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NEOS ETF Trust NEOS Nasdaq-100 Hedged Equity Income ETF QQQH

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Market datapartial · fetched 2026-10-23T17:41:47.514Z

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 · 2026-10-23T17:10:12.158096918Z

FundamentalsAlpha Vantage · unavailable

Share price$54.00
1D+0.2%
$53.77$53.88$53.98$54.08$54.195:30 AM6:30 AM9:00 AM1:00 PMQQQH
Sold putSold call

NEOS ETF Trust NEOS Nasdaq-100 Hedged Equity Income ETF options

Live interpolated QQQH call and put midpoint premiums by absolute delta.NEOS ETF Trust NEOS Nasdaq-100 Hedged Equity Income ETF$0.25$0.65$1.05$1.45$1.85$48.13$50.69$53.26$55.82$58.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQH spot · $53.99QQQH PRICE$0.29$0.30$0.38$0.46$0.58$0.73$0.88$1.03$1.18$1.33$1.48$1.63$0.74$0.87$1.01$1.16$1.30$1.45$1.59$1.74
PutsExpensive1.37×
CallsCheap0.61×
SkewBearish+13.29 pp
Implied moveBearish±$2.47
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9413.2%6.0%49.5030.0%9.7%
25Δ55.749.3%3.8%50.5827.0%7.9%
30Δ55.449.3%3.4%51.2925.3%6.9%
35Δ55.149.3%3.0%51.9923.7%5.9%
40Δ54.869.3%2.7%52.7022.0%4.8%
45Δ54.609.4%2.5%53.4120.4%3.8%
50Δ54.339.4%2.2%54.1218.7%2.7%
55Δ54.069.5%2.0%54.8217.1%1.7%
60Δ53.809.5%1.8%
65Δ53.539.5%1.6%
70Δ53.279.6%1.4%
75Δ53.009.6%1.2%
80Δ

20Δ

Calls
Pseudo strike
56.94
IV
13.2%
B/E move
6.0%
Puts
Pseudo strike
49.50
IV
30.0%
B/E move
9.7%

25Δ

Calls
Pseudo strike
55.74
IV
9.3%
B/E move
3.8%
Puts
Pseudo strike
50.58
IV
27.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
55.44
IV
9.3%
B/E move
3.4%
Puts
Pseudo strike
51.29
IV
25.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
55.14
IV
9.3%
B/E move
3.0%
Puts
Pseudo strike
51.99
IV
23.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
54.86
IV
9.3%
B/E move
2.7%
Puts
Pseudo strike
52.70
IV
22.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
54.60
IV
9.4%
B/E move
2.5%
Puts
Pseudo strike
53.41
IV
20.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
54.33
IV
9.4%
B/E move
2.2%
Puts
Pseudo strike
54.12
IV
18.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
54.06
IV
9.5%
B/E move
2.0%
Puts
Pseudo strike
54.82
IV
17.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
53.80
IV
9.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.53
IV
9.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.27
IV
9.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
53.00
IV
9.6%
B/E move
1.2%
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