IntraAlpha
Create free account Start free

Leverage Shares 2X Long SK Hynix Daily ETF SKHX

i

Market dataready · fetched 2026-11-12T03:58:34.056Z

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 · 2026-11-12T01:00:06.670826194Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:58:33.494362+00:00

Share price$8.85
1D+3.7%
AH$8.27$8.53$8.79$9.05$9.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKHX
Sold putSold callAH

Leverage Shares 2X Long SK Hynix Daily ETF options

Live interpolated SKHX call and put midpoint premiums by absolute delta.Leverage Shares 2X Long SK Hynix Daily ETF$0.16$0.82$1.48$2.14$2.81$5.61$7.28$8.96$10.63$12.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHX spot · $8.85SKHX PRICE$0.23$0.30$0.36$0.44$0.56$0.68$0.80$0.92$1.03$1.14$1.25$1.49$1.76$0.30$0.40$0.50$0.65$0.79$0.94$1.11$1.29$1.48$1.69$1.95$2.21$2.62
PutsCheap0.85×
CallsCheap0.77×
SkewBearish+3.81 pp
Implied moveBearish±$1.91
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.39165.0%31.2%7.37161.3%20.0%
25Δ10.86162.8%26.1%7.69162.6%17.6%
30Δ10.41155.9%21.7%8.00164.0%15.3%
35Δ9.97150.2%17.6%8.29164.7%13.6%
40Δ9.70155.5%15.9%8.58165.4%12.0%
45Δ9.43160.9%14.3%8.87166.2%10.3%
50Δ9.16166.3%12.6%9.17165.6%8.9%
55Δ8.89166.8%10.8%9.47164.0%7.6%
60Δ8.61160.6%9.0%9.77162.4%6.3%
65Δ8.34154.4%7.1%10.09160.5%5.1%
70Δ8.06148.1%5.2%10.43157.6%4.2%
75Δ7.73151.7%4.1%10.77154.7%3.2%
80Δ7.38158.3%3.2%11.26157.1%2.3%

20Δ

Calls
Pseudo strike
11.39
IV
165.0%
B/E move
31.2%
Puts
Pseudo strike
7.37
IV
161.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
10.86
IV
162.8%
B/E move
26.1%
Puts
Pseudo strike
7.69
IV
162.6%
B/E move
17.6%

30Δ

Calls
Pseudo strike
10.41
IV
155.9%
B/E move
21.7%
Puts
Pseudo strike
8.00
IV
164.0%
B/E move
15.3%

35Δ

Calls
Pseudo strike
9.97
IV
150.2%
B/E move
17.6%
Puts
Pseudo strike
8.29
IV
164.7%
B/E move
13.6%

40Δ

Calls
Pseudo strike
9.70
IV
155.5%
B/E move
15.9%
Puts
Pseudo strike
8.58
IV
165.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
9.43
IV
160.9%
B/E move
14.3%
Puts
Pseudo strike
8.87
IV
166.2%
B/E move
10.3%

50Δ

Calls
Pseudo strike
9.16
IV
166.3%
B/E move
12.6%
Puts
Pseudo strike
9.17
IV
165.6%
B/E move
8.9%

55Δ

Calls
Pseudo strike
8.89
IV
166.8%
B/E move
10.8%
Puts
Pseudo strike
9.47
IV
164.0%
B/E move
7.6%

60Δ

Calls
Pseudo strike
8.61
IV
160.6%
B/E move
9.0%
Puts
Pseudo strike
9.77
IV
162.4%
B/E move
6.3%

65Δ

Calls
Pseudo strike
8.34
IV
154.4%
B/E move
7.1%
Puts
Pseudo strike
10.09
IV
160.5%
B/E move
5.1%

70Δ

Calls
Pseudo strike
8.06
IV
148.1%
B/E move
5.2%
Puts
Pseudo strike
10.43
IV
157.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.73
IV
151.7%
B/E move
4.1%
Puts
Pseudo strike
10.77
IV
154.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
7.38
IV
158.3%
B/E move
3.2%
Puts
Pseudo strike
11.26
IV
157.1%
B/E move
2.3%

Options history

IV · four-Friday blend128.25%
Daily EOD
SKHX117.3%124.3%131.3%2026-10-19: 118.24%2026-10-20: 123.33%2026-10-21: 120.07%2026-10-22: 130.38%2026-10-23: 128.40%2026-10-26: 128.19%2026-10-27: 129.04%2026-10-30: 128.25%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
118.24%
123.33%
120.07%
130.38%
128.40%
128.19%
129.04%
128.25%