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NEOS S&P 500 Hedged Equity Income ETF SPYH

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Market datapartial · fetched 2026-10-22T20:45:51.331Z

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 · 2026-10-22T20:10:06.936737503Z

FundamentalsAlpha Vantage · unavailable

Share price$56.46
1D-0.0%
AH$56.29$56.37$56.44$56.52$56.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYH
Sold putSold callAH

NEOS S&P 500 Hedged Equity Income ETF options

Live interpolated SPYH call and put midpoint premiums by absolute delta.NEOS S&P 500 Hedged Equity Income ETF$0.47$0.72$0.97$1.21$1.46$50.37$53.36$56.35$59.33$62.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYH spot · $56.46SPYH PRICE$0.50$0.50$0.52$0.56$0.61$0.66$0.72$0.78$0.85$0.91$1.01$1.20$1.39$0.59$0.63$0.69$0.78$0.87$0.96$1.06$1.15
PutsCheap0.68×
CallsCheap0.47×
SkewBearish+7.14 pp
Implied moveBearish±$1.78
TiltBullish20.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9529.3%8.8%52.7132.1%7.7%
25Δ59.1921.8%5.7%54.0925.7%5.3%
30Δ58.2717.7%4.1%54.9322.2%3.9%
35Δ57.7315.5%3.2%55.4720.4%3.1%
40Δ57.3313.9%2.6%55.9918.7%2.4%
45Δ56.9612.5%2.1%56.3217.5%1.9%
50Δ56.7611.8%1.8%56.6616.3%1.5%
55Δ56.5511.0%1.6%56.9915.1%1.1%
60Δ56.3510.2%1.3%
65Δ56.149.4%1.0%
70Δ55.918.9%0.8%
75Δ55.619.0%0.6%
80Δ55.309.0%0.4%

20Δ

Calls
Pseudo strike
60.95
IV
29.3%
B/E move
8.8%
Puts
Pseudo strike
52.71
IV
32.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
59.19
IV
21.8%
B/E move
5.7%
Puts
Pseudo strike
54.09
IV
25.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
58.27
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
54.93
IV
22.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
57.73
IV
15.5%
B/E move
3.2%
Puts
Pseudo strike
55.47
IV
20.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
57.33
IV
13.9%
B/E move
2.6%
Puts
Pseudo strike
55.99
IV
18.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
56.96
IV
12.5%
B/E move
2.1%
Puts
Pseudo strike
56.32
IV
17.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
56.76
IV
11.8%
B/E move
1.8%
Puts
Pseudo strike
56.66
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.55
IV
11.0%
B/E move
1.6%
Puts
Pseudo strike
56.99
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
56.35
IV
10.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
56.14
IV
9.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
55.91
IV
8.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.61
IV
9.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.30
IV
9.0%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations