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NEOS S&P 500 High Income ETF SPYI

i

Market dataready · fetched 2026-10-23T15:44:40.001Z

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 · 2026-10-23T15:44:33.729462509Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T15:44:38.183994+00:00

Share price$52.78
1D+0.1%
$52.57$52.65$52.73$52.81$52.895:30 AM6:30 AM9:00 AM1:00 PMSPYI
Sold putSold call

NEOS S&P 500 High Income ETF options

Live interpolated SPYI call and put midpoint premiums by absolute delta.NEOS S&P 500 High Income ETF$0.19$1.05$1.90$2.75$3.60$49.76$51.20$52.64$54.08$55.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYI spot · $52.78SPYI PRICE$0.39$0.40$0.42$0.43$0.45$0.46$0.51$0.65$0.79$0.93$1.06$1.40$2.57$0.29$0.36$0.42$0.51$0.61$0.71$0.82$1.07$1.34$1.61$2.36$2.92$3.35
PutsExpensive1.42×
CallsExpensive1.39×
SkewBearish+1.89 pp
Implied moveBearish±$1.33
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3928.7%9.5%50.9117.1%4.1%
25Δ56.6225.2%8.0%51.3716.1%3.3%
30Δ55.8521.7%6.6%51.8214.9%2.6%
35Δ55.0818.2%5.2%52.1614.3%2.1%
40Δ54.3214.7%3.8%52.4314.1%1.8%
45Δ53.5511.1%2.3%52.7013.9%1.5%
50Δ52.948.7%1.3%52.9713.6%1.2%
55Δ52.759.1%1.2%53.3014.7%1.0%
60Δ52.559.4%1.1%53.6415.9%0.9%
65Δ52.359.7%0.9%53.9817.0%0.8%
70Δ52.1610.0%0.8%54.7421.4%0.8%
75Δ51.7711.3%0.7%55.3822.8%0.6%
80Δ50.5816.3%0.7%55.9422.8%0.4%

20Δ

Calls
Pseudo strike
57.39
IV
28.7%
B/E move
9.5%
Puts
Pseudo strike
50.91
IV
17.1%
B/E move
4.1%

25Δ

Calls
Pseudo strike
56.62
IV
25.2%
B/E move
8.0%
Puts
Pseudo strike
51.37
IV
16.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
55.85
IV
21.7%
B/E move
6.6%
Puts
Pseudo strike
51.82
IV
14.9%
B/E move
2.6%

35Δ

Calls
Pseudo strike
55.08
IV
18.2%
B/E move
5.2%
Puts
Pseudo strike
52.16
IV
14.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
54.32
IV
14.7%
B/E move
3.8%
Puts
Pseudo strike
52.43
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
53.55
IV
11.1%
B/E move
2.3%
Puts
Pseudo strike
52.70
IV
13.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
52.94
IV
8.7%
B/E move
1.3%
Puts
Pseudo strike
52.97
IV
13.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
52.75
IV
9.1%
B/E move
1.2%
Puts
Pseudo strike
53.30
IV
14.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
52.55
IV
9.4%
B/E move
1.1%
Puts
Pseudo strike
53.64
IV
15.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
52.35
IV
9.7%
B/E move
0.9%
Puts
Pseudo strike
53.98
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
52.16
IV
10.0%
B/E move
0.8%
Puts
Pseudo strike
54.74
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
51.77
IV
11.3%
B/E move
0.7%
Puts
Pseudo strike
55.38
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
50.58
IV
16.3%
B/E move
0.7%
Puts
Pseudo strike
55.94
IV
22.8%
B/E move
0.4%

Options history

No recorded observations