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

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Market datapartial · fetched 2026-10-22T23:10:05.951Z

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 · 2026-10-22T22:53:02.025866612Z

FundamentalsAlpha Vantage · unavailable

Share price$53.36
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$0.36$1.32$2.27$3.22$4.17$50.13$51.95$53.76$55.58$57.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQH spot · $53.36QQQH PRICE$0.48$0.55$0.47$0.62$0.78$0.93$1.14$1.35$1.62$1.99$2.48$3.23$3.90$0.57$0.63$0.67$0.69$0.70$0.79$0.88$0.98$1.08$1.19$1.30$1.42$1.53
PutsFair1.02×
CallsExpensive1.60×
SkewBullish-5.35 pp
Implied moveBullish±$2.03
TiltBullish22.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.7230.0%9.1%49.7732.6%7.8%
25Δ56.3725.4%6.7%51.0226.9%5.6%
30Δ54.9216.4%3.8%51.8822.7%4.0%
35Δ54.6117.2%3.5%52.4519.3%3.0%
40Δ54.3018.1%3.2%52.9715.9%2.0%
45Δ53.9818.9%2.9%53.2515.1%1.7%
50Δ53.6119.3%2.6%53.5314.4%1.3%
55Δ53.2319.7%2.3%53.8013.7%1.0%
60Δ52.8120.5%2.0%54.0513.0%0.7%
65Δ52.3322.0%1.8%54.2612.3%0.6%
70Δ51.7524.1%1.6%54.4611.6%0.4%
75Δ50.9427.6%1.5%54.6711.0%0.2%
80Δ50.1329.0%1.2%54.8710.3%0.0%

20Δ

Calls
Pseudo strike
57.72
IV
30.0%
B/E move
9.1%
Puts
Pseudo strike
49.77
IV
32.6%
B/E move
7.8%

25Δ

Calls
Pseudo strike
56.37
IV
25.4%
B/E move
6.7%
Puts
Pseudo strike
51.02
IV
26.9%
B/E move
5.6%

30Δ

Calls
Pseudo strike
54.92
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
51.88
IV
22.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
54.61
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
52.45
IV
19.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
54.30
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
52.97
IV
15.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
53.98
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
53.25
IV
15.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
53.61
IV
19.3%
B/E move
2.6%
Puts
Pseudo strike
53.53
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
53.23
IV
19.7%
B/E move
2.3%
Puts
Pseudo strike
53.80
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
52.81
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
54.05
IV
13.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
52.33
IV
22.0%
B/E move
1.8%
Puts
Pseudo strike
54.26
IV
12.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
51.75
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
54.46
IV
11.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
50.94
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
54.67
IV
11.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.13
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
54.87
IV
10.3%
B/E move
0.0%

Options history

No recorded observations