IntraAlpha
Create free account Start free

Direxion Daily SK Hynix Bull 2X ETF SKHL

i

Market datapartial · fetched 2026-10-23T00:02:35.884Z

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 · 2026-10-23T00:00:00.025747225Z

FundamentalsAlpha Vantage · unavailable

Share price$5.32
1D-9.1%
AH$5.15$5.36$5.57$5.78$5.995:30 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$0.14$0.98$1.82$2.66$3.50$2.21$4.98$7.74$10.51$13.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHL spot · $5.32SKHL PRICE$0.23$0.28$0.32$0.40$0.49$0.58$0.68$0.78$0.89$1.00$1.17$1.33$1.50$0.30$0.38$0.46$0.54$0.69$0.86$1.02$1.19$1.51$1.83$2.22$2.70$3.25
PutsFair1.01×
CallsExpensive1.42×
SkewBullish-5.43 pp
Implied moveBearish±$1.70
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.92168.8%72.0%4.09145.6%28.7%
25Δ7.85152.9%52.8%4.38138.3%24.8%
30Δ6.95131.5%36.5%4.66131.0%20.9%
35Δ6.66134.6%32.7%4.95123.7%17.0%
40Δ6.36137.6%28.9%5.21124.2%15.0%
45Δ6.07140.7%25.0%5.47126.5%13.3%
50Δ5.79140.8%21.6%5.73128.8%11.6%
55Δ5.51139.9%18.3%5.99131.0%9.9%
60Δ5.23139.0%15.0%6.37135.8%8.5%
65Δ4.95138.4%12.0%6.77140.7%7.3%
70Δ4.68138.8%9.9%7.22145.3%6.0%
75Δ4.40139.1%7.8%7.77149.3%4.7%
80Δ4.13139.5%5.8%8.39150.9%3.4%

20Δ

Calls
Pseudo strike
8.92
IV
168.8%
B/E move
72.0%
Puts
Pseudo strike
4.09
IV
145.6%
B/E move
28.7%

25Δ

Calls
Pseudo strike
7.85
IV
152.9%
B/E move
52.8%
Puts
Pseudo strike
4.38
IV
138.3%
B/E move
24.8%

30Δ

Calls
Pseudo strike
6.95
IV
131.5%
B/E move
36.5%
Puts
Pseudo strike
4.66
IV
131.0%
B/E move
20.9%

35Δ

Calls
Pseudo strike
6.66
IV
134.6%
B/E move
32.7%
Puts
Pseudo strike
4.95
IV
123.7%
B/E move
17.0%

40Δ

Calls
Pseudo strike
6.36
IV
137.6%
B/E move
28.9%
Puts
Pseudo strike
5.21
IV
124.2%
B/E move
15.0%

45Δ

Calls
Pseudo strike
6.07
IV
140.7%
B/E move
25.0%
Puts
Pseudo strike
5.47
IV
126.5%
B/E move
13.3%

50Δ

Calls
Pseudo strike
5.79
IV
140.8%
B/E move
21.6%
Puts
Pseudo strike
5.73
IV
128.8%
B/E move
11.6%

55Δ

Calls
Pseudo strike
5.51
IV
139.9%
B/E move
18.3%
Puts
Pseudo strike
5.99
IV
131.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
5.23
IV
139.0%
B/E move
15.0%
Puts
Pseudo strike
6.37
IV
135.8%
B/E move
8.5%

65Δ

Calls
Pseudo strike
4.95
IV
138.4%
B/E move
12.0%
Puts
Pseudo strike
6.77
IV
140.7%
B/E move
7.3%

70Δ

Calls
Pseudo strike
4.68
IV
138.8%
B/E move
9.9%
Puts
Pseudo strike
7.22
IV
145.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
4.40
IV
139.1%
B/E move
7.8%
Puts
Pseudo strike
7.77
IV
149.3%
B/E move
4.7%

80Δ

Calls
Pseudo strike
4.13
IV
139.5%
B/E move
5.8%
Puts
Pseudo strike
8.39
IV
150.9%
B/E move
3.4%

Options history

No recorded observations