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Direxion Daily SK Hynix Bull 2X ETF SKHL

i

Market dataready · fetched 2026-11-13T02:51:22.602Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.016375681Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:51:22.071701+00:00

Share price$5.39
1D+3.8%
AH$5.02$5.15$5.28$5.41$5.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKHL
Sold putSold callAH

Direxion Daily SK Hynix Bull 2X ETF options

Live interpolated SKHL call and put midpoint premiums by absolute delta.Direxion Daily SK Hynix Bull 2X ETF$0.12$0.53$0.95$1.36$1.77$3.57$4.53$5.50$6.46$7.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHL spot · $5.39SKHL PRICE$0.17$0.19$0.21$0.25$0.34$0.44$0.54$0.64$0.74$0.84$0.94$1.04$1.14$0.22$0.29$0.37$0.44$0.52$0.61$0.69$0.77$0.86$1.00$1.22$1.44$1.65
PutsFair0.99×
CallsCheap0.85×
SkewBearish+1.98 pp
Implied moveBearish±$1.23
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.67226.8%45.3%4.33206.7%23.8%
25Δ6.77184.2%29.1%4.56203.3%20.8%
30Δ6.34159.0%21.5%4.80199.9%17.7%
35Δ5.97141.3%15.3%5.03196.0%14.9%
40Δ5.81152.1%14.2%5.20190.0%13.1%
45Δ5.65162.9%13.1%5.38183.9%11.4%
50Δ5.49173.8%12.0%5.56177.9%9.7%
55Δ5.33184.6%10.9%5.73171.9%8.0%
60Δ5.18195.4%9.8%5.91165.8%6.3%
65Δ5.02206.2%8.7%6.13164.0%5.0%
70Δ4.84197.2%7.3%6.39166.9%4.1%
75Δ4.67185.5%5.9%6.65169.7%3.3%
80Δ4.49173.9%4.5%6.91172.6%2.4%

20Δ

Calls
Pseudo strike
7.67
IV
226.8%
B/E move
45.3%
Puts
Pseudo strike
4.33
IV
206.7%
B/E move
23.8%

25Δ

Calls
Pseudo strike
6.77
IV
184.2%
B/E move
29.1%
Puts
Pseudo strike
4.56
IV
203.3%
B/E move
20.8%

30Δ

Calls
Pseudo strike
6.34
IV
159.0%
B/E move
21.5%
Puts
Pseudo strike
4.80
IV
199.9%
B/E move
17.7%

35Δ

Calls
Pseudo strike
5.97
IV
141.3%
B/E move
15.3%
Puts
Pseudo strike
5.03
IV
196.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
5.81
IV
152.1%
B/E move
14.2%
Puts
Pseudo strike
5.20
IV
190.0%
B/E move
13.1%

45Δ

Calls
Pseudo strike
5.65
IV
162.9%
B/E move
13.1%
Puts
Pseudo strike
5.38
IV
183.9%
B/E move
11.4%

50Δ

Calls
Pseudo strike
5.49
IV
173.8%
B/E move
12.0%
Puts
Pseudo strike
5.56
IV
177.9%
B/E move
9.7%

55Δ

Calls
Pseudo strike
5.33
IV
184.6%
B/E move
10.9%
Puts
Pseudo strike
5.73
IV
171.9%
B/E move
8.0%

60Δ

Calls
Pseudo strike
5.18
IV
195.4%
B/E move
9.8%
Puts
Pseudo strike
5.91
IV
165.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
5.02
IV
206.2%
B/E move
8.7%
Puts
Pseudo strike
6.13
IV
164.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
4.84
IV
197.2%
B/E move
7.3%
Puts
Pseudo strike
6.39
IV
166.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
4.67
IV
185.5%
B/E move
5.9%
Puts
Pseudo strike
6.65
IV
169.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
4.49
IV
173.9%
B/E move
4.5%
Puts
Pseudo strike
6.91
IV
172.6%
B/E move
2.4%

Options history

IV · four-Friday blend132.29%
Daily EOD
SKHL114.6%124.1%133.6%2026-10-19: 115.92%2026-10-20: 115.89%2026-10-21: 122.34%2026-10-22: 126.44%2026-10-23: 123.78%2026-10-26: 126.63%2026-10-27: 124.97%2026-10-28: 118.18%2026-10-29: 120.98%2026-10-30: 132.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
115.92%
115.89%
122.34%
126.44%
123.78%
126.63%
124.97%
118.18%
120.98%
132.29%