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NEOS Real Estate High Income ETF IYRI

i

Market datapartial · fetched 2026-11-11T14:50:25.563Z

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 · 2026-11-11T14:47:19.541995838Z

FundamentalsAlpha Vantage · unavailable

Share price$47.50
1D+0.0%
$47.46$47.48$47.51$47.53$47.565:30 AM6:30 AM9:00 AM1:00 PMIYRI
Sold putSold call

NEOS Real Estate High Income ETF options

Live interpolated IYRI call and put midpoint premiums by absolute delta.NEOS Real Estate High Income ETF$0.17$0.62$1.07$1.51$1.96$45.70$46.63$47.57$48.50$49.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYRI spot · $47.50IYRI PRICE$0.22$0.32$0.42$0.51$0.61$0.71$0.81$0.90$1.00$1.10$1.20$1.29$1.39$0.36$0.48$0.60$0.72$0.85$1.00$1.17$1.33$1.50$1.67$1.83
Puts——
CallsCheap0.77×
Skew——
Implied moveBearish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7116.1%3.0%45.7130.0%4.5%
25Δ48.5216.1%2.8%46.0131.9%4.1%
30Δ48.3316.1%2.6%46.3233.8%3.8%
35Δ48.1416.1%2.4%46.6235.8%3.4%
40Δ47.9516.1%2.2%46.9337.7%3.0%
45Δ47.7516.1%2.0%47.2637.4%2.6%
50Δ47.5616.1%1.8%47.5936.5%2.3%
55Δ47.3716.1%1.6%47.9235.6%1.9%
60Δ47.1816.1%1.4%48.2534.7%1.6%
65Δ46.9916.1%1.2%48.5833.8%1.2%
70Δ46.7916.1%1.0%48.9232.8%0.9%
75Δ46.6016.1%0.8%
80Δ46.4116.1%0.6%

20Δ

Calls
Pseudo strike
48.71
IV
16.1%
B/E move
3.0%
Puts
Pseudo strike
45.71
IV
30.0%
B/E move
4.5%

25Δ

Calls
Pseudo strike
48.52
IV
16.1%
B/E move
2.8%
Puts
Pseudo strike
46.01
IV
31.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
48.33
IV
16.1%
B/E move
2.6%
Puts
Pseudo strike
46.32
IV
33.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
48.14
IV
16.1%
B/E move
2.4%
Puts
Pseudo strike
46.62
IV
35.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
47.95
IV
16.1%
B/E move
2.2%
Puts
Pseudo strike
46.93
IV
37.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
47.75
IV
16.1%
B/E move
2.0%
Puts
Pseudo strike
47.26
IV
37.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
47.56
IV
16.1%
B/E move
1.8%
Puts
Pseudo strike
47.59
IV
36.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
47.37
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
47.92
IV
35.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
47.18
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
48.25
IV
34.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
46.99
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
48.58
IV
33.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
46.79
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
48.92
IV
32.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
46.60
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.41
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.26%
Daily close
IYRI12.6%20.0%27.4%2026-08-13: 17.91%2026-08-14: 17.88%2026-08-24: 14.53%2026-08-25: 14.70%2026-08-26: 13.80%2026-08-27: 14.94%2026-08-28: 13.64%2026-08-31: 15.95%2026-09-03: 14.01%2026-09-09: 14.46%2026-09-10: 15.64%2026-09-11: 15.47%2026-09-14: 17.26%2026-09-16: 21.97%2026-09-17: 17.89%2026-09-18: 16.52%2026-09-21: 14.14%2026-09-22: 14.40%2026-09-23: 16.43%2026-09-24: 15.53%2026-09-25: 16.92%2026-09-28: 18.77%2026-09-29: 18.91%2026-09-30: 18.07%2026-10-01: 17.69%2026-10-02: 19.39%2026-10-05: 17.61%2026-10-07: 17.30%2026-10-08: 18.46%2026-10-12: 20.01%2026-10-13: 20.44%2026-10-15: 26.35%2026-10-16: 18.25%2026-10-21: 17.04%2026-10-22: 17.00%2026-10-23: 17.79%2026-10-26: 17.96%2026-10-27: 17.94%2026-10-28: 18.04%2026-10-29: 17.88%2026-10-30: 17.26%Aug 13Sep 25Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.91%
17.88%
14.53%
14.70%
13.80%
14.94%
13.64%
15.95%
14.01%
14.46%
15.64%
15.47%
17.26%
21.97%
17.89%
16.52%
14.14%
14.40%
16.43%
15.53%
16.92%
18.77%
18.91%
18.07%
17.69%
19.39%
17.61%
17.30%
18.46%
20.01%
20.44%
26.35%
18.25%
17.04%
17.00%
17.79%
17.96%
17.94%
18.04%
17.88%
17.26%