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NEOS S&P 500 High Income SPYI 53.71 0.62 1.18%

SPYI Delta Exposure (DEX)

SPYI (NEOS S&P 500 High Income): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.111
Put Call Ratio (OI)
0.932
Put Call Ratio (Vol)
0.826
IV Rank
17.6
IV Percentile
49.2
Max Pain
53

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.7
18.7
View values by strike
SPYI · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
40.00 0 -181
41.00 0 -477
42.00 0 -265
43.00 0 -17.2
44.00 0 -439
45.00 0 -1.14 K
46.00 0 -335
47.00 0 -2.5 K
48.00 0 -3.62 K
49.00 0 -15.6 K
50.00 326 -27 K
51.00 998 -16.8 K
52.00 15.6 K -24 K
53.00 189 K -46 K
54.00 87.7 K -40.5 K
55.00 20.9 K -11.7 K
56.00 3.79 K -10.3 K
57.00 513 -8.36 K
58.00 79.7 -10.9 K
59.00 35.4 -7.37 K
60.00 16.8 -10.4 K
61.00 0 -11.3 K
62.00 0 -8.48 K
63.00 0 -7.99 K
64.00 0 -3.94 K
65.00 0 -1.51 K