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GraniteShares ETF Trust GraniteShares 2x Short SK Hynix Daily ETF SKDD

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Market dataready · fetched 2026-10-25T16:35:55.517Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:59:45.494390206Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:35:54.960370+00:00

Share price$11.67
1D-0.8%
AH$11.38$11.52$11.66$11.81$11.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKDD
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Short SK Hynix Daily ETF options

Live interpolated SKDD call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short SK Hynix Daily ETF$0.22$2.25$4.27$6.29$8.31$5.04$8.11$11.18$14.26$17.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKDD spot · $11.67SKDD PRICE$0.44$0.58$0.72$0.87$1.02$1.18$1.44$1.72$1.90$2.10$2.40$2.73$3.12$0.60$0.85$1.11$1.39$1.70$2.03$2.46$3.05$3.72$4.33$5.04$6.36$7.73
PutsExpensive1.27×
CallsExpensive1.18×
SkewBearish+10.33 pp
Implied moveBearish±$3.90
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.87151.0%56.9%9.16140.0%26.6%
25Δ16.72151.3%48.3%9.72145.2%24.0%
30Δ15.60148.0%39.9%10.28148.1%21.4%
35Δ14.62143.5%32.7%10.87148.5%18.8%
40Δ13.81139.9%27.0%11.45148.2%16.4%
45Δ13.10136.5%22.3%12.04147.9%14.2%
50Δ12.56142.8%20.0%12.69149.8%12.4%
55Δ12.06150.7%18.0%13.45155.0%10.8%
60Δ11.46144.1%14.5%14.30160.0%9.4%
65Δ10.87137.9%11.1%15.10159.3%7.7%
70Δ10.32138.3%9.0%15.99158.8%6.2%
75Δ9.75138.6%7.0%17.46165.9%4.9%
80Δ9.17138.9%5.3%18.98168.9%3.6%

20Δ

Calls
Pseudo strike
17.87
IV
151.0%
B/E move
56.9%
Puts
Pseudo strike
9.16
IV
140.0%
B/E move
26.6%

25Δ

Calls
Pseudo strike
16.72
IV
151.3%
B/E move
48.3%
Puts
Pseudo strike
9.72
IV
145.2%
B/E move
24.0%

30Δ

Calls
Pseudo strike
15.60
IV
148.0%
B/E move
39.9%
Puts
Pseudo strike
10.28
IV
148.1%
B/E move
21.4%

35Δ

Calls
Pseudo strike
14.62
IV
143.5%
B/E move
32.7%
Puts
Pseudo strike
10.87
IV
148.5%
B/E move
18.8%

40Δ

Calls
Pseudo strike
13.81
IV
139.9%
B/E move
27.0%
Puts
Pseudo strike
11.45
IV
148.2%
B/E move
16.4%

45Δ

Calls
Pseudo strike
13.10
IV
136.5%
B/E move
22.3%
Puts
Pseudo strike
12.04
IV
147.9%
B/E move
14.2%

50Δ

Calls
Pseudo strike
12.56
IV
142.8%
B/E move
20.0%
Puts
Pseudo strike
12.69
IV
149.8%
B/E move
12.4%

55Δ

Calls
Pseudo strike
12.06
IV
150.7%
B/E move
18.0%
Puts
Pseudo strike
13.45
IV
155.0%
B/E move
10.8%

60Δ

Calls
Pseudo strike
11.46
IV
144.1%
B/E move
14.5%
Puts
Pseudo strike
14.30
IV
160.0%
B/E move
9.4%

65Δ

Calls
Pseudo strike
10.87
IV
137.9%
B/E move
11.1%
Puts
Pseudo strike
15.10
IV
159.3%
B/E move
7.7%

70Δ

Calls
Pseudo strike
10.32
IV
138.3%
B/E move
9.0%
Puts
Pseudo strike
15.99
IV
158.8%
B/E move
6.2%

75Δ

Calls
Pseudo strike
9.75
IV
138.6%
B/E move
7.0%
Puts
Pseudo strike
17.46
IV
165.9%
B/E move
4.9%

80Δ

Calls
Pseudo strike
9.17
IV
138.9%
B/E move
5.3%
Puts
Pseudo strike
18.98
IV
168.9%
B/E move
3.6%

Options history

No recorded observations