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NEOS Enhanced Income 20+ Year Treasury Bond ETF TLTI

i

Market dataready · fetched 2026-11-12T16:04:42.752Z

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 · 2026-11-12T15:58:42.814823595Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:04:42.229360+00:00

Share price$42.33
1D-0.1%
$42.30$42.32$42.34$42.36$42.385:30 AM6:30 AM9:00 AM1:00 PMTLTI
Sold putSold call

NEOS Enhanced Income 20+ Year Treasury Bond ETF options

Live interpolated TLTI call and put midpoint premiums by absolute delta.NEOS Enhanced Income 20+ Year Treasury Bond ETF$0.52$0.75$0.97$1.20$1.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETLTI PRICE$0.54$0.58$0.61$0.65$0.68$0.72$0.75$0.79$0.82$0.96$1.09$1.22$1.36
Puts——
CallsExpensive5.67×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5590.9%16.0%
25Δ47.7382.6%14.1%
30Δ46.9174.3%12.3%
35Δ46.0966.1%10.4%
40Δ45.2757.8%8.6%
45Δ44.4649.6%6.7%
50Δ43.6441.3%4.9%
55Δ42.8233.0%3.0%
60Δ42.0024.8%1.2%
65Δ41.8024.2%1.0%
70Δ41.5923.7%0.8%
75Δ41.3923.2%0.7%
80Δ41.1822.6%0.5%

20Δ

Calls
Pseudo strike
48.55
IV
90.9%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
47.73
IV
82.6%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.91
IV
74.3%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
46.09
IV
66.1%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.27
IV
57.8%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.46
IV
49.6%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.64
IV
41.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
42.82
IV
33.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.00
IV
24.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.80
IV
24.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.59
IV
23.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.39
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.18
IV
22.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.18%
Daily EOD
TLTI12.9%43.8%74.7%2026-10-19: 43.88%2026-10-20: 61.96%2026-10-21: 53.04%2026-10-22: 67.64%2026-10-23: 68.21%2026-10-26: 67.80%2026-10-27: 57.97%2026-10-28: 66.79%2026-10-29: 70.42%2026-10-30: 17.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.88%
61.96%
53.04%
67.64%
68.21%
67.80%
57.97%
66.79%
70.42%
17.18%