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Schwab U.S Small- Cap ETF SCHA

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Market datapartial · fetched 2026-10-22T21:28:42.319Z

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 · 2026-10-22T20:10:00.004140167Z

FundamentalsAlpha Vantage · unavailable

Share price$32.67
1D+0.5%
AH$32.39$32.47$32.55$32.62$32.705:30 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$0.19$0.76$1.34$1.91$2.48$29.78$31.19$32.59$33.99$35.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHA spot · $32.67SCHA PRICE$0.40$0.25$0.50$0.55$0.60$0.66$0.76$0.88$1.00$1.12$1.29$1.51$1.74$0.46$0.51$0.53$0.53$0.63$0.73$0.83$0.95$1.13$1.30$1.48$1.83$2.32
PutsExpensive1.35×
CallsExpensive1.30×
SkewBearish+1.76 pp
Implied moveBearish±$1.59
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.4341.3%12.7%29.6843.6%10.6%
25Δ34.0118.8%4.9%30.7236.0%7.5%
30Δ34.5830.7%7.4%31.4529.4%5.4%
35Δ34.1027.9%6.1%32.0223.7%3.6%
40Δ33.6325.0%4.8%32.2923.0%3.1%
45Δ33.1522.2%3.5%32.5522.3%2.6%
50Δ32.8421.0%2.8%32.8221.7%2.1%
55Δ32.6020.7%2.5%33.0821.2%1.7%
60Δ32.3620.5%2.1%33.3521.2%1.4%
65Δ32.1220.2%1.7%33.6221.2%1.1%
70Δ31.8520.0%1.4%33.8921.2%0.8%
75Δ31.5520.1%1.2%34.3122.4%0.6%
80Δ31.2520.2%1.0%34.8524.6%0.4%

20Δ

Calls
Pseudo strike
36.43
IV
41.3%
B/E move
12.7%
Puts
Pseudo strike
29.68
IV
43.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
34.01
IV
18.8%
B/E move
4.9%
Puts
Pseudo strike
30.72
IV
36.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
34.58
IV
30.7%
B/E move
7.4%
Puts
Pseudo strike
31.45
IV
29.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
34.10
IV
27.9%
B/E move
6.1%
Puts
Pseudo strike
32.02
IV
23.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
33.63
IV
25.0%
B/E move
4.8%
Puts
Pseudo strike
32.29
IV
23.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
33.15
IV
22.2%
B/E move
3.5%
Puts
Pseudo strike
32.55
IV
22.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
32.84
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
32.82
IV
21.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
32.60
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
33.08
IV
21.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
32.36
IV
20.5%
B/E move
2.1%
Puts
Pseudo strike
33.35
IV
21.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
32.12
IV
20.2%
B/E move
1.7%
Puts
Pseudo strike
33.62
IV
21.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
31.85
IV
20.0%
B/E move
1.4%
Puts
Pseudo strike
33.89
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
31.55
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
34.31
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
31.25
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
34.85
IV
24.6%
B/E move
0.4%

Options history

No recorded observations