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ProShares Ultra SK hynix SKHU

i

Market dataready · fetched 2026-11-12T03:31:13.990Z

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 · 2026-11-12T01:00:00.089666929Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:31:13.792097+00:00

Share price$11.60
1D+3.6%
AH$10.87$11.20$11.52$11.85$12.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKHU
Sold putSold callAH

ProShares Ultra SK hynix options

Live interpolated SKHU call and put midpoint premiums by absolute delta.ProShares Ultra SK hynix$0.20$0.99$1.78$2.57$3.36$7.14$9.45$11.76$14.07$16.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHU spot · $11.60SKHU PRICE$0.29$0.38$0.51$0.64$0.77$0.90$1.02$1.23$1.45$1.63$1.78$1.92$2.19$0.39$0.49$0.61$0.74$0.89$1.05$1.20$1.41$1.63$1.86$2.46$2.92$3.14
PutsCheap0.75×
CallsCheap0.76×
SkewBullish-14.11 pp
Implied moveBearish±$2.23
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.75158.6%29.7%9.59169.8%20.7%
25Δ14.14156.8%25.2%10.12157.4%17.0%
30Δ13.70161.5%22.5%10.51153.7%14.7%
35Δ13.31168.1%20.3%10.89150.1%12.5%
40Δ12.91172.6%18.0%11.24147.3%10.8%
45Δ12.46168.4%15.1%11.57144.9%9.3%
50Δ12.00164.2%12.3%11.90142.4%7.8%
55Δ11.62168.9%10.8%12.24141.0%6.6%
60Δ11.24173.7%9.3%12.59140.0%5.5%
65Δ10.87172.8%7.7%12.94139.0%4.5%
70Δ10.52162.9%6.0%13.61155.0%3.9%
75Δ10.18153.0%4.3%14.15159.8%3.3%
80Δ9.77150.1%3.0%14.46147.7%2.4%

20Δ

Calls
Pseudo strike
14.75
IV
158.6%
B/E move
29.7%
Puts
Pseudo strike
9.59
IV
169.8%
B/E move
20.7%

25Δ

Calls
Pseudo strike
14.14
IV
156.8%
B/E move
25.2%
Puts
Pseudo strike
10.12
IV
157.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
13.70
IV
161.5%
B/E move
22.5%
Puts
Pseudo strike
10.51
IV
153.7%
B/E move
14.7%

35Δ

Calls
Pseudo strike
13.31
IV
168.1%
B/E move
20.3%
Puts
Pseudo strike
10.89
IV
150.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
12.91
IV
172.6%
B/E move
18.0%
Puts
Pseudo strike
11.24
IV
147.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
12.46
IV
168.4%
B/E move
15.1%
Puts
Pseudo strike
11.57
IV
144.9%
B/E move
9.3%

50Δ

Calls
Pseudo strike
12.00
IV
164.2%
B/E move
12.3%
Puts
Pseudo strike
11.90
IV
142.4%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.62
IV
168.9%
B/E move
10.8%
Puts
Pseudo strike
12.24
IV
141.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
11.24
IV
173.7%
B/E move
9.3%
Puts
Pseudo strike
12.59
IV
140.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
10.87
IV
172.8%
B/E move
7.7%
Puts
Pseudo strike
12.94
IV
139.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.52
IV
162.9%
B/E move
6.0%
Puts
Pseudo strike
13.61
IV
155.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.18
IV
153.0%
B/E move
4.3%
Puts
Pseudo strike
14.15
IV
159.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
9.77
IV
150.1%
B/E move
3.0%
Puts
Pseudo strike
14.46
IV
147.7%
B/E move
2.4%

Options history

IV · four-Friday blend126.67%
Daily EOD
SKHU111.4%119.6%127.8%2026-10-19: 112.54%2026-10-20: 113.60%2026-10-21: 116.16%2026-10-22: 125.90%2026-10-23: 122.99%2026-10-26: 125.44%2026-10-27: 124.10%2026-10-28: 119.01%2026-10-29: 118.82%2026-10-30: 126.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
112.54%
113.60%
116.16%
125.90%
122.99%
125.44%
124.10%
119.01%
118.82%
126.67%