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NEOS S&P 500 Hedged Equity Income ETF SPYH

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Market datapartial · fetched 2026-10-24T04:25:43.639Z

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 · 2026-10-24T00:00:06.928237881Z

FundamentalsAlpha Vantage · unavailable

Share price$56.19
1D-0.1%
AH$56.16$56.23$56.29$56.35$56.425:30 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$0.38$1.52$2.66$3.80$4.94$50.13$53.10$56.07$59.04$62.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYH spot · $56.19SPYH PRICE$0.50$0.50$0.53$0.56$0.60$0.67$0.73$0.79$0.85$0.98$1.12$1.25$1.38$0.59$0.64$0.70$0.75$0.81$0.89$0.99$1.10$1.20$1.94$2.83$3.73$4.62
PutsCheap0.66×
CallsCheap0.48×
SkewBearish+6.55 pp
Implied moveBearish±$1.72
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7030.2%8.9%52.4632.7%7.7%
25Δ58.9122.5%5.7%53.7726.8%5.4%
30Δ57.9818.4%4.1%54.6123.1%4.0%
35Δ57.4716.2%3.3%55.2320.3%3.1%
40Δ56.9814.0%2.5%55.7018.1%2.3%
45Δ56.7413.1%2.2%56.1016.5%1.7%
50Δ56.4912.2%1.8%56.3815.7%1.4%
55Δ56.2411.3%1.5%56.6615.0%1.1%
60Δ56.0010.4%1.2%56.9514.2%0.8%
65Δ55.7810.2%1.0%57.7517.1%0.7%
70Δ55.579.9%0.9%58.6820.8%0.6%
75Δ55.369.7%0.7%59.6124.4%0.5%
80Δ55.159.5%0.6%60.5528.1%0.5%

20Δ

Calls
Pseudo strike
60.70
IV
30.2%
B/E move
8.9%
Puts
Pseudo strike
52.46
IV
32.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
58.91
IV
22.5%
B/E move
5.7%
Puts
Pseudo strike
53.77
IV
26.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
57.98
IV
18.4%
B/E move
4.1%
Puts
Pseudo strike
54.61
IV
23.1%
B/E move
4.0%

35Δ

Calls
Pseudo strike
57.47
IV
16.2%
B/E move
3.3%
Puts
Pseudo strike
55.23
IV
20.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
56.98
IV
14.0%
B/E move
2.5%
Puts
Pseudo strike
55.70
IV
18.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
56.74
IV
13.1%
B/E move
2.2%
Puts
Pseudo strike
56.10
IV
16.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
56.49
IV
12.2%
B/E move
1.8%
Puts
Pseudo strike
56.38
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
56.24
IV
11.3%
B/E move
1.5%
Puts
Pseudo strike
56.66
IV
15.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
56.00
IV
10.4%
B/E move
1.2%
Puts
Pseudo strike
56.95
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
55.78
IV
10.2%
B/E move
1.0%
Puts
Pseudo strike
57.75
IV
17.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
55.57
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
58.68
IV
20.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.36
IV
9.7%
B/E move
0.7%
Puts
Pseudo strike
59.61
IV
24.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.15
IV
9.5%
B/E move
0.6%
Puts
Pseudo strike
60.55
IV
28.1%
B/E move
0.5%

Options history

No recorded observations