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NEOS Real Estate High Income ETF IYRI

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Market datapartial · fetched 2026-10-22T16:05:13.886Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:03:26.98931424Z

FundamentalsAlpha Vantage · unavailable

Share price$45.84
1D+0.4%
$45.60$45.69$45.77$45.86$45.945:30 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$0.96$1.32$1.68$2.04$2.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIYRI PRICE$1.00$1.21$1.48$1.81$2.29
PutsCheap0.85×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ45.4118.3%3.1%
45Δ45.8218.7%2.7%
50Δ46.2719.3%2.3%
55Δ46.7520.1%1.9%
60Δ47.3521.8%1.7%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.41
IV
18.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.82
IV
18.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.27
IV
19.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.75
IV
20.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.35
IV
21.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations