Neos S&P 500 High Income ETF (SPYI)'s 30-day implied volatility (IV30) was 13.2% at the close on November 9, 2026, down from 15.7% the day before, against a 52-week range of 6.2% to 20.1%. Its 20-day historical volatility was 11.2%.

Key numbers

30-day implied volatility (IV30): 13.2%
IV30 52-week range: 6.2% to 20.1% (median 9.9%)
Historical volatility: 20-day 11.2%, 1-year 11.3%
Implied move by the nearest expiration: ±1.1%

Data as of November 9, 2026.

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

Name: SPYI Implied Volatility
Creator: Market Chameleon