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GraniteShares ETF Trust GraniteShares 2x Long SK Hynix Daily ETF SKUU

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Market dataready · fetched 2026-11-13T02:31:40.331Z

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 · 2026-11-13T00:59:15.935952321Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:31:39.556030+00:00

Share price$14.60
1D+3.9%
AH$13.13$13.47$13.81$14.14$14.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKUU
Sold putSold callAH

GraniteShares ETF Trust GraniteShares 2x Long SK Hynix Daily ETF options

Live interpolated SKUU call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Long SK Hynix Daily ETF$0.02$2.73$5.44$8.16$10.87$8.94$11.72$14.51$17.30$20.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKUU spot · $14.60SKUU PRICE$0.31$0.37$0.46$0.55$0.66$0.76$0.87$0.99$1.11$1.23$1.37$1.52$1.66$0.53$0.73$0.93$1.12$1.35$1.68$2.06$2.51$3.09$3.81$4.79$6.94$10.09
PutsExpensive1.16×
CallsCheap0.54×
SkewBearish+104.37 pp
Implied moveBearish±$2.93
TiltBearish54.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.83142.9%24.2%12.00192.3%21.4%
25Δ16.88125.9%18.1%12.55193.4%19.0%
30Δ16.37122.3%15.3%13.10193.2%16.7%
35Δ15.90119.0%12.7%13.63187.0%14.3%
40Δ15.52116.3%10.8%14.16184.2%12.3%
45Δ15.15113.6%9.0%14.69189.3%10.9%
50Δ14.83110.6%7.5%15.25194.9%9.6%
55Δ14.53107.5%6.3%15.87201.5%8.5%
60Δ14.24104.4%5.1%16.61209.6%7.4%
65Δ13.95101.1%4.0%17.48220.9%6.4%
70Δ13.7096.8%3.2%18.60236.2%5.4%
75Δ13.4592.5%2.5%20.83276.8%4.9%
80Δ13.2088.2%1.8%24.09318.8%4.1%

20Δ

Calls
Pseudo strike
17.83
IV
142.9%
B/E move
24.2%
Puts
Pseudo strike
12.00
IV
192.3%
B/E move
21.4%

25Δ

Calls
Pseudo strike
16.88
IV
125.9%
B/E move
18.1%
Puts
Pseudo strike
12.55
IV
193.4%
B/E move
19.0%

30Δ

Calls
Pseudo strike
16.37
IV
122.3%
B/E move
15.3%
Puts
Pseudo strike
13.10
IV
193.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
15.90
IV
119.0%
B/E move
12.7%
Puts
Pseudo strike
13.63
IV
187.0%
B/E move
14.3%

40Δ

Calls
Pseudo strike
15.52
IV
116.3%
B/E move
10.8%
Puts
Pseudo strike
14.16
IV
184.2%
B/E move
12.3%

45Δ

Calls
Pseudo strike
15.15
IV
113.6%
B/E move
9.0%
Puts
Pseudo strike
14.69
IV
189.3%
B/E move
10.9%

50Δ

Calls
Pseudo strike
14.83
IV
110.6%
B/E move
7.5%
Puts
Pseudo strike
15.25
IV
194.9%
B/E move
9.6%

55Δ

Calls
Pseudo strike
14.53
IV
107.5%
B/E move
6.3%
Puts
Pseudo strike
15.87
IV
201.5%
B/E move
8.5%

60Δ

Calls
Pseudo strike
14.24
IV
104.4%
B/E move
5.1%
Puts
Pseudo strike
16.61
IV
209.6%
B/E move
7.4%

65Δ

Calls
Pseudo strike
13.95
IV
101.1%
B/E move
4.0%
Puts
Pseudo strike
17.48
IV
220.9%
B/E move
6.4%

70Δ

Calls
Pseudo strike
13.70
IV
96.8%
B/E move
3.2%
Puts
Pseudo strike
18.60
IV
236.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
13.45
IV
92.5%
B/E move
2.5%
Puts
Pseudo strike
20.83
IV
276.8%
B/E move
4.9%

80Δ

Calls
Pseudo strike
13.20
IV
88.2%
B/E move
1.8%
Puts
Pseudo strike
24.09
IV
318.8%
B/E move
4.1%

Options history

IV · four-Friday blend124.98%
Daily EOD
SKUU114.9%121.2%127.5%2026-10-19: 115.72%2026-10-20: 117.05%2026-10-21: 118.83%2026-10-22: 126.65%2026-10-23: 125.51%2026-10-26: 124.76%2026-10-27: 124.98%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
115.72%
117.05%
118.83%
126.65%
125.51%
124.76%
124.98%