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SK hynix Inc. American Depositary Shares SKHY

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-10T22:37:09.590Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:35:48.547928925Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:37:09.040532+00:00

Share price$129.85
1D+0.8%
AH$127$129$131$133$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKHY
Sold putSold callAH

SK hynix Inc. American Depositary Shares options

Live interpolated SKHY call and put midpoint premiums by absolute delta.SK hynix Inc. American Depositary Shares$0.88$3.35$5.82$8.29$10.76$119.87$125.64$131.41$137.18$142.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SKHY spot · $129.85SKHY PRICE$1.15$1.52$1.95$2.42$2.95$3.46$4.12$4.87$5.77$6.71$7.83$8.44$10.04$1.30$1.76$2.31$2.72$3.27$3.80$4.68$5.23$6.21$7.13$8.55
Puts——
CallsExpensive1.14×
Skew——
Implied moveBearish±$8.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.7090.9%8.5%121.2695.0%7.6%
25Δ137.6889.8%7.2%122.9695.9%6.7%
30Δ136.0890.7%6.3%124.4498.4%5.9%
35Δ134.5691.1%5.5%126.1793.6%4.9%
40Δ133.1392.0%4.8%127.5992.7%4.3%
45Δ131.6991.0%4.1%128.9990.4%3.6%
50Δ130.3492.2%3.6%130.3694.4%3.2%
55Δ128.9793.9%3.1%131.6890.4%2.6%
60Δ127.5396.5%2.7%133.1492.3%2.2%
65Δ126.0397.6%2.2%134.5991.7%1.8%
70Δ124.4199.4%1.8%136.3995.1%1.5%
75Δ123.1593.0%1.3%
80Δ121.1796.1%1.1%

20Δ

Calls
Pseudo strike
139.70
IV
90.9%
B/E move
8.5%
Puts
Pseudo strike
121.26
IV
95.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
137.68
IV
89.8%
B/E move
7.2%
Puts
Pseudo strike
122.96
IV
95.9%
B/E move
6.7%

30Δ

Calls
Pseudo strike
136.08
IV
90.7%
B/E move
6.3%
Puts
Pseudo strike
124.44
IV
98.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
134.56
IV
91.1%
B/E move
5.5%
Puts
Pseudo strike
126.17
IV
93.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
133.13
IV
92.0%
B/E move
4.8%
Puts
Pseudo strike
127.59
IV
92.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
131.69
IV
91.0%
B/E move
4.1%
Puts
Pseudo strike
128.99
IV
90.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
130.34
IV
92.2%
B/E move
3.6%
Puts
Pseudo strike
130.36
IV
94.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
128.97
IV
93.9%
B/E move
3.1%
Puts
Pseudo strike
131.68
IV
90.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
127.53
IV
96.5%
B/E move
2.7%
Puts
Pseudo strike
133.14
IV
92.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
126.03
IV
97.6%
B/E move
2.2%
Puts
Pseudo strike
134.59
IV
91.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
124.41
IV
99.4%
B/E move
1.8%
Puts
Pseudo strike
136.39
IV
95.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
123.15
IV
93.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
121.17
IV
96.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend69.96%
Daily close
SKHY47.2%66.7%86.1%2026-08-12: 80.79%2026-08-13: 80.93%2026-08-14: 74.01%2026-08-17: 83.46%2026-08-18: 78.09%2026-08-19: 77.26%2026-08-20: 74.35%2026-08-21: 69.88%2026-08-24: 74.48%2026-08-25: 71.86%2026-08-26: 75.90%2026-08-27: 65.42%2026-08-28: 59.52%2026-08-31: 63.35%2026-09-01: 62.83%2026-09-02: 60.33%2026-09-03: 57.04%2026-09-04: 61.90%2026-09-08: 67.75%2026-09-09: 72.54%2026-09-10: 63.82%2026-09-11: 58.29%2026-09-14: 61.75%2026-09-15: 63.64%2026-09-16: 64.11%2026-09-17: 61.08%2026-09-18: 57.93%2026-09-21: 61.95%2026-09-22: 64.88%2026-09-23: 59.50%2026-09-24: 55.35%2026-09-25: 55.22%2026-09-28: 57.99%2026-09-29: 58.32%2026-09-30: 61.75%2026-10-01: 55.07%2026-10-02: 49.92%2026-10-05: 52.62%2026-10-06: 54.05%2026-10-07: 55.34%2026-10-08: 56.24%2026-10-09: 49.91%2026-10-12: 53.51%2026-10-13: 60.90%2026-10-14: 66.94%2026-10-15: 69.50%2026-10-16: 65.30%2026-10-19: 66.19%2026-10-20: 68.66%2026-10-21: 72.15%2026-10-22: 82.32%2026-10-23: 75.20%2026-10-26: 79.74%2026-10-27: 79.86%2026-10-28: 66.79%2026-10-29: 66.65%2026-10-30: 69.96%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
80.79%
80.93%
74.01%
83.46%
78.09%
77.26%
74.35%
69.88%
74.48%
71.86%
75.90%
65.42%
59.52%
63.35%
62.83%
60.33%
57.04%
61.90%
67.75%
72.54%
63.82%
58.29%
61.75%
63.64%
64.11%
61.08%
57.93%
61.95%
64.88%
59.50%
55.35%
55.22%
57.99%
58.32%
61.75%
55.07%
49.92%
52.62%
54.05%
55.34%
56.24%
49.91%
53.51%
60.90%
66.94%
69.50%
65.30%
66.19%
68.66%
72.15%
82.32%
75.20%
79.74%
79.86%
66.79%
66.65%
69.96%