Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) had 180-Day Implied Volatility (Mean) of 0.1583 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1921
Historical Volatility (Parkinson)	0.1636
Implied Volatility (Calls)	0.1731
Implied Volatility (Puts)	0.1436
Implied Volatility (Mean)	0.1583
Put-Call Implied Volatility Ratio	0.8294
Implied Volatility Skew	0.0431
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000