{"ticker":"NEHI","name":"NEOS Ethereum High Income ETF","page_url":null,"cite_as":"TickerInside, NEOS Ethereum High Income ETF (NEHI), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-25, https://tickerinside.com/api/v1/etf/nehi.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/nehi.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/nehi.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01Y396077","share_class_figi":"BBG01Y396157","cik":"0001848758","series_id":"S000096184","class_id":"C000264973"},"source_layer":"sec_nport_derivatives","category":{"id":"option-income","label":"Option Income","group":"options","group_label":"Option strategies","asset_class":"crypto","rule":"In its filing for 2026-06-30, it writes calls on iShares Ethereum Trust ETF (69% of net assets).","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"iShares Ethereum Trust ETF"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-25","filing_url":"https://www.sec.gov/Archives/edgar/data/1848758/000089418926023143/","net_assets":62962867,"multi_class":false,"stock_pct":24.12,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.98,"expense_ratio_gross":0.98,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-04-30","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1848758/000199937126009592/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":4,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{"ETHA":24.1247},"summary":"On 2026-06-30, NEHI held US Treasury bills (100.7%), stocks and ETFs held outright (24.1%) and money market funds (1.1%), as percent of net assets. It carried options on iShares Ethereum Trust ETF (68.8% in written calls, 100.5% in written puts and 100.5% in purchased calls), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":100.71},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":24.12},{"kind":"money_market_funds","label":"Money market funds","pct":1.14}],"derivatives":[{"instrument":"option","description":"put option, written","underlying":"iShares Ethereum Trust ETF","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":100.5545,"value_pct":-26.0185,"positions":1,"option_type":"put","option_side":"written","expires_first":"2026-07-17","expires_last":"2026-07-17"},{"instrument":"option","description":"call option, purchased","underlying":"iShares Ethereum Trust ETF","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":100.5545,"value_pct":0.1885,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2026-07-17","expires_last":"2026-07-17"},{"instrument":"option","description":"call option, written","underlying":"iShares Ethereum Trust ETF","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":68.7683,"value_pct":-0.0589,"positions":2,"option_type":"call","option_side":"written","expires_first":"2026-07-17","expires_last":"2026-07-17"}],"underlyings":[{"underlying":"iShares Ethereum Trust ETF","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":0.0,"options":{"written_puts_pct":100.55,"written_calls_pct":68.77,"purchased_calls_pct":100.55},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":24.12,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":269.88,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}