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Schwab U.S. Broad Market ETF SCHB

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Market datapartial · fetched 2026-10-23T04:27:51.462Z

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 · 2026-10-23T00:00:00.120734902Z

FundamentalsAlpha Vantage · unavailable

Share price$29.33
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$0.14$0.78$1.42$2.05$2.69$26.80$28.00$29.19$30.38$31.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHB spot · $29.33SCHB PRICE$0.29$0.23$0.21$0.34$0.46$0.59$0.72$0.85$0.97$1.10$1.22$1.34$1.46$0.40$0.39$0.39$0.38$0.51$0.76$1.01$1.26$1.51$1.76$2.01$2.26$2.51
PutsExpensive1.83×
CallsExpensive1.54×
SkewBearish+3.45 pp
Implied moveBearish±$1.73
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1546.1%17.4%26.8841.1%9.7%
25Δ31.7726.7%9.1%27.5434.0%7.5%
30Δ29.9612.7%2.9%28.1327.3%5.4%
35Δ29.8014.4%2.7%28.7220.6%3.4%
40Δ29.6416.2%2.6%29.1718.0%2.3%
45Δ29.4818.0%2.5%29.4819.2%2.1%
50Δ29.3219.7%2.4%29.8020.3%1.8%
55Δ29.1621.5%2.3%30.1121.5%1.6%
60Δ29.0023.2%2.2%30.4322.7%1.4%
65Δ28.7922.3%1.9%30.7523.8%1.2%
70Δ28.5821.4%1.6%31.0625.0%0.9%
75Δ28.3620.4%1.3%31.3826.2%0.7%
80Δ28.1519.4%1.0%31.7027.3%0.5%

20Δ

Calls
Pseudo strike
34.15
IV
46.1%
B/E move
17.4%
Puts
Pseudo strike
26.88
IV
41.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
31.77
IV
26.7%
B/E move
9.1%
Puts
Pseudo strike
27.54
IV
34.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
29.96
IV
12.7%
B/E move
2.9%
Puts
Pseudo strike
28.13
IV
27.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
29.80
IV
14.4%
B/E move
2.7%
Puts
Pseudo strike
28.72
IV
20.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
29.64
IV
16.2%
B/E move
2.6%
Puts
Pseudo strike
29.17
IV
18.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
29.48
IV
18.0%
B/E move
2.5%
Puts
Pseudo strike
29.48
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
29.32
IV
19.7%
B/E move
2.4%
Puts
Pseudo strike
29.80
IV
20.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
29.16
IV
21.5%
B/E move
2.3%
Puts
Pseudo strike
30.11
IV
21.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
29.00
IV
23.2%
B/E move
2.2%
Puts
Pseudo strike
30.43
IV
22.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
28.79
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
30.75
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.58
IV
21.4%
B/E move
1.6%
Puts
Pseudo strike
31.06
IV
25.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.36
IV
20.4%
B/E move
1.3%
Puts
Pseudo strike
31.38
IV
26.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
28.15
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
31.70
IV
27.3%
B/E move
0.5%

Options history

No recorded observations