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Schwab U.S. Broad Market ETF SCHB

i

Market dataready · fetched 2026-11-12T03:18:43.468Z

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 · 2026-11-12T01:00:00.126173953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:43.008092+00:00

Share price$29.25
1D+0.4%
AH$29.07$29.15$29.23$29.30$29.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHB
Sold putSold callAH

Schwab U.S. Broad Market ETF options

Live interpolated SCHB call and put midpoint premiums by absolute delta.Schwab U.S. Broad Market ETF$0.05$0.36$0.67$0.97$1.28$27.72$28.47$29.22$29.97$30.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHB spot · $29.25SCHB PRICE$0.08$0.12$0.15$0.18$0.21$0.25$0.28$0.31$0.34$0.38$0.50$0.85$1.19$0.14$0.17$0.20$0.26$0.33$0.41$0.48$0.55$0.62$0.70$0.77$0.93
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$0.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9014.6%2.5%
25Δ29.8114.4%2.3%28.5820.0%2.8%
30Δ29.7214.2%2.1%28.7719.0%2.2%
35Δ29.6214.1%1.9%28.9718.0%1.6%
40Δ29.5313.9%1.7%29.1018.0%1.4%
45Δ29.4413.7%1.5%29.2118.1%1.3%
50Δ29.3413.5%1.3%29.3318.3%1.1%
55Δ29.2513.4%1.1%29.4518.4%1.0%
60Δ29.1613.2%0.9%29.5618.5%0.8%
65Δ29.0713.0%0.7%29.6818.7%0.7%
70Δ28.8913.9%0.5%29.8018.8%0.5%
75Δ28.5217.1%0.4%29.9119.0%0.4%
80Δ28.1520.4%0.3%30.1120.0%0.2%

20Δ

Calls
Pseudo strike
29.90
IV
14.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.81
IV
14.4%
B/E move
2.3%
Puts
Pseudo strike
28.58
IV
20.0%
B/E move
2.8%

30Δ

Calls
Pseudo strike
29.72
IV
14.2%
B/E move
2.1%
Puts
Pseudo strike
28.77
IV
19.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
29.62
IV
14.1%
B/E move
1.9%
Puts
Pseudo strike
28.97
IV
18.0%
B/E move
1.6%

40Δ

Calls
Pseudo strike
29.53
IV
13.9%
B/E move
1.7%
Puts
Pseudo strike
29.10
IV
18.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
29.44
IV
13.7%
B/E move
1.5%
Puts
Pseudo strike
29.21
IV
18.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
29.34
IV
13.5%
B/E move
1.3%
Puts
Pseudo strike
29.33
IV
18.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
29.25
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
29.45
IV
18.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
29.16
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
29.56
IV
18.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
29.07
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
29.68
IV
18.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
28.89
IV
13.9%
B/E move
0.5%
Puts
Pseudo strike
29.80
IV
18.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
28.52
IV
17.1%
B/E move
0.4%
Puts
Pseudo strike
29.91
IV
19.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.15
IV
20.4%
B/E move
0.3%
Puts
Pseudo strike
30.11
IV
20.0%
B/E move
0.2%

Options history

IV · four-Friday blend17.77%
Daily EOD
SCHB15.9%17.2%18.4%2026-10-19: 16.87%2026-10-20: 17.08%2026-10-21: 17.26%2026-10-22: 18.23%2026-10-23: 17.98%2026-10-26: 17.46%2026-10-27: 16.52%2026-10-29: 16.11%2026-10-30: 17.77%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.87%
17.08%
17.26%
18.23%
17.98%
17.46%
16.52%
16.11%
17.77%