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Direxion Daily SK Hynix Bull 2X ETF SKHL

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Market datapartial · fetched 2026-10-23T19:42:52.771Z

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 · 2026-10-23T19:42:01.736500782Z

FundamentalsAlpha Vantage · unavailable

Share price$5.72
1D-0.3%
$5.61$5.68$5.74$5.80$5.865:30 AM6:30 AM9:00 AM1:00 PMSKHL
Sold putSold call

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$0.88$1.65$2.42$3.19$2.53$5.21$7.88$10.56$13.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHL spot · $5.71SKHL PRICE$0.20$0.29$0.31$0.37$0.46$0.54$0.63$0.77$0.92$1.08$1.23$1.44$1.65$0.29$0.38$0.48$0.61$0.74$0.87$1.04$1.31$1.57$1.86$2.18$2.51$2.97
PutsFair0.97×
CallsExpensive1.17×
SkewBearish+0.34 pp
Implied moveBearish±$1.67
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.53135.7%52.8%4.50127.0%26.3%
25Δ8.47151.7%53.2%4.79128.4%22.9%
30Δ7.44126.2%35.6%5.06129.2%19.8%
35Δ6.85116.3%26.4%5.32128.3%17.6%
40Δ6.59117.6%23.3%5.58127.4%15.3%
45Δ6.33119.0%20.2%5.83126.5%13.1%
50Δ6.06120.4%17.1%6.12127.4%11.2%
55Δ5.81124.9%15.0%6.46131.9%9.8%
60Δ5.55130.5%13.2%6.81136.3%8.5%
65Δ5.29136.0%11.4%7.17138.5%7.1%
70Δ5.03141.6%9.6%7.57138.0%5.7%
75Δ4.72143.5%7.8%7.98137.5%4.3%
80Δ4.40144.8%6.0%8.50136.1%3.1%

20Δ

Calls
Pseudo strike
8.53
IV
135.7%
B/E move
52.8%
Puts
Pseudo strike
4.50
IV
127.0%
B/E move
26.3%

25Δ

Calls
Pseudo strike
8.47
IV
151.7%
B/E move
53.2%
Puts
Pseudo strike
4.79
IV
128.4%
B/E move
22.9%

30Δ

Calls
Pseudo strike
7.44
IV
126.2%
B/E move
35.6%
Puts
Pseudo strike
5.06
IV
129.2%
B/E move
19.8%

35Δ

Calls
Pseudo strike
6.85
IV
116.3%
B/E move
26.4%
Puts
Pseudo strike
5.32
IV
128.3%
B/E move
17.6%

40Δ

Calls
Pseudo strike
6.59
IV
117.6%
B/E move
23.3%
Puts
Pseudo strike
5.58
IV
127.4%
B/E move
15.3%

45Δ

Calls
Pseudo strike
6.33
IV
119.0%
B/E move
20.2%
Puts
Pseudo strike
5.83
IV
126.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
6.06
IV
120.4%
B/E move
17.1%
Puts
Pseudo strike
6.12
IV
127.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
5.81
IV
124.9%
B/E move
15.0%
Puts
Pseudo strike
6.46
IV
131.9%
B/E move
9.8%

60Δ

Calls
Pseudo strike
5.55
IV
130.5%
B/E move
13.2%
Puts
Pseudo strike
6.81
IV
136.3%
B/E move
8.5%

65Δ

Calls
Pseudo strike
5.29
IV
136.0%
B/E move
11.4%
Puts
Pseudo strike
7.17
IV
138.5%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.03
IV
141.6%
B/E move
9.6%
Puts
Pseudo strike
7.57
IV
138.0%
B/E move
5.7%

75Δ

Calls
Pseudo strike
4.72
IV
143.5%
B/E move
7.8%
Puts
Pseudo strike
7.98
IV
137.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
4.40
IV
144.8%
B/E move
6.0%
Puts
Pseudo strike
8.50
IV
136.1%
B/E move
3.1%

Options history

No recorded observations