such as long S&P 500 index calls and U.S. bond futures options, aim to help maintain net asset value stability.
The portfolio also holds Treasury bills as collateral to support its derivatives exposure.
Simplify Volatility Premium ETF is actively managed and its allocations can shift quickly in response to market conditions, so investors should not expect a static basket of holdings.
