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NEOS Real Estate High Income ETF IYRI

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Market datapartial · fetched 2026-10-22T10:03:29.549Z

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 · 2026-10-22T00:00:03.778070428Z

FundamentalsAlpha Vantage · unavailable

Share price$45.61
1D-0.6%
AH$45.50$45.60$45.70$45.80$45.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYRI
Sold putSold callAH

NEOS Real Estate High Income ETF options

Live interpolated IYRI call and put midpoint premiums by absolute delta.NEOS Real Estate High Income ETF$0.48$0.94$1.40$1.86$2.32$41.45$43.47$45.48$47.50$49.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYRI spot · $45.61IYRI PRICE$0.63$0.63$0.68$0.75$0.81$0.87$0.99$1.17$1.35$1.52$1.70$1.88$2.19$0.69$0.74$0.65$0.53$0.70$0.88$1.07
PutsExpensive1.47×
CallsExpensive1.35×
SkewBearish+1.97 pp
Implied moveBearish±$2.05
TiltBullish48.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.5546.0%14.4%41.3645.4%10.8%
25Δ49.1034.0%9.0%42.8537.0%7.7%
30Δ48.3630.5%7.5%43.9227.2%5.1%
35Δ47.6927.4%6.2%44.9317.3%2.7%
40Δ47.0224.2%4.9%45.2817.6%2.3%
45Δ46.3521.1%3.5%45.5718.5%2.0%
50Δ45.8519.3%2.7%45.8619.5%1.8%
55Δ45.5319.0%2.4%
60Δ45.2118.8%2.1%
65Δ44.8918.5%1.8%
70Δ44.5718.2%1.5%
75Δ44.2518.0%1.2%
80Δ43.8218.5%0.9%

20Δ

Calls
Pseudo strike
51.55
IV
46.0%
B/E move
14.4%
Puts
Pseudo strike
41.36
IV
45.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
49.10
IV
34.0%
B/E move
9.0%
Puts
Pseudo strike
42.85
IV
37.0%
B/E move
7.7%

30Δ

Calls
Pseudo strike
48.36
IV
30.5%
B/E move
7.5%
Puts
Pseudo strike
43.92
IV
27.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
47.69
IV
27.4%
B/E move
6.2%
Puts
Pseudo strike
44.93
IV
17.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
47.02
IV
24.2%
B/E move
4.9%
Puts
Pseudo strike
45.28
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
46.35
IV
21.1%
B/E move
3.5%
Puts
Pseudo strike
45.57
IV
18.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
45.85
IV
19.3%
B/E move
2.7%
Puts
Pseudo strike
45.86
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
45.53
IV
19.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
45.21
IV
18.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.89
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.57
IV
18.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.25
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.82
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations