NEOS Ethereum High Income ETF (NEHI) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

NEOS Ethereum High Income ETF (NEHI) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $29.7M, listed on CBOE, carrying a beta of 0.62 to the broader market. The NEOS Ethereum High Income ETF (the “Fund”) seeks to generate high monthly income with the potential for appreciation based on exposure to exchange-traded products (“ETP”) that have direct exposure to Ethereum. Led by Garrett K. Paolella, public since 2025-12-03.

Options Greeks analysis provides sensitivity measures for price, time, and volatility. No recent options activity for NEHI as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how options Greeks is reported and how to read the data →