Neos S&P 500 High Income ETF (SPYI)'s 30-day implied volatility (IV30) was 16.8% at the close on November 5, 2026, up from 9.8% the day before, against a 52-week range of 6.2% to 20.1%. Its 20-day historical volatility was 9.5%.

Key numbers

30-day implied volatility (IV30): 16.8%
IV30 52-week range: 6.2% to 20.1% (median 9.9%)
Historical volatility: 20-day 9.5%, 1-year 11.2%
Implied move by the nearest expiration: ±0.6%

Data as of November 5, 2026.

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

Name: SPYI Implied Volatility
Creator: Market Chameleon