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Schwab U.S Small- Cap ETF SCHA

i

Market dataready · fetched 2026-11-12T02:35:56.140Z

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 · 2026-11-12T01:00:00.121939842Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:35:55.722073+00:00

Share price$33.52
1D+0.1%
AH$33.31$33.38$33.45$33.51$33.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHA
Sold putSold callAH

Schwab U.S Small- Cap ETF options

Live interpolated SCHA call and put midpoint premiums by absolute delta.Schwab U.S Small- Cap ETF$0.30$0.56$0.83$1.09$1.36$31.46$32.48$33.50$34.52$35.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHA spot · $33.52SCHA PRICE$0.38$0.38$0.33$0.39$0.45$0.51$0.58$0.64$0.70$0.84$1.03$0.38$0.38$0.41$0.44$0.49$0.53$0.58$0.63$0.68$0.75$0.93$1.10$1.28
PutsExpensive1.12×
Calls——
Skew——
Implied moveBearish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8968.1%11.2%31.0862.1%8.4%
25Δ35.5551.1%7.2%32.0247.0%5.6%
30Δ32.4541.2%4.4%
35Δ32.8835.4%3.2%
40Δ33.8821.6%2.1%33.1332.2%2.6%
45Δ33.7421.1%1.8%33.3130.1%2.2%
50Δ33.6120.7%1.6%33.4928.1%1.8%
55Δ33.4720.2%1.4%33.6726.0%1.4%
60Δ33.3319.7%1.2%33.8523.9%1.1%
65Δ33.1919.3%0.9%34.0422.2%0.7%
70Δ33.0518.8%0.7%34.2522.5%0.6%
75Δ32.8618.8%0.5%34.4722.8%0.4%
80Δ32.6319.1%0.4%34.6923.1%0.3%

20Δ

Calls
Pseudo strike
36.89
IV
68.1%
B/E move
11.2%
Puts
Pseudo strike
31.08
IV
62.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
35.55
IV
51.1%
B/E move
7.2%
Puts
Pseudo strike
32.02
IV
47.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.45
IV
41.2%
B/E move
4.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.88
IV
35.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
33.88
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
33.13
IV
32.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
33.74
IV
21.1%
B/E move
1.8%
Puts
Pseudo strike
33.31
IV
30.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
33.61
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
33.49
IV
28.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
33.47
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
33.67
IV
26.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
33.33
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
33.85
IV
23.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
33.19
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
34.04
IV
22.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
33.05
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
34.25
IV
22.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.86
IV
18.8%
B/E move
0.5%
Puts
Pseudo strike
34.47
IV
22.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.63
IV
19.1%
B/E move
0.4%
Puts
Pseudo strike
34.69
IV
23.1%
B/E move
0.3%

Options history

IV · four-Friday blend21.08%
Daily EOD
SCHA19.0%20.6%22.1%2026-10-19: 19.92%2026-10-20: 19.96%2026-10-21: 19.48%2026-10-22: 20.46%2026-10-23: 21.91%2026-10-26: 20.56%2026-10-27: 20.76%2026-10-28: 20.22%2026-10-29: 19.20%2026-10-30: 21.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.92%
19.96%
19.48%
20.46%
21.91%
20.56%
20.76%
20.22%
19.20%
21.08%