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NEOS Gold High Income ETF IAUI

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Market datapartial · fetched 2026-10-22T21:59:10.084Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:31:54.253475918Z

FundamentalsAlpha Vantage · unavailable

Share price$46.82
1D-0.8%
AH$46.46$46.65$46.83$47.02$47.215:30 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$0.21$1.35$2.48$3.61$4.74$42.12$44.33$46.54$48.75$50.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAUI spot · $46.82IAUI PRICE$0.46$0.39$0.34$0.42$0.49$0.57$0.65$0.84$1.03$1.22$1.43$1.73$2.03$0.54$0.68$0.81$0.94$1.06$1.15$1.27$1.54$1.81$2.53$3.34$4.42
PutsFair1.04×
CallsCheap0.71×
SkewBearish+12.16 pp
Implied moveBearish±$1.92
TiltBearish26.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7739.6%13.7%43.4035.5%8.5%
25Δ50.1925.6%8.0%44.2633.0%6.9%
30Δ47.9613.6%3.2%44.9331.1%5.8%
35Δ47.7213.4%2.8%45.5929.1%4.6%
40Δ47.4813.1%2.5%46.1727.1%3.6%
45Δ47.2412.9%2.1%46.6224.8%2.9%
50Δ47.0012.7%1.8%47.0723.0%2.2%
55Δ46.7413.4%1.6%47.4923.6%1.9%
60Δ46.4814.1%1.5%47.9024.2%1.6%
65Δ46.2214.8%1.3%48.6528.7%1.5%
70Δ45.9415.5%1.2%49.5332.7%1.3%
75Δ45.5616.0%1.0%50.7037.2%1.1%
80Δ45.1816.5%0.8%

20Δ

Calls
Pseudo strike
52.77
IV
39.6%
B/E move
13.7%
Puts
Pseudo strike
43.40
IV
35.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
50.19
IV
25.6%
B/E move
8.0%
Puts
Pseudo strike
44.26
IV
33.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
47.96
IV
13.6%
B/E move
3.2%
Puts
Pseudo strike
44.93
IV
31.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
47.72
IV
13.4%
B/E move
2.8%
Puts
Pseudo strike
45.59
IV
29.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
47.48
IV
13.1%
B/E move
2.5%
Puts
Pseudo strike
46.17
IV
27.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
47.24
IV
12.9%
B/E move
2.1%
Puts
Pseudo strike
46.62
IV
24.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
47.00
IV
12.7%
B/E move
1.8%
Puts
Pseudo strike
47.07
IV
23.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
46.74
IV
13.4%
B/E move
1.6%
Puts
Pseudo strike
47.49
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
46.48
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
47.90
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
46.22
IV
14.8%
B/E move
1.3%
Puts
Pseudo strike
48.65
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
45.94
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
49.53
IV
32.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
45.56
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
50.70
IV
37.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
45.18
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations