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

i

Market dataready · fetched 2026-11-13T02:49:38.944Z

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 · 2026-11-12T21:00:00.296923209Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:38.560816+00:00

Share price$52.91
1D+0.7%
AH$52.48$52.63$52.78$52.93$53.085:30 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$0.43$0.63$0.82$1.02$1.21$49.94$51.39$52.84$54.29$55.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQH spot · $52.91QQQH PRICE$0.45$0.45$0.48$0.52$0.59$0.66$0.73$0.79$0.86$0.92$0.98$1.05$1.16$0.47$0.50$0.54$0.59$0.64$0.69$0.75$0.80$0.86$0.91$0.97$1.02$1.08
PutsExpensive1.26×
CallsCheap0.91×
SkewNeutral+0.15 pp
Implied moveBalanced±$1.47
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8154.4%8.2%49.7752.8%6.8%
25Δ55.2340.5%5.2%50.9042.1%4.7%
30Δ54.4633.8%3.8%51.5336.3%3.6%
35Δ53.9129.4%2.9%52.0631.6%2.7%
40Δ53.6127.6%2.4%52.3729.0%2.2%
45Δ53.3025.9%2.0%52.6826.4%1.7%
50Δ53.0024.1%1.5%52.9923.8%1.3%
55Δ52.8222.6%1.3%53.1422.2%1.1%
60Δ52.6521.2%1.1%53.2920.6%0.9%
65Δ52.4819.7%0.9%53.4319.0%0.7%
70Δ52.3118.2%0.7%53.5817.5%0.6%
75Δ52.1416.7%0.5%53.7315.9%0.4%
80Δ51.9315.6%0.3%53.8714.3%0.2%

20Δ

Calls
Pseudo strike
56.81
IV
54.4%
B/E move
8.2%
Puts
Pseudo strike
49.77
IV
52.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
55.23
IV
40.5%
B/E move
5.2%
Puts
Pseudo strike
50.90
IV
42.1%
B/E move
4.7%

30Δ

Calls
Pseudo strike
54.46
IV
33.8%
B/E move
3.8%
Puts
Pseudo strike
51.53
IV
36.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
53.91
IV
29.4%
B/E move
2.9%
Puts
Pseudo strike
52.06
IV
31.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
53.61
IV
27.6%
B/E move
2.4%
Puts
Pseudo strike
52.37
IV
29.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
53.30
IV
25.9%
B/E move
2.0%
Puts
Pseudo strike
52.68
IV
26.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
53.00
IV
24.1%
B/E move
1.5%
Puts
Pseudo strike
52.99
IV
23.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
52.82
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
53.14
IV
22.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
52.65
IV
21.2%
B/E move
1.1%
Puts
Pseudo strike
53.29
IV
20.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
52.48
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
53.43
IV
19.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
52.31
IV
18.2%
B/E move
0.7%
Puts
Pseudo strike
53.58
IV
17.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
52.14
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
53.73
IV
15.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
51.93
IV
15.6%
B/E move
0.3%
Puts
Pseudo strike
53.87
IV
14.3%
B/E move
0.2%

Options history

IV · four-Friday blend17.48%
Daily EOD
QQQH14.3%29.2%44.1%2026-10-19: 36.34%2026-10-20: 16.76%2026-10-21: 39.74%2026-10-22: 16.37%2026-10-23: 42.03%2026-10-26: 22.54%2026-10-28: 25.06%2026-10-29: 26.65%2026-10-30: 17.48%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.34%
16.76%
39.74%
16.37%
42.03%
22.54%
25.06%
26.65%
17.48%