Neos S&P 500 Hedged Equity Income ETF (SPYH)'s 30-day implied volatility (IV30) was 14.7% at the close on November 13, 2026, against a 52-week range of 9.4% to 16.6%. Its 20-day historical volatility was 10.9%.
Key numbers
30-day implied volatility (IV30): 14.7%
IV30 52-week range: 9.4% to 16.6% (median 13.3%)
Historical volatility: 20-day 10.9%, 1-year 9.4%
Implied move by the nearest expiration: ±0.9%
Data as of November 13, 2026.
SPYH Implied Volatility (IV) vs Historical Volatility (HV)
The SPYH IV term structure shows the implied volatility difference between different maturity dates.
