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NEOS ETF Trust NEOS Nasdaq 100 High Income ETF QQQI

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Market dataready · fetched 2026-10-24T15:18:01.570Z

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 · 2026-10-23T23:50:54.552106023Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:01.193600+00:00

Share price$52.65
1D+0.3%
AH$52.38$52.52$52.65$52.79$52.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQI
Sold putSold callAH

NEOS ETF Trust NEOS Nasdaq 100 High Income ETF options

Live interpolated QQQI call and put midpoint premiums by absolute delta.NEOS ETF Trust NEOS Nasdaq 100 High Income ETF$0.04$1.76$3.49$5.22$6.94$47.91$50.38$52.84$55.31$57.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQI spot · $52.65QQQI PRICE$0.22$0.30$0.39$0.51$0.62$0.74$0.89$1.07$1.25$1.45$1.72$1.98$2.48$0.44$0.57$0.70$0.87$1.04$1.20$1.36$1.62$1.91$2.28$2.73$4.01$6.44
PutsExpensive1.56×
CallsFair0.99×
SkewBearish+10.64 pp
Implied moveBearish±$2.26
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5613.6%4.1%49.8226.4%6.2%
25Δ54.2313.9%3.6%50.4725.7%5.2%
30Δ53.9214.2%3.1%51.0824.8%4.3%
35Δ53.6614.6%2.9%51.5624.6%3.7%
40Δ53.3915.0%2.6%52.0324.4%3.1%
45Δ53.1315.4%2.3%52.4723.7%2.6%
50Δ52.8415.8%2.1%52.9022.9%2.1%
55Δ52.5416.1%1.8%53.3423.1%1.8%
60Δ52.2416.4%1.6%53.7923.5%1.5%
65Δ51.9316.7%1.4%54.3024.2%1.2%
70Δ51.5617.0%1.2%54.8725.2%1.0%
75Δ51.2017.2%1.0%56.1731.6%0.9%
80Δ50.6118.3%0.8%58.6342.4%0.9%

20Δ

Calls
Pseudo strike
54.56
IV
13.6%
B/E move
4.1%
Puts
Pseudo strike
49.82
IV
26.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
54.23
IV
13.9%
B/E move
3.6%
Puts
Pseudo strike
50.47
IV
25.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
53.92
IV
14.2%
B/E move
3.1%
Puts
Pseudo strike
51.08
IV
24.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
53.66
IV
14.6%
B/E move
2.9%
Puts
Pseudo strike
51.56
IV
24.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
53.39
IV
15.0%
B/E move
2.6%
Puts
Pseudo strike
52.03
IV
24.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
53.13
IV
15.4%
B/E move
2.3%
Puts
Pseudo strike
52.47
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
52.84
IV
15.8%
B/E move
2.1%
Puts
Pseudo strike
52.90
IV
22.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
52.54
IV
16.1%
B/E move
1.8%
Puts
Pseudo strike
53.34
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
52.24
IV
16.4%
B/E move
1.6%
Puts
Pseudo strike
53.79
IV
23.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
51.93
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
54.30
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.56
IV
17.0%
B/E move
1.2%
Puts
Pseudo strike
54.87
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
51.20
IV
17.2%
B/E move
1.0%
Puts
Pseudo strike
56.17
IV
31.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
50.61
IV
18.3%
B/E move
0.8%
Puts
Pseudo strike
58.63
IV
42.4%
B/E move
0.9%

Options history

No recorded observations