SPYH · NEOS S&P 500(R) Hedged Equity Income ETF ETF

Alerts for SPYH

$56.81 -0.11 (-0.19%) At close · Sep 4

Options Chain

Underlying $56.81 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 24 contracts · mixed daily-bar sessions · May 6, 2026–Jun 9, 2026; 21 unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

dated and unknown daily-bar sessions

ATM implied vol

12.1%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Dec 18 103d Mar 19 194d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$6.80	$8.90	—		—	$0.00	$0.50	—	—	—	—
Call · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:13.076 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.405 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.80	$7.90	—		—	$0.00	$0.50	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:13.065 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.093 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$4.80	$6.90	$4.30		—	$0.00	$0.50	—	—	—	—
Call · $51 In the money Daily-bar session Jun 9, 2026 Quote as of 2026-09-04 19:56:13.055 UTC Last $4.30 Breakeven $55.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.500 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.80	$5.90	—		—	$0.00	$0.50	—	—	—	—
Call · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:13.034 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.406 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	14.3%	0.997	$2.85	$4.90	$3.10		—	$0.00	$0.50	—	—	—	—
Call · $53 In the money Daily-bar session May 6, 2026 Quote as of 2026-09-04 19:55:08.477 UTC Last $3.10 Breakeven $56.10 Implied vol 14.3% Delta 0.997 ≈100% ITM Gamma 0.006 Theta -0.006 Vega 0.001 Open interest — OI effective date — Model this call Put · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.690 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	9%	0.999	$1.85	$3.90	—		—	$0.00	$0.50	—	—	—	—
Call · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.398 UTC Last — Breakeven — Implied vol 9% Delta 0.999 ≈100% ITM Gamma 0.003 Theta -0.006 Vega 0 Open interest — OI effective date — Model this call Put · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.575 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.2%	0.921	$0.90	$2.95	—		—	$0.00	$0.55	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.246 UTC Last — Breakeven — Implied vol 13.2% Delta 0.921 ≈92% ITM Gamma 0.108 Theta -0.013 Vega 0.015 Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.763 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.1%	0.765	$0.05	$2.05	—		—	$0.00	$0.75	—	—	—	—
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.933 UTC Last — Breakeven — Implied vol 12.1% Delta 0.765 ≈76% ITM Gamma 0.247 Theta -0.02 Vega 0.032 Open interest — OI effective date — Model this call Put · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.746 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $56.81
—	—	—	—	$0.00	$1.30	—		—	$0.00	$1.40	—	—	—	—
Call · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.387 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.511 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.55	—		—	$0.15	$2.15	-0.918	7.7%	—	—
Call · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.621 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.273 UTC Last — Breakeven — Implied vol 7.7% Delta -0.918 ≈92% ITM Gamma 0.191 Theta 0 Vega 0.016 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		$4.50	$1.10	$3.30	-0.896	15.9%	2	—
Call · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.188 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $59 In the money Daily-bar session May 6, 2026 Quote as of 2026-09-04 19:56:13.034 UTC Last $4.50 Breakeven $54.50 Implied vol 15.9% Delta -0.896 ≈90% ITM Gamma 0.111 Theta -0.007 Vega 0.019 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		—	$2.10	$4.30	-0.916	21.1%	—	—
Call · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.848 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.036 UTC Last — Breakeven — Implied vol 21.1% Delta -0.916 ≈92% ITM Gamma 0.071 Theta -0.008 Vega 0.016 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · May 6, 2026–Jun 9, 2026; 21 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.