SPYI ETF Analysis: SHP Trust - NEOS SP500 High | BATS

Derivative Income | BATS, USA | Market Cap: 10.791m USD | 12M Return: 15.4% | Charts, Fundamentals & Technical Analysis

Large Cap Stocks, Call Options, Covered Calls, Index Strategy
Total Rating 57
Safety 48
Buy Signal -0.55
Derivative Income
Category Rotation: -4.0
TER: 0.17%
AUM: 10.8B
Avg Turnover: 123M
Risk 3d forecast
Volatility13.8%
VaR 5th Pctl2.57%
VaR vs Median3.59%
Reward TTM
Sharpe Ratio1.04
Rel. Str. IBD46.5
Rel. Str. Peer Group48.1
Character TTM
Beta0.815
Beta Downside0.828
Hurst Exponent0.470
Drawdowns 3y
Max DD16.47%
CAGR/Max DD0.88
CAGR/Mean DD9.40

Warnings

Volatile

Tailwinds

No distinct edge detected

Seasonality 3.8 years of data

Jan -0.2% 13
Feb -1.8% 18
Mar -5.8% 22
Apr -1.8% 12
May +1.8% 51
Jun -0.0% 11
Jul -0.3% 0
Aug +0.2% 13
Sep -0.6% 12
Oct -2.4% 49
Nov +2.1% 17
Dec -1.3% 14

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: SPYI SHP Trust - NEOS SP500 High

The NEOS S&P 500 High Income ETF (SPYI) is an actively-managed ETF that pursues its investment objective by holding the stocks of the S&P 500® Index in combination with a call options strategy on the same index. This options overlay typically combines written (sold) call options and long (bought) call options, and may also include covered call transactions under certain market conditions.

Categorized as a Derivative Income ETF, SPYI uses options as a core part of its business model rather than as a defensive or hedging tool, aiming to generate income and, potentially, capital appreciation for shareholders. As an actively-managed fund, portfolio construction and options positioning are driven by the managers strategy rather than by passive replication of an index.

Headlines to Watch Out For
  • S&P 500 volatility drives covered call premium income higher
  • Falling interest rates pressure ETF yield competitiveness
  • Equity market rally boosts NAV but caps option premiums
What is the price of SPYI shares?

As of July 27, 2026, the stock is trading at USD 52.30 with a total of 3,327,683 shares traded. Over the past week, the price has changed by -0.46%, over one month by +1.60%, over three months by +3.09% and over the past year by +15.41%.

Current recommended Stop Loss: 51.30 (which is 1.9% or 1.9 ATR below the current price).

Is SPYI a buy, sell or hold?

SHP Trust - NEOS SP500 High has no consensus analysts rating.