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Leverage Shares 1X Short SK Hynix Daily ETF SKHZ

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Market dataready · fetched 2026-11-12T04:07:36.991Z

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 · 2026-11-12T01:00:06.689293265Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:36.515329+00:00

Share price$11.34
1D-2.1%
AH$10.95$11.17$11.39$11.60$11.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKHZ
Sold putSold callAH

Leverage Shares 1X Short SK Hynix Daily ETF options

Live interpolated SKHZ call and put midpoint premiums by absolute delta.Leverage Shares 1X Short SK Hynix Daily ETF$0.17$0.57$0.97$1.37$1.77$8.99$10.27$11.54$12.82$14.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHZ spot · $11.34SKHZ PRICE$0.23$0.25$0.29$0.34$0.39$0.43$0.48$0.53$0.58$0.64$0.81$0.97$1.14$0.21$0.28$0.34$0.41$0.49$0.60$0.70$0.81$0.92$1.06$1.25$1.45$1.65
PutsCheap0.84×
CallsCheap0.86×
SkewBearish+9.01 pp
Implied moveBearish±$1.19
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.69127.4%22.7%10.06101.3%13.2%
25Δ12.83102.2%15.3%10.3297.4%11.5%
30Δ12.4694.6%12.5%10.5793.6%9.8%
35Δ12.1087.1%9.7%10.8389.7%8.1%
40Δ11.8782.0%8.1%11.0787.1%6.7%
45Δ11.6977.7%7.0%11.2786.7%5.9%
50Δ11.5273.5%5.8%11.4686.3%5.1%
55Δ11.3469.2%4.7%11.6686.0%4.3%
60Δ11.1665.0%3.6%11.8685.6%3.6%
65Δ10.9861.2%2.5%12.0785.3%2.9%
70Δ10.7763.3%2.1%12.3385.0%2.3%
75Δ10.5665.4%1.7%12.5884.8%1.8%
80Δ10.3567.4%1.4%12.8484.5%1.3%

20Δ

Calls
Pseudo strike
13.69
IV
127.4%
B/E move
22.7%
Puts
Pseudo strike
10.06
IV
101.3%
B/E move
13.2%

25Δ

Calls
Pseudo strike
12.83
IV
102.2%
B/E move
15.3%
Puts
Pseudo strike
10.32
IV
97.4%
B/E move
11.5%

30Δ

Calls
Pseudo strike
12.46
IV
94.6%
B/E move
12.5%
Puts
Pseudo strike
10.57
IV
93.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
12.10
IV
87.1%
B/E move
9.7%
Puts
Pseudo strike
10.83
IV
89.7%
B/E move
8.1%

40Δ

Calls
Pseudo strike
11.87
IV
82.0%
B/E move
8.1%
Puts
Pseudo strike
11.07
IV
87.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
11.69
IV
77.7%
B/E move
7.0%
Puts
Pseudo strike
11.27
IV
86.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
11.52
IV
73.5%
B/E move
5.8%
Puts
Pseudo strike
11.46
IV
86.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
11.34
IV
69.2%
B/E move
4.7%
Puts
Pseudo strike
11.66
IV
86.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
11.16
IV
65.0%
B/E move
3.6%
Puts
Pseudo strike
11.86
IV
85.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
10.98
IV
61.2%
B/E move
2.5%
Puts
Pseudo strike
12.07
IV
85.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
10.77
IV
63.3%
B/E move
2.1%
Puts
Pseudo strike
12.33
IV
85.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
10.56
IV
65.4%
B/E move
1.7%
Puts
Pseudo strike
12.58
IV
84.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
10.35
IV
67.4%
B/E move
1.4%
Puts
Pseudo strike
12.84
IV
84.5%
B/E move
1.3%

Options history

IV · four-Friday blend77.24%
Daily EOD
SKHZ66.9%72.5%78.0%2026-10-19: 67.68%2026-10-20: 69.43%2026-10-21: 68.22%2026-10-22: 72.65%2026-10-23: 70.62%2026-10-26: 71.00%2026-10-27: 74.59%2026-10-28: 71.61%2026-10-29: 72.17%2026-10-30: 77.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.68%
69.43%
68.22%
72.65%
70.62%
71.00%
74.59%
71.61%
72.17%
77.24%