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GraniteShares ETF Trust GraniteShares 2x Short SK Hynix Daily ETF SKDD

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Market dataready · fetched 2026-11-07T01:32:13.605Z

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 · 2026-11-07T00:59:39.95757903Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:32:12.955414+00:00

Share price$11.46
1D+3.6%
AH$10.52$10.95$11.37$11.79$12.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKDD
Sold putSold callAH

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

Live interpolated SKDD call and put midpoint premiums by absolute delta.GraniteShares ETF Trust GraniteShares 2x Short SK Hynix Daily ETF$0.28$1.96$3.64$5.32$7.01$6.16$8.86$11.55$14.25$16.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKDD spot · $11.46SKDD PRICE$0.46$0.59$0.72$0.87$1.04$1.22$1.41$1.61$1.82$2.07$2.33$2.72$3.16$0.57$0.70$0.86$1.08$1.31$1.59$1.92$2.43$2.99$3.64$4.40$5.03$6.52
PutsFair0.95×
CallsExpensive1.35×
SkewBullish-17.14 pp
Implied moveBearish±$3.33
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.21223.4%62.8%9.00191.0%26.5%
25Δ16.62214.5%50.1%9.63175.9%22.1%
30Δ15.41207.4%40.8%10.20166.9%18.6%
35Δ14.46201.5%33.7%10.67166.6%16.3%
40Δ13.68198.8%28.4%11.15166.5%14.2%
45Δ13.01199.2%24.2%11.63167.1%12.4%
50Δ12.38196.4%20.3%12.15169.8%10.8%
55Δ11.77193.4%16.7%12.79179.8%9.6%
60Δ11.20190.3%13.6%13.49186.9%8.4%
65Δ10.66188.2%11.1%14.29193.6%7.2%
70Δ10.13186.7%8.7%15.18199.5%5.9%
75Δ9.55191.8%7.0%15.97196.0%4.5%
80Δ8.92199.7%5.4%17.58208.9%3.5%

20Δ

Calls
Pseudo strike
18.21
IV
223.4%
B/E move
62.8%
Puts
Pseudo strike
9.00
IV
191.0%
B/E move
26.5%

25Δ

Calls
Pseudo strike
16.62
IV
214.5%
B/E move
50.1%
Puts
Pseudo strike
9.63
IV
175.9%
B/E move
22.1%

30Δ

Calls
Pseudo strike
15.41
IV
207.4%
B/E move
40.8%
Puts
Pseudo strike
10.20
IV
166.9%
B/E move
18.6%

35Δ

Calls
Pseudo strike
14.46
IV
201.5%
B/E move
33.7%
Puts
Pseudo strike
10.67
IV
166.6%
B/E move
16.3%

40Δ

Calls
Pseudo strike
13.68
IV
198.8%
B/E move
28.4%
Puts
Pseudo strike
11.15
IV
166.5%
B/E move
14.2%

45Δ

Calls
Pseudo strike
13.01
IV
199.2%
B/E move
24.2%
Puts
Pseudo strike
11.63
IV
167.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
12.38
IV
196.4%
B/E move
20.3%
Puts
Pseudo strike
12.15
IV
169.8%
B/E move
10.8%

55Δ

Calls
Pseudo strike
11.77
IV
193.4%
B/E move
16.7%
Puts
Pseudo strike
12.79
IV
179.8%
B/E move
9.6%

60Δ

Calls
Pseudo strike
11.20
IV
190.3%
B/E move
13.6%
Puts
Pseudo strike
13.49
IV
186.9%
B/E move
8.4%

65Δ

Calls
Pseudo strike
10.66
IV
188.2%
B/E move
11.1%
Puts
Pseudo strike
14.29
IV
193.6%
B/E move
7.2%

70Δ

Calls
Pseudo strike
10.13
IV
186.7%
B/E move
8.7%
Puts
Pseudo strike
15.18
IV
199.5%
B/E move
5.9%

75Δ

Calls
Pseudo strike
9.55
IV
191.8%
B/E move
7.0%
Puts
Pseudo strike
15.97
IV
196.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.92
IV
199.7%
B/E move
5.4%
Puts
Pseudo strike
17.58
IV
208.9%
B/E move
3.5%

Options history

IV · four-Friday blend142.63%
Daily EOD
SKDD124.1%134.1%144.0%2026-10-21: 125.49%2026-10-26: 136.67%2026-10-27: 138.39%2026-10-28: 134.31%2026-10-29: 132.93%2026-10-30: 142.63%Oct 21Oct 27Oct 30
6 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
125.49%
136.67%
138.39%
134.31%
132.93%
142.63%