IntraAlpha
Create free account Start free

NEOS Gold High Income ETF IAUI

i

Market datapartial · fetched 2026-11-12T00:48:01.110Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:03.58147213Z

FundamentalsAlpha Vantage · unavailable

Share price$46.03
1D-0.6%
AH$45.97$46.07$46.17$46.26$46.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAUI
Sold putSold callAH

NEOS Gold High Income ETF options

Live interpolated IAUI call and put midpoint premiums by absolute delta.NEOS Gold High Income ETF$0.00$1.27$2.54$3.81$5.08$42.75$44.29$45.83$47.37$48.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAUI spot · $46.03IAUI PRICE$0.12$0.16$0.20$0.23$0.27$0.31$0.35$0.43$0.67$0.91$1.15$1.47$2.13$0.57$0.59$0.37$0.45$0.53$0.61$0.78$1.04$1.30$1.61$2.12$2.95$4.71
PutsExpensive1.25×
CallsCheap0.53×
SkewBearish+20.54 pp
Implied moveBearish±$1.12
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.0415.3%2.5%42.3468.7%9.3%
25Δ46.8714.7%2.2%43.6953.6%6.4%
30Δ46.7214.2%1.9%45.1225.7%2.8%
35Δ46.5713.7%1.7%45.3725.2%2.4%
40Δ46.4213.1%1.4%45.6224.6%2.0%
45Δ46.2712.6%1.2%45.8724.1%1.7%
50Δ46.1212.1%0.9%46.1525.2%1.4%
55Δ45.9412.4%0.7%46.4628.1%1.3%
60Δ45.7015.4%0.7%46.7631.0%1.2%
65Δ45.4518.5%0.7%47.1334.2%1.1%
70Δ45.2021.5%0.7%47.6838.4%1.0%
75Δ44.8725.2%0.7%48.5546.2%0.9%
80Δ44.2031.8%0.7%50.3162.4%0.9%

20Δ

Calls
Pseudo strike
47.04
IV
15.3%
B/E move
2.5%
Puts
Pseudo strike
42.34
IV
68.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
46.87
IV
14.7%
B/E move
2.2%
Puts
Pseudo strike
43.69
IV
53.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
46.72
IV
14.2%
B/E move
1.9%
Puts
Pseudo strike
45.12
IV
25.7%
B/E move
2.8%

35Δ

Calls
Pseudo strike
46.57
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
45.37
IV
25.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
46.42
IV
13.1%
B/E move
1.4%
Puts
Pseudo strike
45.62
IV
24.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
46.27
IV
12.6%
B/E move
1.2%
Puts
Pseudo strike
45.87
IV
24.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
46.12
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
46.15
IV
25.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
45.94
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
46.46
IV
28.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
45.70
IV
15.4%
B/E move
0.7%
Puts
Pseudo strike
46.76
IV
31.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.45
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
47.13
IV
34.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
45.20
IV
21.5%
B/E move
0.7%
Puts
Pseudo strike
47.68
IV
38.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
44.87
IV
25.2%
B/E move
0.7%
Puts
Pseudo strike
48.55
IV
46.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
44.20
IV
31.8%
B/E move
0.7%
Puts
Pseudo strike
50.31
IV
62.4%
B/E move
0.9%

Options history

IV · four-Friday blend20.55%
Daily close
IAUI15.8%25.6%35.4%2026-08-13: 22.45%2026-08-14: 20.96%2026-08-17: 23.42%2026-08-18: 25.55%2026-08-19: 30.07%2026-08-20: 21.91%2026-08-21: 22.06%2026-08-24: 22.14%2026-08-25: 21.61%2026-08-26: 21.22%2026-08-27: 20.72%2026-08-28: 19.66%2026-08-31: 20.01%2026-09-01: 20.97%2026-09-02: 20.60%2026-09-03: 20.13%2026-09-04: 20.48%2026-09-08: 21.65%2026-09-09: 21.81%2026-09-10: 22.01%2026-09-11: 22.14%2026-09-14: 24.97%2026-09-15: 27.28%2026-09-16: 22.84%2026-09-17: 34.02%2026-09-18: 19.03%2026-09-21: 18.34%2026-09-22: 19.09%2026-09-23: 17.73%2026-09-28: 17.44%2026-09-29: 17.80%2026-09-30: 17.77%2026-10-01: 17.90%2026-10-02: 17.57%2026-10-05: 18.48%2026-10-06: 17.13%2026-10-07: 17.16%2026-10-08: 17.20%2026-10-09: 19.93%2026-10-14: 20.96%2026-10-16: 20.04%2026-10-19: 19.08%2026-10-20: 19.20%2026-10-21: 18.44%2026-10-22: 19.91%2026-10-23: 19.59%2026-10-26: 19.42%2026-10-27: 19.25%2026-10-28: 19.35%2026-10-29: 19.46%2026-10-30: 20.55%Aug 13Sep 18Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.45%
20.96%
23.42%
25.55%
30.07%
21.91%
22.06%
22.14%
21.61%
21.22%
20.72%
19.66%
20.01%
20.97%
20.60%
20.13%
20.48%
21.65%
21.81%
22.01%
22.14%
24.97%
27.28%
22.84%
34.02%
19.03%
18.34%
19.09%
17.73%
17.44%
17.80%
17.77%
17.90%
17.57%
18.48%
17.13%
17.16%
17.20%
19.93%
20.96%
20.04%
19.08%
19.20%
18.44%
19.91%
19.59%
19.42%
19.25%
19.35%
19.46%
20.55%