Implied Volatility (Mean) (120-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 High Income ETF (QQQI) had 120-Day Implied Volatility (Mean) of 0.2051 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3033
Historical Volatility (Parkinson)	0.2345
Implied Volatility (Calls)	0.2142
Implied Volatility (Puts)	0.1959
Implied Volatility (Mean)	0.2051
Put-Call Implied Volatility Ratio	0.9144
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0899
Put-Call Ratio (Open Interest)	1.0612