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

SPYI Historical Options Analysis

Explore SPYI (NEOS S&P 500 High Income) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SPYI / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.45
17.6
Mean
24.75
Window
-24.4%
ATM IV z -0.16
0.11
Mean
0.12
Window
+21.7%
IV Percentile z -0.08
49.21
Mean
51.15
Window
+30.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.73
ATM IV 0.82 1.00 0.81
IV Percent... 0.73 0.81 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 53.71 17.6 0.11 49.21
2026-09-18 53.09 16.82 0.11 47.84
2026-09-17 53 16.42 0.11 45.1
2026-09-16 52.48 20.88 0.12 58.43
2026-09-15 53.2 11.89 0.1 23.53
2026-09-14 53.41 10.19 0.1 16.14
2026-09-11 53.58 7.88 0.09 9.41
2026-09-10 53.18 10.67 0.1 18.82
2026-09-09 53.44 9.12 0.09 13.33
2026-09-08 53.65 8.51 0.09 11.76
2026-09-07 53.88 12.34 0.1 27.17
2026-09-04 53.86 11.03 0.1 20.78
2026-09-03 53.99 14.74 0.1 38.82
2026-09-02 53.57 12.59 0.1 28.24
2026-09-01 53.36 6.83 0.09 6.3
2026-08-31 53.65 8.02 0.09 9.88
2026-08-28 53.73 6.53 0.09 6.69
2026-08-27 53.78 8.89 0.09 12.99
2026-08-26 53.53 8.36 0.09 12.2
2026-08-25 53.53 8.56 0.09 12.6
2026-08-24 53.39 12.92 0.1 28.85
2026-08-21 53.46 12.44 0.1 22.83
2026-08-20 53.31 12.35 0.1 22.44
2026-08-19 53.6 11.73 0.1 20.87
2026-08-18 54.04 18.89 0.11 50.79
2026-08-17 54.26 17.3 0.11 45.06
2026-08-14 54.39 14.12 0.1 29.53
2026-08-13 54.41 19.09 0.11 51.18
2026-08-12 54.2 14.93 0.1 32.68
2026-08-11 54.09 15.81 0.1 39.76
2026-08-10 54.19 16.19 0.11 40.71
2026-08-07 54.18 16.38 0.11 41.73
2026-08-06 53.97 17.36 0.11 44.49
2026-08-05 54 22.57 0.12 60.24
2026-08-04 54.04 16.88 0.11 44.09
2026-08-03 53.46 16.2 0.11 42.69
2026-07-31 52.86 20.66 0.11 54.72
2026-07-30 52.52 21.04 0.12 55.91
2026-07-29 51.69 23.31 0.12 62.6
2026-07-28 52.46 24.61 0.12 66.14
2026-07-27 52.32 21.62 0.12 58.89
2026-07-24 52.3 21.71 0.12 59.45
2026-07-23 52.26 20.85 0.11 57.48
2026-07-22 52.84 17.71 0.11 50.39
2026-07-21 53.43 19.81 0.1 35.83
2026-07-20 53.01 20.87 0.1 41.5
2026-07-17 53.07 22.67 0.11 48.82
2026-07-16 53.52 20.07 0.1 37.4
2026-07-15 53.74 16.72 0.1 24.41
2026-07-14 53.56 17.45 0.1 27.17