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NEOS Enhanced Income 20+ Year Treasury Bond ETF TLTI

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Market datapartial · fetched 2026-10-23T03:50:55.911Z

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 · 2026-10-23T00:00:07.153622737Z

FundamentalsAlpha Vantage · unavailable

Share price$43.12
1D+1.0%
AH$42.77$42.89$43.01$43.14$43.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLTI
Sold putSold callAH

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$0.56$0.74$0.92$1.09$1.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETLTI PRICE$0.57$0.57$0.61$0.66$0.70$0.76$0.82$0.88$0.95$1.02$1.08$1.15$1.22$0.60$0.64
PutsExpensive2.91×
CallsExpensive1.45×
SkewBearish+17.27 pp
Implied move——
TiltBullish79.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5645.3%13.9%39.4342.2%10.0%
25Δ46.3433.5%8.8%40.7533.9%7.0%
30Δ45.2527.9%6.4%
35Δ44.5824.2%4.9%
40Δ44.0021.0%3.7%
45Δ43.7019.4%3.1%
50Δ43.4017.8%2.5%
55Δ43.1016.2%2.0%
60Δ42.8715.0%1.6%
65Δ42.6714.0%1.3%
70Δ42.4712.9%1.0%
75Δ42.2811.9%0.7%
80Δ42.0810.9%0.4%

20Δ

Calls
Pseudo strike
48.56
IV
45.3%
B/E move
13.9%
Puts
Pseudo strike
39.43
IV
42.2%
B/E move
10.0%

25Δ

Calls
Pseudo strike
46.34
IV
33.5%
B/E move
8.8%
Puts
Pseudo strike
40.75
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
45.25
IV
27.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
44.58
IV
24.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
44.00
IV
21.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.70
IV
19.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.40
IV
17.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.10
IV
16.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.87
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.67
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.47
IV
12.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.28
IV
11.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.08
IV
10.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations