Neos Russell 2000 High Income ETF (IWMI)'s 30-day implied volatility (IV30) was 15.4% at the close on November 12, 2026, up from 14.8% the day before, against a 52-week range of 8.2% to 25.8%. Its 20-day historical volatility was 16.8%.

Key numbers

30-day implied volatility (IV30): 15.4%
IV30 52-week range: 8.2% to 25.8% (median 15.1%)
Historical volatility: 20-day 16.8%, 1-year 16.3%
Implied move by the nearest expiration: ±0.9%

Data as of November 12, 2026.

IWMI Implied Volatility (IV) vs Historical Volatility (HV)

Name: IWMI Implied Volatility
Creator: Market Chameleon