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NEOS Russell 2000 High Income ETF IWMI

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Market datapartial · fetched 2026-10-22T11:21:50.537Z

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 · 2026-10-22T11:18:07.688600378Z

FundamentalsAlpha Vantage · unavailable

Share price$48.80
1D
Price history unavailable.

NEOS Russell 2000 High Income ETF options

Live interpolated IWMI call and put midpoint premiums by absolute delta.NEOS Russell 2000 High Income ETF$0.00$3.17$6.34$9.51$12.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIWMI PRICE$0.25$0.27$0.29$0.32$0.34$0.36$0.53$0.44$0.60$0.77$0.99$1.24$1.53$1.95$2.50$3.38$4.71$7.31$11.75
PutsExpensive1.35×
CallsCheap0.51×
SkewBearish+21.54 pp
Implied move——
TiltBearish90.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9916.7%5.0%45.2633.9%8.3%
25Δ50.6415.1%4.3%47.2020.2%4.2%
30Δ50.2913.4%3.7%47.5421.3%3.8%
35Δ49.9411.7%3.0%47.8822.5%3.5%
40Δ49.6010.1%2.3%48.2623.7%3.1%
45Δ49.258.4%1.6%48.6724.9%2.8%
50Δ49.1026.4%2.5%
55Δ49.6428.4%2.3%
60Δ50.2931.5%2.1%
65Δ51.2236.5%2.0%
70Δ52.6143.4%1.8%
75Δ55.2156.5%1.8%
80Δ59.7074.3%1.7%

20Δ

Calls
Pseudo strike
50.99
IV
16.7%
B/E move
5.0%
Puts
Pseudo strike
45.26
IV
33.9%
B/E move
8.3%

25Δ

Calls
Pseudo strike
50.64
IV
15.1%
B/E move
4.3%
Puts
Pseudo strike
47.20
IV
20.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
50.29
IV
13.4%
B/E move
3.7%
Puts
Pseudo strike
47.54
IV
21.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
49.94
IV
11.7%
B/E move
3.0%
Puts
Pseudo strike
47.88
IV
22.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
49.60
IV
10.1%
B/E move
2.3%
Puts
Pseudo strike
48.26
IV
23.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
49.25
IV
8.4%
B/E move
1.6%
Puts
Pseudo strike
48.67
IV
24.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.10
IV
26.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.64
IV
28.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.29
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.22
IV
36.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.61
IV
43.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.21
IV
56.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.70
IV
74.3%
B/E move
1.7%

Options history

No recorded observations