IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-22T18:25:28.700Z

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 · 2026-10-22T18:25:18.812484464Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:25:26.593124+00:00

Share price$12.47
1D+5.0%
$11.56$11.82$12.09$12.35$12.615:30 AM6:30 AM9:00 AM1:00 PMSKDD
Sold putSold call

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$0.56$2.61$4.66$6.71$8.76$4.91$8.32$11.73$15.14$18.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKDD spot · $12.47SKDD PRICE$0.79$0.95$1.14$1.35$1.56$1.76$2.00$2.24$2.47$2.90$3.35$0.99$1.34$1.68$2.03$2.38$2.72$3.07$3.79$4.63$5.47$6.31$8.17
PutsExpensive1.62×
CallsExpensive1.11×
SkewBearish+24.34 pp
Implied moveBearish±$4.63
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.45150.7%32.1%
25Δ10.18151.9%29.1%
30Δ16.76142.7%40.7%10.91153.2%26.0%
35Δ15.77140.4%34.1%11.64154.4%22.9%
40Δ14.95140.2%29.0%12.37155.6%19.8%
45Δ14.24141.1%25.0%13.10156.9%16.8%
50Δ13.52138.9%20.9%13.83158.1%13.7%
55Δ12.84135.3%17.1%14.80160.2%11.7%
60Δ12.25132.1%14.3%15.85162.6%10.0%
65Δ11.66128.8%11.4%16.90165.0%8.3%
70Δ11.07125.6%8.6%17.95167.4%6.7%
75Δ10.43129.5%6.9%19.96178.4%5.4%
80Δ9.78132.6%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.45
IV
150.7%
B/E move
32.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.18
IV
151.9%
B/E move
29.1%

30Δ

Calls
Pseudo strike
16.76
IV
142.7%
B/E move
40.7%
Puts
Pseudo strike
10.91
IV
153.2%
B/E move
26.0%

35Δ

Calls
Pseudo strike
15.77
IV
140.4%
B/E move
34.1%
Puts
Pseudo strike
11.64
IV
154.4%
B/E move
22.9%

40Δ

Calls
Pseudo strike
14.95
IV
140.2%
B/E move
29.0%
Puts
Pseudo strike
12.37
IV
155.6%
B/E move
19.8%

45Δ

Calls
Pseudo strike
14.24
IV
141.1%
B/E move
25.0%
Puts
Pseudo strike
13.10
IV
156.9%
B/E move
16.8%

50Δ

Calls
Pseudo strike
13.52
IV
138.9%
B/E move
20.9%
Puts
Pseudo strike
13.83
IV
158.1%
B/E move
13.7%

55Δ

Calls
Pseudo strike
12.84
IV
135.3%
B/E move
17.1%
Puts
Pseudo strike
14.80
IV
160.2%
B/E move
11.7%

60Δ

Calls
Pseudo strike
12.25
IV
132.1%
B/E move
14.3%
Puts
Pseudo strike
15.85
IV
162.6%
B/E move
10.0%

65Δ

Calls
Pseudo strike
11.66
IV
128.8%
B/E move
11.4%
Puts
Pseudo strike
16.90
IV
165.0%
B/E move
8.3%

70Δ

Calls
Pseudo strike
11.07
IV
125.6%
B/E move
8.6%
Puts
Pseudo strike
17.95
IV
167.4%
B/E move
6.7%

75Δ

Calls
Pseudo strike
10.43
IV
129.5%
B/E move
6.9%
Puts
Pseudo strike
19.96
IV
178.4%
B/E move
5.4%

80Δ

Calls
Pseudo strike
9.78
IV
132.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations