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NEOS MLP & Energy Infrastructure High Income ETF MLPI

i

Market dataready · fetched 2026-11-13T00:47:15.809Z

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 · 2026-11-13T00:44:48.878331117Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:15.423219+00:00

Share price$51.99
1D+0.4%
AH$51.64$51.84$52.04$52.25$52.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLPI
Sold putSold callAH

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$0.06$0.62$1.17$1.73$2.28$48.55$50.24$51.93$53.62$55.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MLPI spot · $51.99MLPI PRICE$0.12$0.25$0.38$0.51$0.65$0.78$0.91$0.97$1.00$1.02$1.05$1.08$1.10$0.34$0.43$0.59$0.76$0.93$1.13$1.40$1.67$1.90$2.12
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$2.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0114.8%2.2%
25Δ52.8517.2%2.1%50.5828.6%3.4%
30Δ52.6919.7%2.1%50.9328.7%2.9%
35Δ52.5322.2%2.0%51.2330.1%2.6%
40Δ52.3724.7%2.0%51.5131.8%2.4%
45Δ52.2127.3%1.9%51.8033.6%2.2%
50Δ52.0529.8%1.9%52.1235.3%1.9%
55Δ51.8928.8%1.7%52.5136.9%1.7%
60Δ51.7426.2%1.4%52.8938.5%1.5%
65Δ51.5923.6%1.2%53.2638.0%1.2%
70Δ51.4321.0%0.9%53.6236.6%0.9%
75Δ51.2818.5%0.7%
80Δ51.1215.9%0.5%

20Δ

Calls
Pseudo strike
53.01
IV
14.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.85
IV
17.2%
B/E move
2.1%
Puts
Pseudo strike
50.58
IV
28.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
52.69
IV
19.7%
B/E move
2.1%
Puts
Pseudo strike
50.93
IV
28.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
52.53
IV
22.2%
B/E move
2.0%
Puts
Pseudo strike
51.23
IV
30.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
52.37
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
51.51
IV
31.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
52.21
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
51.80
IV
33.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
52.05
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
52.12
IV
35.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
51.89
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
52.51
IV
36.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
51.74
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
52.89
IV
38.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
51.59
IV
23.6%
B/E move
1.2%
Puts
Pseudo strike
53.26
IV
38.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.43
IV
21.0%
B/E move
0.9%
Puts
Pseudo strike
53.62
IV
36.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
51.28
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.12
IV
15.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.44%
Daily EOD
MLPI17.1%19.4%21.7%2026-10-19: 18.52%2026-10-20: 19.79%2026-10-21: 18.92%2026-10-22: 21.39%2026-10-23: 19.71%2026-10-26: 20.81%2026-10-27: 19.69%2026-10-28: 19.80%2026-10-29: 19.67%2026-10-30: 17.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.52%
19.79%
18.92%
21.39%
19.71%
20.81%
19.69%
19.80%
19.67%
17.44%