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NEOS Russell 2000 High Income ETF IWMI

i

Market datapartial · fetched 2026-11-05T17:30:12.066Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T17:30:07.688784724Z

FundamentalsAlpha Vantage · unavailable

Share price$47.86
1D-3.4%
$47.71$48.24$48.77$49.31$49.845:30 AM6:30 AM9:00 AM1:00 PMIWMI
Sold putSold call

NEOS Russell 2000 High Income ETF options

Live interpolated IWMI call and put midpoint premiums by absolute delta.NEOS Russell 2000 High Income ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIWMI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.88%
Daily close
IWMI14.0%19.2%24.4%2026-08-07: 19.74%2026-08-10: 18.97%2026-08-11: 17.95%2026-08-18: 20.39%2026-08-21: 17.29%2026-08-24: 16.98%2026-08-25: 16.50%2026-08-26: 15.69%2026-08-27: 14.68%2026-08-28: 15.54%2026-08-31: 14.85%2026-09-01: 16.19%2026-09-03: 15.86%2026-09-08: 15.77%2026-09-09: 16.96%2026-09-10: 19.63%2026-09-11: 17.69%2026-09-14: 19.29%2026-09-15: 20.63%2026-09-17: 20.58%2026-09-18: 16.87%2026-09-21: 15.41%2026-09-22: 15.77%2026-09-23: 16.50%2026-09-24: 17.04%2026-09-25: 17.09%2026-09-28: 17.23%2026-09-29: 17.05%2026-09-30: 17.49%2026-10-01: 16.98%2026-10-02: 16.84%2026-10-06: 16.94%2026-10-07: 16.54%2026-10-08: 18.09%2026-10-12: 17.97%2026-10-13: 18.34%2026-10-14: 23.66%2026-10-16: 18.46%2026-10-19: 17.88%2026-10-21: 17.27%2026-10-22: 18.30%2026-10-23: 18.37%2026-10-26: 18.79%2026-10-27: 17.45%2026-10-28: 17.67%2026-10-29: 16.95%2026-10-30: 17.88%Aug 7Sep 23Oct 30
47 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
19.74%
18.97%
17.95%
20.39%
17.29%
16.98%
16.50%
15.69%
14.68%
15.54%
14.85%
16.19%
15.86%
15.77%
16.96%
19.63%
17.69%
19.29%
20.63%
20.58%
16.87%
15.41%
15.77%
16.50%
17.04%
17.09%
17.23%
17.05%
17.49%
16.98%
16.84%
16.94%
16.54%
18.09%
17.97%
18.34%
23.66%
18.46%
17.88%
17.27%
18.30%
18.37%
18.79%
17.45%
17.67%
16.95%
17.88%