SPYH · Expected Move
NEOS S&P 500 Hedged Equity Income ETF · ETF
The expected move for SPYH is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SPYH straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SPYH Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.20
30-Day ATM IV
16.3%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SPYH's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SPYH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.82 | $1.20 | 16.3% | 11% |
| 20261008 | $5.80 | $1.25 | 16.1% | 10% |
| 20261007 | $6.03 | $1.32 | 16.3% | 11% |
| 20261006 | $1.90 | $1.27 | 16.7% | 12% |
| 20261005 | $1.93 | $1.30 | 16.2% | 11% |
| 20261002 | $1.48 | $1.48 | 16.3% | 11% |
| 20261001 | $1.45 | $1.45 | 16.4% | 11% |
| 20260930 | $1.52 | $1.52 | 15.6% | 9% |
| 20260929 | $1.50 | $1.50 | 15.6% | 9% |
| 20260928 | $1.52 | $1.52 | 15.8% | 9% |
| 20260925 | $1.45 | $1.45 | 16.1% | 10% |
| 20260924 | $1.55 | $1.55 | 16.2% | 11% |
| 20260923 | $1.50 | $1.50 | 16.6% | 11% |
| 20260922 | $1.57 | $1.57 | 14.8% | 7% |
| 20260921 | $1.50 | $1.50 | 29.3% | 43% |
| 20260918 | $1.65 | $5.20 | 17.5% | 14% |
| 20260917 | $1.70 | $1.23 | 17.1% | 13% |
| 20260916 | $1.57 | $1.12 | 16.4% | 11% |
| 20260915 | $1.77 | $1.32 | 14.0% | 5% |
| 20260914 | $1.70 | $1.32 | 13.5% | 4% |
| 20260911 | $1.80 | $1.38 | 16.6% | 12% |
| 20260910 | $1.85 | $1.43 | 17.4% | 13% |
| 20260909 | $1.80 | $1.40 | 16.6% | 11% |
| 20260908 | $1.75 | $1.32 | 16.7% | 12% |
| 20260904 | $1.82 | $1.35 | 17.1% | 13% |
| 20260903 | $1.80 | $1.30 | 16.4% | 11% |
| 20260902 | $1.40 | $1.40 | 18.4% | 16% |
| 20260901 | $1.50 | $1.50 | 19.4% | 18% |
| 20260831 | $1.45 | $1.45 | 19.0% | 18% |
| 20260828 | $1.43 | $1.43 | 19.9% | 20% |
| 20260827 | $1.43 | $1.43 | 19.3% | 18% |
| 20260826 | $1.55 | $1.55 | 21.4% | 23% |
| 20260825 | $1.60 | $1.60 | 19.7% | 19% |
| 20260824 | $5.62 | $5.62 | 20.4% | 21% |
| 20260821 | $1.60 | $5.15 | 23.5% | 29% |
| 20260820 | $1.57 | $1.10 | 22.2% | 25% |
| 20260819 | $1.62 | $1.08 | 20.7% | 22% |
| 20260818 | $1.67 | $1.18 | 21.5% | 24% |
| 20260817 | $1.65 | $0.88 | 20.2% | 20% |
| 20260814 | $5.83 | $0.90 | 19.8% | 19% |
| 20260813 | $1.70 | $1.15 | 18.8% | 17% |
| 20260812 | $5.78 | $1.23 | 30.4% | 45% |
| 20260811 | $1.95 | $1.25 | 19.5% | 19% |
| 20260810 | $2.40 | $1.73 | 21.0% | 18% |
| 20260807 | — | — | 20.6% | 17% |
| 20260806 | $6.12 | $5.95 | 27.9% | 32% |
| 20260805 | $1.82 | $1.82 | 26.4% | 29% |
| 20260804 | $1.80 | $1.80 | 35.2% | 46% |
| 20260803 | $1.93 | $1.93 | 20.5% | 16% |
| 20260731 | $1.93 | $1.93 | 33.4% | 40% |
| 20260730 | $2.02 | $2.02 | 17.3% | 9% |
| 20260729 | $1.95 | $1.95 | 37.4% | 42% |
| 20260728 | $2.15 | $2.15 | 29.7% | 29% |
| 20260727 | $2.17 | $2.17 | 18.0% | 10% |
| 20260724 | $2.22 | $2.22 | 20.1% | 13% |
| 20260723 | $2.35 | $2.35 | 19.0% | 11% |
| 20260722 | $2.22 | $2.22 | 17.9% | 10% |
| 20260721 | $2.33 | $2.33 | 17.6% | 9% |
| 20260720 | $2.25 | $2.25 | 16.2% | 7% |
| 20260716 | $2.33 | $0.92 | 15.9% | 6% |
More on SPYH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.