NEOS Nasdaq-100 High Income ETF (QQQI) Options Chain
The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.
NEOS Nasdaq-100 High Income ETF (QQQI) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $5.38B, listed on NASDAQ, carrying a beta of 0.90 to the broader market. The NEOS Nasdaq-100 High Income ETF (the “Fund”) seeks to generate high monthly income in a tax efficient manner with the potential for equity appreciation. public since 2024-01-30.
Snapshot as of May 29, 2026.
- Spot Price
- $57.27
- Total OI
- 30.3K
- Total Volume
- 2.7K
- Front Expiration
- 20 days
- Second Expiration
- 49 days
- ATM IV
- 14.1%
- Avg Bid/Ask Spread
- 71.69%
As of May 29, 2026, NEOS Nasdaq-100 High Income ETF (QQQI) has 30.3K open contracts and 2.7K contracts traded. The nearest expiration is 20 days out, followed by 49 days. ATM implied volatility is 14.1%. Average bid/ask spread across the chain is 71.69%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How QQQI options chain Data Feeds Strategy Selection
Strategy selection on NEOS Nasdaq-100 High Income ETF options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 14.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the QQQI chain depth
The listed-expirations table above shows every expiration available for NEOS Nasdaq-100 High Income ETF options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. QQQI front expiration sits at 20 days - the typical hedging horizon for monthly options. The backwardated slope of -0.005 means near-dated IV is pricing acute event risk.
QQQI chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the QQQI chain is 71.69% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the QQQI chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. QQQI's current 4.04% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
QQQI listed expirations
Per-expiration ATM implied volatility for QQQI options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Jun 18, 2026 | 20 | 14.1% |
| Jul 17, 2026 | 49 | 13.6% |
| Aug 21, 2026 | 84 | 14.8% |
| Nov 20, 2026 | 175 | 15.4% |
Frequently asked QQQI options chain questions
- What does the QQQI options chain show right now?
- As of May 29, 2026, NEOS Nasdaq-100 High Income ETF (QQQI) has 30.3K contracts outstanding and 2.7K traded today, with ATM IV of 14.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for QQQI options?
- The nearest expiration is 20 days out, followed by 49 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are QQQI options bid/ask spreads?
- Average bid/ask spread across the chain is 71.69%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.