NEOS Russell 2000 High Income ETF
(IWMI)
Chicago Board Options Exchange - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-07-04
Total Volume
Report Date: 2025-07-04
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
51
Vol 5D
68
Vol 20D
80
Vol 60D
72
52 High
$53.81
52 Low
$38.00
$ Target
-
Mkt Cap
164.8M
Beta
1.15
Profit %
-
Divd %
15.31%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
60
1D
0.74%
5D
2.74%
10D
4.68%
1M
5.42%
3M
9.13%
6M
2.69%
1Y
-
Open Interest by Expiration
Report Date: 2025-07-04
30D RVOL & IVOL
Report Date: 2025-07-04
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-07-04
Upcoming OpEx: 2025-07-18
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | CALL | 46.0 | 11.0 |
| 2025-07-18 | CALL | 45.0 | 3.0 |
| 2025-07-18 | PUT | 43.0 | 1.0 |
| 2025-07-18 | PUT | 45.0 | 1.0 |
| 2025-07-18 | CALL | 47.0 | 1.0 |
| 2025-07-18 | PUT | 42.0 | 1.0 |
| 2025-07-18 | CALL | 41.0 | 0.0 |
| 2025-07-18 | CALL | 42.0 | 0.0 |
| 2025-07-18 | CALL | 43.0 | 0.0 |
| 2025-07-18 | CALL | 44.0 | 0.0 |
| 2025-07-18 | CALL | 48.0 | 0.0 |
| 2025-07-18 | CALL | 49.0 | 0.0 |
| 2025-07-18 | CALL | 50.0 | 0.0 |
| 2025-07-18 | CALL | 51.0 | 0.0 |
| 2025-07-18 | CALL | 52.0 | 0.0 |
| 2025-07-18 | CALL | 53.0 | 0.0 |
| 2025-07-18 | CALL | 54.0 | 0.0 |
| 2025-07-18 | CALL | 55.0 | 0.0 |
| 2025-07-18 | PUT | 35.0 | 0.0 |
| 2025-07-18 | PUT | 36.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-11-21 | CALL | 45.0 | 13.0 |
| 2025-07-18 | CALL | 46.0 | 11.0 |
| 2025-11-21 | PUT | 48.0 | 10.0 |
| 2025-11-21 | PUT | 49.0 | 9.0 |
| 2025-08-15 | CALL | 44.0 | 9.0 |
| 2025-08-15 | PUT | 41.0 | 8.0 |
| 2025-08-15 | PUT | 45.0 | 6.0 |
| 2026-02-20 | PUT | 51.0 | 5.0 |
| 2025-08-15 | PUT | 44.0 | 4.0 |
| 2025-08-15 | CALL | 52.0 | 3.0 |
| 2025-07-18 | CALL | 45.0 | 3.0 |
| 2025-08-15 | PUT | 46.0 | 2.0 |
| 2025-08-15 | PUT | 43.0 | 2.0 |
| 2025-08-15 | PUT | 55.0 | 2.0 |
| 2025-08-15 | CALL | 46.0 | 2.0 |
| 2025-11-21 | PUT | 43.0 | 2.0 |
| 2025-11-21 | PUT | 45.0 | 2.0 |
| 2025-11-21 | PUT | 38.0 | 1.0 |
| 2025-07-18 | CALL | 47.0 | 1.0 |
| 2025-08-15 | PUT | 47.0 | 1.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-07-18 | 39.00 | PUT | 0 | 0.00 | $750.00 | 833.0% | 0.0% | $0.20 |
| 2025-07-18 | 40.00 | PUT | 0 | 0.00 | $790.00 | 1580.0% | 0.0% | $1.29 |
| 2025-07-18 | 41.00 | PUT | 0 | 0.00 | $745.00 | 784.0% | 1.0% | $6.00 |
| 2025-07-18 | 42.00 | PUT | 1 | 0.41 | $745.00 | 784.0% | 2.0% | $18.22 |
| 2025-07-18 | 43.00 | PUT | 1 | 0.49 | $745.00 | 784.0% | 8.0% | $59.69 |
| 2025-07-18 | 44.00 | PUT | 0 | 0.00 | $740.00 | 740.0% | 21.0% | $156.36 |
| 2025-07-18 | 45.00 | PUT | 1 | 0.69 | $800.00 | 2000.0% | 45.0% | $362.60 |
| 2025-07-18 | 46.00 | PUT | 0 | 0.00 | $770.00 | 1100.0% | 80.0% | $617.99 |
| 2025-07-18 | 47.00 | PUT | 0 | 0.00 | $575.00 | 217.0% | 80.0% | $461.49 |
| 2025-07-18 | 48.00 | PUT | 0 | 0.00 | $490.00 | 140.0% | 45.0% | $222.09 |
| 2025-07-18 | 49.00 | PUT | 0 | 0.00 | $410.00 | 95.0% | 21.0% | $86.63 |
| 2025-07-18 | 50.00 | PUT | 0 | 0.00 | $310.00 | 58.0% | 8.0% | $24.84 |
| 2025-07-18 | 51.00 | PUT | 0 | 0.00 | $200.00 | 31.0% | 3.0% | $6.31 |
| 2025-07-18 | 52.00 | PUT | 0 | 0.00 | $100.00 | 14.0% | 1.0% | $0.81 |
| 2025-07-18 | 53.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
| 2025-07-18 | 54.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
| 2025-08-15 | 35.00 | PUT | 0 | 0.00 | $800.00 | 727.0% | 0.0% | $0.21 |
| 2025-08-15 | 36.00 | PUT | 0 | 0.00 | $800.00 | 727.0% | 0.0% | $0.92 |
| 2025-08-15 | 37.00 | PUT | 0 | 0.00 | $800.00 | 727.0% | 0.0% | $2.54 |
| 2025-08-15 | 38.00 | PUT | 0 | 0.00 | $800.00 | 727.0% | 1.0% | $6.44 |
| 2025-08-15 | 39.00 | PUT | 0 | 0.00 | $795.00 | 691.0% | 2.0% | $14.92 |
| 2025-08-15 | 40.00 | PUT | 0 | 0.00 | $830.00 | 1038.0% | 4.0% | $33.50 |
| 2025-08-15 | 41.00 | PUT | 8 | 2.43 | $880.00 | 2933.0% | 8.0% | $70.51 |
| 2025-08-15 | 42.00 | PUT | 1 | 0.36 | $785.00 | 628.0% | 15.0% | $115.44 |
| 2025-08-15 | 43.00 | PUT | 2 | 0.90 | $760.00 | 507.0% | 25.0% | $190.11 |
| 2025-08-15 | 44.00 | PUT | 4 | 2.22 | $845.00 | 1300.0% | 40.0% | $334.05 |
| 2025-08-15 | 45.00 | PUT | 6 | 4.00 | $820.00 | 911.0% | 58.0% | $477.50 |
| 2025-08-15 | 46.00 | PUT | 2 | 1.34 | $610.00 | 203.0% | 80.0% | $489.58 |
| 2025-08-15 | 47.00 | PUT | 1 | 0.70 | $550.00 | 153.0% | 88.0% | $484.42 |
| 2025-08-15 | 48.00 | PUT | 0 | 0.00 | $480.00 | 112.0% | 58.0% | $279.51 |
| 2025-08-15 | 49.00 | PUT | 0 | 0.00 | $410.00 | 82.0% | 40.0% | $162.09 |
| 2025-08-15 | 50.00 | PUT | 0 | 0.00 | $300.00 | 49.0% | 25.0% | $75.04 |
| 2025-08-15 | 51.00 | PUT | 0 | 0.00 | $200.00 | 28.0% | 15.0% | $29.41 |
| 2025-08-15 | 52.00 | PUT | 0 | 0.00 | $100.00 | 12.0% | 8.0% | $8.01 |
| 2025-08-15 | 53.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 4.0% | $0.00 |
| 2025-08-15 | 54.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 2.0% | $0.00 |
| 2025-08-15 | 55.00 | CALL | 0 | 0.00 | $5.00 | 5.0% | 1.0% | $0.04 |
| 2025-08-15 | 56.00 | CALL | 0 | 0.00 | $5.00 | 5.0% | 0.0% | $0.02 |
| 2025-08-15 | 57.00 | CALL | 0 | 0.00 | $5.00 | 5.0% | 0.0% | $0.01 |
| 2025-08-15 | 58.00 | CALL | 0 | 0.00 | $5.00 | 5.0% | 0.0% | $0.00 |
| 2025-08-15 | 59.00 | CALL | 0 | 0.00 | $5.00 | 5.0% | 0.0% | $0.00 |
Call/Put Open Interest and Volatility Skew
Vega