Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

SK Hynix (000660 KS) Tactical Outlook Ahead of Nasdaq ADR Listing SEC Clearance

Curator's Cut: Levered ETFs in Asia, Listed and Listing Exchanges & Robotaxis' Road Ahead

Samsung Elec (005930 KS) & SK Hynix (000660 KS): New 2x Leveraged ETFs Face First Reality Check

SK Hynix (000660 KS/Buy)Adoption of Long-Term Supply Agreements Accelerates

SK Hynix & Samsung 2x ETFs: Quantifying Tactical Pullbacks and Optimal Re-Entry Zones

A Wild First Day Trading for 2x Single Stock Leveraged Products for Samsung Electronics and SK Hynix

Equity Derivatives

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<a href="https://www.smartkarma.com/entities/sk-hynix-inc" target="_blank" data-smartkarma-citation="entities:16955:1" rel="noopener">SK Hynix (000660 KS)</a> options positioning is extremely call-heavy, with the put/call ratio near extremes on both open interest and volume, indicating overwhelming call-side dominance.</li>
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Call trading activity accelerated sharply on 8–9 June, reinforcing the imbalance, although open interest has since declined partly due to the 11 June expiry.</li>
<li>
The imbalance comes amid extraordinary stock momentum and rich volatility, with SK hynix up sharply year-to-date, 1-month ATM IV near 130%, and July call OI concentrated in deep ITM strikes.</li>
</ul>



SK Hynix (000660 KS) options positioning is extremely call-heavy, with the put/call ratio near extremes on both open interest and volume, indicating overwhelming call-side dominance.

Call trading activity accelerated sharply on 8–9 June, reinforcing the imbalance, although open interest has since declined partly due to the 11 June expiry.

The imbalance comes amid extraordinary stock momentum and rich volatility, with SK hynix up sharply year-to-date, 1-month ATM IV near 130%, and July call OI concentrated in deep ITM strikes.


TSMC (Taiwan Semiconductor Manufacturing) (2330 TT)

TSMC (Taiwan Semiconductor Manufacturing)

Korea Stock Exchange Kospi Index (KOSPI INDEX)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

CSOP SK Hynix Daily (2x) Leveraged Product (7709 HK)

CSOP SK Hynix Daily (2x) Leveraged Product

SK Hynix (000660 KS): Calls Outnumber Puts 100:1 as Put/Call Ratio Hits Extremes