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NEOS Gold High Income ETF IAUI

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Market dataready · fetched 2026-10-22T23:26:39.248Z

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 · 2026-10-22T23:06:00.387792462Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:20.765734+00:00

Share price$46.75
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$0.24$1.26$2.29$3.32$4.34$42.16$44.36$46.56$48.75$50.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAUI spot · $46.75IAUI PRICE$0.46$0.38$0.35$0.43$0.51$0.59$0.71$0.91$1.10$1.30$1.57$1.89$2.26$0.58$0.67$0.80$0.93$1.05$1.14$1.22$1.48$1.74$2.31$3.14$4.05
PutsFair1.01×
CallsCheap0.74×
SkewBearish+10.62 pp
Implied moveBearish±$1.93
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6439.3%13.6%43.1637.5%8.9%
25Δ49.9424.6%7.6%44.2332.7%6.8%
30Δ47.9314.1%3.3%44.8730.8%5.7%
35Δ47.6813.9%2.9%45.5228.8%4.6%
40Δ47.4213.6%2.5%46.1226.8%3.6%
45Δ47.1713.4%2.2%46.5524.6%2.9%
50Δ46.9113.6%1.9%46.9922.4%2.1%
55Δ46.6414.4%1.7%47.3922.7%1.8%
60Δ46.3815.3%1.6%47.8023.2%1.5%
65Δ46.1116.1%1.4%48.4326.3%1.3%
70Δ45.7616.9%1.2%49.3031.0%1.3%
75Δ45.3617.6%1.1%50.3134.3%1.0%
80Δ44.9118.7%0.9%

20Δ

Calls
Pseudo strike
52.64
IV
39.3%
B/E move
13.6%
Puts
Pseudo strike
43.16
IV
37.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
49.94
IV
24.6%
B/E move
7.6%
Puts
Pseudo strike
44.23
IV
32.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
47.93
IV
14.1%
B/E move
3.3%
Puts
Pseudo strike
44.87
IV
30.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
47.68
IV
13.9%
B/E move
2.9%
Puts
Pseudo strike
45.52
IV
28.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
47.42
IV
13.6%
B/E move
2.5%
Puts
Pseudo strike
46.12
IV
26.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
47.17
IV
13.4%
B/E move
2.2%
Puts
Pseudo strike
46.55
IV
24.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
46.91
IV
13.6%
B/E move
1.9%
Puts
Pseudo strike
46.99
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
46.64
IV
14.4%
B/E move
1.7%
Puts
Pseudo strike
47.39
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
46.38
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
47.80
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
46.11
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
48.43
IV
26.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
45.76
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
49.30
IV
31.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
45.36
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
50.31
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
44.91
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations