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Schwab U.S. Broad Market ETF SCHB

i

Market dataready · fetched 2026-10-22T23:58:49.042Z

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 · 2026-10-22T23:23:35.221547966Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:58:47.562620+00:00

Share price$29.37
1D-0.3%
AH$29.22$29.29$29.35$29.42$29.495:30 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$0.11$0.79$1.46$2.14$2.81$26.78$27.97$29.16$30.35$31.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHB spot · $29.37SCHB PRICE$0.30$0.23$0.19$0.31$0.44$0.56$0.69$0.82$0.94$1.06$1.17$1.28$1.39$0.40$0.39$0.39$0.38$0.56$0.81$1.07$1.33$1.59$1.84$2.10$2.36$2.62
PutsExpensive1.88×
CallsExpensive1.48×
SkewBearish+5.13 pp
Implied moveBearish±$1.76
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3146.8%17.8%26.9340.9%9.7%
25Δ32.0628.3%9.9%27.5833.7%7.4%
30Δ29.9911.7%2.7%28.2026.7%5.3%
35Δ29.8313.3%2.6%28.8219.7%3.2%
40Δ29.6714.9%2.5%29.2318.6%2.4%
45Δ29.5116.6%2.4%29.5519.9%2.2%
50Δ29.3618.2%2.3%29.8821.2%1.9%
55Δ29.2019.9%2.2%30.2122.6%1.7%
60Δ29.0421.5%2.1%30.5323.9%1.5%
65Δ28.8621.2%1.8%30.8625.2%1.2%
70Δ28.6620.1%1.6%31.1826.5%1.0%
75Δ28.4719.0%1.3%31.5127.9%0.8%
80Δ28.2817.9%1.0%31.8329.2%0.5%

20Δ

Calls
Pseudo strike
34.31
IV
46.8%
B/E move
17.8%
Puts
Pseudo strike
26.93
IV
40.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
32.06
IV
28.3%
B/E move
9.9%
Puts
Pseudo strike
27.58
IV
33.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
29.99
IV
11.7%
B/E move
2.7%
Puts
Pseudo strike
28.20
IV
26.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
29.83
IV
13.3%
B/E move
2.6%
Puts
Pseudo strike
28.82
IV
19.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
29.67
IV
14.9%
B/E move
2.5%
Puts
Pseudo strike
29.23
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
29.51
IV
16.6%
B/E move
2.4%
Puts
Pseudo strike
29.55
IV
19.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
29.36
IV
18.2%
B/E move
2.3%
Puts
Pseudo strike
29.88
IV
21.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
29.20
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
30.21
IV
22.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
29.04
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
30.53
IV
23.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
28.86
IV
21.2%
B/E move
1.8%
Puts
Pseudo strike
30.86
IV
25.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.66
IV
20.1%
B/E move
1.6%
Puts
Pseudo strike
31.18
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
28.47
IV
19.0%
B/E move
1.3%
Puts
Pseudo strike
31.51
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
28.28
IV
17.9%
B/E move
1.0%
Puts
Pseudo strike
31.83
IV
29.2%
B/E move
0.5%

Options history

No recorded observations