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NEOS ETF Trust NEOS Nasdaq 100 High Income ETF QQQI

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Market dataready · fetched 2026-11-13T18:53:15.094Z

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 · 2026-11-13T18:52:35.561132296Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:14.540383+00:00

Share price$51.07
1D-1.7%
$50.53$50.91$51.30$51.68$52.065:30 AM6:30 AM9:00 AM1:00 PMQQQI
Sold putSold call

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$0.00$2.53$5.07$7.60$10.13$49.01$50.07$51.14$52.20$53.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QQQI spot · $51.07QQQI PRICE$0.12$0.17$0.22$0.27$0.33$0.38$0.43$0.49$0.60$0.71$0.82$0.93$1.04$0.29$0.36$0.43$0.57$0.71$0.86$1.06$1.30$1.55$2.15$2.89$9.39
Puts——
CallsCheap0.57×
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9012.8%1.9%49.0835.5%4.5%
25Δ51.7713.1%1.7%49.5533.3%3.7%
30Δ51.6413.4%1.6%50.0131.1%2.9%
35Δ51.5113.8%1.4%50.2932.1%2.6%
40Δ51.3714.1%1.2%50.5833.1%2.4%
45Δ51.2414.4%1.1%50.8634.1%2.1%
50Δ51.1114.7%0.9%51.1935.5%1.8%
55Δ50.9815.0%0.8%51.5437.2%1.6%
60Δ50.8214.9%0.7%51.9038.9%1.4%
65Δ50.6614.8%0.6%52.5346.0%1.4%
70Δ50.5114.8%0.5%53.3053.6%1.3%
75Δ50.3514.7%0.4%
80Δ50.2014.7%0.3%59.62120.2%1.6%

20Δ

Calls
Pseudo strike
51.90
IV
12.8%
B/E move
1.9%
Puts
Pseudo strike
49.08
IV
35.5%
B/E move
4.5%

25Δ

Calls
Pseudo strike
51.77
IV
13.1%
B/E move
1.7%
Puts
Pseudo strike
49.55
IV
33.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
51.64
IV
13.4%
B/E move
1.6%
Puts
Pseudo strike
50.01
IV
31.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
51.51
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
50.29
IV
32.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
51.37
IV
14.1%
B/E move
1.2%
Puts
Pseudo strike
50.58
IV
33.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
51.24
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
50.86
IV
34.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
51.11
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
51.19
IV
35.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
50.98
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
51.54
IV
37.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
50.82
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
51.90
IV
38.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
50.66
IV
14.8%
B/E move
0.6%
Puts
Pseudo strike
52.53
IV
46.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
50.51
IV
14.8%
B/E move
0.5%
Puts
Pseudo strike
53.30
IV
53.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
50.35
IV
14.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.20
IV
14.7%
B/E move
0.3%
Puts
Pseudo strike
59.62
IV
120.2%
B/E move
1.6%

Options history

IV · four-Friday blend19.72%
Daily EOD
QQQI17.3%18.6%19.9%2026-10-19: 17.51%2026-10-20: 17.90%2026-10-21: 17.60%2026-10-22: 18.77%2026-10-23: 18.56%2026-10-26: 18.19%2026-10-27: 17.67%2026-10-28: 17.88%2026-10-29: 18.09%2026-10-30: 19.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.51%
17.90%
17.60%
18.77%
18.56%
18.19%
17.67%
17.88%
18.09%
19.72%