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

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Market datapartial · fetched 2026-10-22T20:47:10.328Z

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 · 2026-10-22T20:00:00.52061016Z

FundamentalsAlpha Vantage · unavailable

Share price$53.91
1D-1.2%
AH$53.79$53.99$54.18$54.38$54.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQH
Sold putSold callAH

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$0.35$1.41$2.47$3.52$4.58$49.84$51.66$53.48$55.30$57.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQH spot · $53.91QQQH PRICE$0.47$0.52$0.55$0.47$0.60$0.73$0.85$0.99$1.15$1.30$1.46$1.72$2.00$0.59$0.65$0.68$0.71$0.84$0.98$1.13$1.32$1.51$1.95$2.59$3.27$4.28
PutsExpensive1.41×
CallsExpensive1.17×
SkewBearish+5.94 pp
Implied moveBearish±$1.99
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1929.2%8.8%50.2233.1%7.9%
25Δ56.7623.7%6.2%51.4627.7%5.8%
30Δ55.8219.7%4.6%52.3523.1%4.2%
35Δ54.9213.1%2.7%53.0419.3%3.0%
40Δ54.6613.4%2.5%53.4118.8%2.5%
45Δ54.4013.8%2.2%53.7918.3%2.0%
50Δ54.1414.2%2.0%54.1518.0%1.7%
55Δ53.8714.3%1.8%54.5017.8%1.4%
60Δ53.5914.1%1.5%54.8417.7%1.1%
65Δ53.3114.0%1.3%55.3719.5%0.9%
70Δ53.0313.8%1.1%56.0422.6%0.9%
75Δ52.6813.8%0.9%56.8324.6%0.7%
80Δ52.3313.9%0.8%57.9227.6%0.5%

20Δ

Calls
Pseudo strike
58.19
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
50.22
IV
33.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
56.76
IV
23.7%
B/E move
6.2%
Puts
Pseudo strike
51.46
IV
27.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
55.82
IV
19.7%
B/E move
4.6%
Puts
Pseudo strike
52.35
IV
23.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
54.92
IV
13.1%
B/E move
2.7%
Puts
Pseudo strike
53.04
IV
19.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
54.66
IV
13.4%
B/E move
2.5%
Puts
Pseudo strike
53.41
IV
18.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
54.40
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
53.79
IV
18.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
54.14
IV
14.2%
B/E move
2.0%
Puts
Pseudo strike
54.15
IV
18.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
53.87
IV
14.3%
B/E move
1.8%
Puts
Pseudo strike
54.50
IV
17.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
53.59
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
54.84
IV
17.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
53.31
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
55.37
IV
19.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
53.03
IV
13.8%
B/E move
1.1%
Puts
Pseudo strike
56.04
IV
22.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
52.68
IV
13.8%
B/E move
0.9%
Puts
Pseudo strike
56.83
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
52.33
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
57.92
IV
27.6%
B/E move
0.5%

Options history

No recorded observations