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NEOS MLP & Energy Infrastructure High Income ETF MLPI

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Market dataready · fetched 2026-10-23T16:47:06.372Z

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 · 2026-10-23T16:43:46.833958131Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:41:11.988184+00:00

Share price$52.62
1D+1.2%
$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$0.21$1.44$2.67$3.91$5.14$47.76$50.12$52.49$54.85$57.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLPI spot · $52.62MLPI PRICE$0.34$0.36$0.42$0.53$0.64$0.76$0.82$0.85$0.88$0.92$0.95$1.04$1.34$0.38$0.49$0.67$0.89$1.11$1.31$1.51$2.00$2.58$3.15$4.78
PutsExpensive1.05×
CallsCheap0.55×
SkewBearish+13.12 pp
Implied moveBearish±$2.33
TiltBearish31.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.8622.4%6.8%50.1522.6%5.4%
25Δ54.6217.3%4.5%50.7222.0%4.5%
30Δ54.0415.5%3.5%51.2022.5%4.0%
35Δ53.7215.5%3.1%51.5924.0%3.6%
40Δ53.4215.5%2.7%51.9725.6%3.3%
45Δ53.1215.5%2.4%52.4325.2%2.8%
50Δ52.8914.8%2.1%52.9024.8%2.3%
55Δ52.7013.5%1.8%53.5326.8%2.1%
60Δ52.5212.2%1.5%54.2129.6%1.9%
65Δ52.3310.9%1.2%54.8832.3%1.7%
70Δ52.149.6%0.9%56.4841.8%1.8%
75Δ51.918.7%0.6%
80Δ51.519.4%0.4%

20Δ

Calls
Pseudo strike
55.86
IV
22.4%
B/E move
6.8%
Puts
Pseudo strike
50.15
IV
22.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
54.62
IV
17.3%
B/E move
4.5%
Puts
Pseudo strike
50.72
IV
22.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
54.04
IV
15.5%
B/E move
3.5%
Puts
Pseudo strike
51.20
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
53.72
IV
15.5%
B/E move
3.1%
Puts
Pseudo strike
51.59
IV
24.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
53.42
IV
15.5%
B/E move
2.7%
Puts
Pseudo strike
51.97
IV
25.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
53.12
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
52.43
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
52.89
IV
14.8%
B/E move
2.1%
Puts
Pseudo strike
52.90
IV
24.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
52.70
IV
13.5%
B/E move
1.8%
Puts
Pseudo strike
53.53
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
52.52
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
54.21
IV
29.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
52.33
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
54.88
IV
32.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
52.14
IV
9.6%
B/E move
0.9%
Puts
Pseudo strike
56.48
IV
41.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
51.91
IV
8.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.51
IV
9.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations