NEOS Ethereum High Income ETF (NEHI) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

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.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for NEHI as of 2026-06-01; 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 volatility skew is reported and how to read the data →