IntraAlpha
Create free account Start free

NEOS MLP & Energy Infrastructure High Income ETF MLPI

i

Market datapartial · fetched 2026-10-23T16:00:51.002Z

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 · 2026-10-23T15:58:12.00464372Z

FundamentalsAlpha Vantage · unavailable

Share price$52.68
1D+1.3%
$51.81$52.06$52.31$52.55$52.805:30 AM6:30 AM9:00 AM1:00 PMMLPI
Sold putSold call

NEOS MLP & Energy Infrastructure High Income ETF options

Live interpolated MLPI call and put midpoint premiums by absolute delta.NEOS MLP & Energy Infrastructure High Income ETF$0.15$2.13$4.11$6.09$8.08$47.26$49.78$52.30$54.81$57.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLPI spot · $52.67MLPI PRICE$0.36$0.38$0.43$0.54$0.66$0.78$0.86$0.88$0.90$0.92$0.94$0.96$1.10$0.39$0.50$0.68$0.91$1.13$1.31$1.48$1.97$2.50$3.03$4.91$6.59$7.51
PutsExpensive1.18×
CallsCheap0.56×
SkewBearish+16.17 pp
Implied moveBearish±$2.34
TiltBearish54.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.1823.9%7.3%50.1123.5%5.6%
25Δ54.7317.9%4.6%50.7422.4%4.6%
30Δ54.1616.1%3.6%51.2322.9%4.0%
35Δ53.7815.7%3.1%51.6224.5%3.7%
40Δ53.4815.8%2.8%52.0126.0%3.4%
45Δ53.1815.9%2.4%52.4825.2%2.8%
50Δ52.9315.4%2.1%52.9524.4%2.3%
55Δ52.7714.0%1.8%53.5726.4%2.0%
60Δ52.6012.6%1.6%54.2228.7%1.8%
65Δ52.4311.2%1.3%54.8631.1%1.6%
70Δ52.269.8%1.0%56.6342.8%1.8%
75Δ52.098.4%0.7%58.4448.8%1.6%
80Δ51.847.8%0.5%59.6247.8%1.1%

20Δ

Calls
Pseudo strike
56.18
IV
23.9%
B/E move
7.3%
Puts
Pseudo strike
50.11
IV
23.5%
B/E move
5.6%

25Δ

Calls
Pseudo strike
54.73
IV
17.9%
B/E move
4.6%
Puts
Pseudo strike
50.74
IV
22.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
54.16
IV
16.1%
B/E move
3.6%
Puts
Pseudo strike
51.23
IV
22.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
53.78
IV
15.7%
B/E move
3.1%
Puts
Pseudo strike
51.62
IV
24.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
53.48
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
52.01
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
53.18
IV
15.9%
B/E move
2.4%
Puts
Pseudo strike
52.48
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
52.93
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
52.95
IV
24.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
52.77
IV
14.0%
B/E move
1.8%
Puts
Pseudo strike
53.57
IV
26.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
52.60
IV
12.6%
B/E move
1.6%
Puts
Pseudo strike
54.22
IV
28.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
52.43
IV
11.2%
B/E move
1.3%
Puts
Pseudo strike
54.86
IV
31.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
52.26
IV
9.8%
B/E move
1.0%
Puts
Pseudo strike
56.63
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.09
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
58.44
IV
48.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
51.84
IV
7.8%
B/E move
0.5%
Puts
Pseudo strike
59.62
IV
47.8%
B/E move
1.1%

Options history

No recorded observations