IntraAlpha
Create free account Start free

Leverage Shares 1X Short SK Hynix Daily ETF SKHZ

i

Market dataready · fetched 2026-10-22T16:41:16.532Z

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 · 2026-10-22T16:40:49.959897007Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:33:46.517005+00:00

Share price$12.87
1D+1.6%
$12.43$12.55$12.67$12.79$12.915:30 AM6:30 AM9:00 AM1:00 PMSKHZ
Sold putSold call

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$0.20$1.07$1.94$2.81$3.68$8.28$10.19$12.09$13.99$15.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKHZ spot · $12.87SKHZ PRICE$0.29$0.32$0.42$0.52$0.64$0.78$0.92$1.02$1.06$1.10$1.14$1.25$1.70$0.49$0.68$1.02$1.37$1.20$1.02$0.93$1.03$1.12$1.22$1.31$2.12$3.43
PutsExpensive1.55×
CallsFair1.00×
SkewBearish+16.28 pp
Implied moveBalanced±$1.86
TiltBearish20.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.0580.4%27.0%10.52103.3%22.1%
25Δ14.8363.5%17.7%11.07104.6%19.3%
30Δ14.4864.8%15.7%11.53116.8%18.4%
35Δ14.1266.0%13.7%11.99128.9%17.5%
40Δ13.8067.6%12.2%12.37103.1%13.2%
45Δ13.4869.4%10.8%12.7576.6%8.9%
50Δ13.1771.1%9.5%13.0757.9%5.7%
55Δ12.8969.0%8.1%13.2854.9%4.8%
60Δ12.6662.6%6.6%13.4951.8%3.9%
65Δ12.4356.1%5.1%13.7048.8%3.0%
70Δ12.1949.7%3.6%13.9245.8%2.1%
75Δ11.9245.7%2.3%14.7658.2%1.8%
80Δ11.4354.0%2.0%16.0680.8%1.9%

20Δ

Calls
Pseudo strike
16.05
IV
80.4%
B/E move
27.0%
Puts
Pseudo strike
10.52
IV
103.3%
B/E move
22.1%

25Δ

Calls
Pseudo strike
14.83
IV
63.5%
B/E move
17.7%
Puts
Pseudo strike
11.07
IV
104.6%
B/E move
19.3%

30Δ

Calls
Pseudo strike
14.48
IV
64.8%
B/E move
15.7%
Puts
Pseudo strike
11.53
IV
116.8%
B/E move
18.4%

35Δ

Calls
Pseudo strike
14.12
IV
66.0%
B/E move
13.7%
Puts
Pseudo strike
11.99
IV
128.9%
B/E move
17.5%

40Δ

Calls
Pseudo strike
13.80
IV
67.6%
B/E move
12.2%
Puts
Pseudo strike
12.37
IV
103.1%
B/E move
13.2%

45Δ

Calls
Pseudo strike
13.48
IV
69.4%
B/E move
10.8%
Puts
Pseudo strike
12.75
IV
76.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
13.17
IV
71.1%
B/E move
9.5%
Puts
Pseudo strike
13.07
IV
57.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
12.89
IV
69.0%
B/E move
8.1%
Puts
Pseudo strike
13.28
IV
54.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
12.66
IV
62.6%
B/E move
6.6%
Puts
Pseudo strike
13.49
IV
51.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.43
IV
56.1%
B/E move
5.1%
Puts
Pseudo strike
13.70
IV
48.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.19
IV
49.7%
B/E move
3.6%
Puts
Pseudo strike
13.92
IV
45.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.92
IV
45.7%
B/E move
2.3%
Puts
Pseudo strike
14.76
IV
58.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.43
IV
54.0%
B/E move
2.0%
Puts
Pseudo strike
16.06
IV
80.8%
B/E move
1.9%

Options history

No recorded observations