SPYI · NEOS S&P 500(R) High Income ETF ETF

Alerts for SPYI

$53.86 -0.13 (-0.24%) At close · Sep 4

Options Chain

Underlying $53.86 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 42 contracts · mixed daily-bar sessions · Jan 20, 2026–Sep 4, 2026; 3 unknown

Put / call OI

1.50

Put-heavy positioning

Open interest

8,336

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$54.00

$0.14 above spot

ATM implied vol

9.8%

market's expected move

Open interest by strike

Calls Puts

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
—	2	57.3%	0.984	$10.30	$11.60	$9.00		$0.05	$0.00	$0.10	—	—	1	224
Call · $43 In the money Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:48.458 UTC Last $9.00 Breakeven $52.00 Implied vol 57.3% Delta 0.984 ≈98% ITM Gamma 0.007 Theta -0.013 Vega 0.004 Open interest — OI effective date — Model this call Put · $43 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:58:44.399 UTC Last $0.05 Breakeven $42.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 224 OI effective date Sep 3, 2026 Model this put
—	1	51.9%	0.983	$9.30	$10.60	$9.80		$0.11	$0.00	$0.05	—	—	2	47
Call · $44 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:57:28.991 UTC Last $9.80 Breakeven $53.80 Implied vol 51.9% Delta 0.983 ≈98% ITM Gamma 0.008 Theta -0.013 Vega 0.004 Open interest — OI effective date — Model this call Put · $44 Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 13:30:57.800 UTC Last $0.11 Breakeven $43.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 47 OI effective date Sep 3, 2026 Model this put
4	10	46.6%	0.982	$8.30	$9.60	$9.00		$0.05	$0.00	$0.05	—	—	3	50
Call · $45 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:58:38.860 UTC Last $9.00 Breakeven $54.00 Implied vol 46.6% Delta 0.982 ≈98% ITM Gamma 0.009 Theta -0.012 Vega 0.005 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $45 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 13:30:14.993 UTC Last $0.05 Breakeven $44.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 OI effective date Sep 3, 2026 Model this put
—	8	41.5%	0.981	$7.30	$8.60	$7.65		$0.15	$0.00	$0.05	—	—	3	45
Call · $46 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:56:31.898 UTC Last $7.65 Breakeven $53.65 Implied vol 41.5% Delta 0.981 ≈98% ITM Gamma 0.011 Theta -0.012 Vega 0.005 Open interest — OI effective date — Model this call Put · $46 Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 13:47:57.794 UTC Last $0.15 Breakeven $45.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 OI effective date Sep 3, 2026 Model this put
—	1	36.4%	0.979	$6.30	$7.60	$5.20		$0.05	$0.00	$0.05	—	—	1	19
Call · $47 In the money Daily-bar session Jan 20, 2026 Quote as of 2026-09-04 19:59:04.254 UTC Last $5.20 Breakeven $52.20 Implied vol 36.4% Delta 0.979 ≈98% ITM Gamma 0.014 Theta -0.012 Vega 0.005 Open interest — OI effective date — Model this call Put · $47 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 13:45:05.065 UTC Last $0.05 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 OI effective date Sep 3, 2026 Model this put
1	1	31.3%	0.977	$5.40	$6.50	$5.31		$0.03	$0.00	$0.05	—	—	1	194
Call · $48 In the money Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:58:22.892 UTC Last $5.31 Breakeven $53.31 Implied vol 31.3% Delta 0.977 ≈98% ITM Gamma 0.017 Theta -0.011 Vega 0.006 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $48 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 16:07:06.061 UTC Last $0.03 Breakeven $47.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 194 OI effective date Sep 3, 2026 Model this put
1	1	26.4%	0.975	$4.40	$5.50	$5.00		$0.02	$0.00	$0.05	—	—	11	110
Call · $49 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:57.382 UTC Last $5.00 Breakeven $54.00 Implied vol 26.4% Delta 0.975 ≈97% ITM Gamma 0.022 Theta -0.011 Vega 0.006 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $49 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 13:30:44.484 UTC Last $0.02 Breakeven $48.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 110 OI effective date Sep 3, 2026 Model this put
23	14	—	—	$3.70	$4.00	$3.65		$0.05	$0.00	$0.05	—	—	8	432
Call · $50 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:51.912 UTC Last $3.65 Breakeven $53.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 OI effective date Sep 3, 2026 Model this call Put · $50 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:30.693 UTC Last $0.05 Breakeven $49.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 432 OI effective date Sep 3, 2026 Model this put
18	4	—	—	$2.80	$3.00	$2.97		$0.02	$0.00	$0.05	—	—	8	236
Call · $51 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:33.494 UTC Last $2.97 Breakeven $53.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 OI effective date Sep 3, 2026 Model this call Put · $51 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 13:50:02.636 UTC Last $0.02 Breakeven $50.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 236 OI effective date Sep 3, 2026 Model this put
19	1	—	—	$1.80	$2.05	$2.00		$0.06	$0.05	$0.10	-0.101	15.3%	22	495
Call · $52 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:01.574 UTC Last $2.00 Breakeven $54.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 OI effective date Sep 3, 2026 Model this call Put · $52 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:30.995 UTC Last $0.06 Breakeven $51.94 Implied vol 15.3% Delta -0.101 ≈10% ITM Gamma 0.114 Theta -0.01 Vega 0.018 Open interest 495 OI effective date Sep 3, 2026 Model this put
889	9	—	—	$0.85	$1.00	$0.93		$0.15	$0.10	$0.15	-0.198	11%	41	1.9k
Call · $53 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:30.805 UTC Last $0.93 Breakeven $53.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 889 OI effective date Sep 3, 2026 Model this call Put · $53 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:44.253 UTC Last $0.15 Breakeven $52.85 Implied vol 11% Delta -0.198 ≈20% ITM Gamma 0.249 Theta -0.011 Vega 0.028 Open interest 1.9k OI effective date Sep 3, 2026 Model this put
Underlying $53.86
1.6k	69	4.5%	0.441	$0.10	$0.20	$0.15		$0.67	$0.60	$0.70	-0.512	15.1%	53	852
Call · $54 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:45.245 UTC Last $0.15 Breakeven $54.15 Implied vol 4.5% Delta 0.441 ≈44% ITM Gamma 0.862 Theta -0.009 Vega 0.04 Open interest 1.6k OI effective date Sep 3, 2026 Model this call Put · $54 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:56.494 UTC Last $0.67 Breakeven $53.33 Implied vol 15.1% Delta -0.512 ≈51% ITM Gamma 0.259 Theta -0.021 Vega 0.041 Open interest 852 OI effective date Sep 3, 2026 Model this put
672	22	—	—	$0.00	$0.05	$0.01		$1.50	$1.35	$1.90	-0.656	24.5%	6	170
Call · $55 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:58:35.592 UTC Last $0.01 Breakeven $55.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 672 OI effective date Sep 3, 2026 Model this call Put · $55 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:58:22.892 UTC Last $1.50 Breakeven $53.50 Implied vol 24.5% Delta -0.656 ≈66% ITM Gamma 0.148 Theta -0.032 Vega 0.037 Open interest 170 OI effective date Sep 3, 2026 Model this put
91	1	—	—	$0.00	$0.05	$0.05		$5.40	$2.25	$3.10	-0.71	34%	28	122
Call · $56 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:49:50.293 UTC Last $0.05 Breakeven $56.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 91 OI effective date Sep 3, 2026 Model this call Put · $56 In the money Daily-bar session May 1, 2026 Quote as of 2026-09-04 19:59:48.681 UTC Last $5.40 Breakeven $50.60 Implied vol 34% Delta -0.71 ≈71% ITM Gamma 0.099 Theta -0.041 Vega 0.035 Open interest 122 OI effective date Sep 3, 2026 Model this put
2	2	—	—	$0.00	$0.45	$0.09		$3.63	$2.95	$4.10	-0.778	36.6%	2	52
Call · $57 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:49.581 UTC Last $0.09 Breakeven $57.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $57 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:41.834 UTC Last $3.63 Breakeven $53.37 Implied vol 36.6% Delta -0.778 ≈78% ITM Gamma 0.08 Theta -0.038 Vega 0.03 Open interest 52 OI effective date Sep 3, 2026 Model this put
13	1	—	—	$0.00	$0.15	$0.15		$4.80	$4.00	$5.00	-0.809	42.2%	3	67
Call · $58 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:59:58.986 UTC Last $0.15 Breakeven $58.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 OI effective date Sep 3, 2026 Model this call Put · $58 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:34.555 UTC Last $4.80 Breakeven $53.20 Implied vol 42.2% Delta -0.809 ≈81% ITM Gamma 0.064 Theta -0.04 Vega 0.028 Open interest 67 OI effective date Sep 3, 2026 Model this put
1	2	—	—	$0.00	$0.10	$0.03		$8.00	$5.00	$6.00	-0.827	48.2%	18	12
Call · $59 Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:59:58.986 UTC Last $0.03 Breakeven $59.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $59 In the money Daily-bar session May 5, 2026 Quote as of 2026-09-04 19:59:23.965 UTC Last $8.00 Breakeven $51.00 Implied vol 48.2% Delta -0.827 ≈83% ITM Gamma 0.052 Theta -0.043 Vega 0.026 Open interest 12 OI effective date Sep 3, 2026 Model this put
3	1	—	—	$0.00	$0.10	$0.37		$9.40	$5.80	$7.30	-0.831	55.9%	2	1
Call · $60 Daily-bar session Jun 29, 2026 Quote as of 2026-09-04 19:59:58.986 UTC Last $0.37 Breakeven $60.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $60 In the money Daily-bar session Apr 30, 2026 Quote as of 2026-09-04 19:58:28.410 UTC Last $9.40 Breakeven $50.60 Implied vol 55.9% Delta -0.831 ≈83% ITM Gamma 0.044 Theta -0.05 Vega 0.026 Open interest 1 OI effective date Sep 3, 2026 Model this put
1	1	—	—	$0.00	$0.45	$0.24		$9.37	$6.80	$8.20	-0.852	59.3%	4	5
Call · $61 Daily-bar session Jul 8, 2026 Quote as of 2026-09-04 19:59:49.581 UTC Last $0.24 Breakeven $61.24 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $61 In the money Daily-bar session Jun 5, 2026 Quote as of 2026-09-04 19:59:45.933 UTC Last $9.37 Breakeven $51.63 Implied vol 59.3% Delta -0.852 ≈85% ITM Gamma 0.038 Theta -0.048 Vega 0.024 Open interest 5 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.25	—		—	$7.80	$9.30	-0.852	66.7%	—	—
Call · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.581 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $62 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:02.338 UTC Last — Breakeven — Implied vol 66.7% Delta -0.852 ≈85% ITM Gamma 0.034 Theta -0.055 Vega 0.024 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.25	—		$9.90	$8.80	$10.30	-0.86	71.8%	5	20
Call · $63 Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.581 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $63 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:34.212 UTC Last $9.90 Breakeven $53.10 Implied vol 71.8% Delta -0.86 ≈86% ITM Gamma 0.031 Theta -0.057 Vega 0.023 Open interest 20 OI effective date Sep 3, 2026 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 · Jan 20, 2026–Sep 4, 2026; 3 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. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.