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Schwab International Small-Cap Equity ETF SCHC

i

Market dataready · fetched 2026-11-13T19:10:56.985Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T19:09:50.308556964Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:10:55.901034+00:00

Share price$47.91
1D-0.1%
$47.67$47.75$47.84$47.93$48.015:30 AM6:30 AM9:00 AM1:00 PMSCHC
Sold putSold call

Schwab International Small-Cap Equity ETF options

Live interpolated SCHC call and put midpoint premiums by absolute delta.Schwab International Small-Cap Equity ETF$0.71$3.47$6.23$8.99$11.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESCHC PRICE$1.01$1.15$1.29$1.43$1.57$1.71$1.85$1.99$2.51$4.70$7.12$10.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ48.6920.5%3.7%
50Δ48.3819.6%3.4%
55Δ48.0618.6%3.0%
60Δ47.7517.7%2.6%49.4329.2%2.1%
65Δ47.4316.8%2.3%
70Δ47.1115.9%1.9%51.7540.1%1.8%
75Δ46.8015.0%1.5%54.1951.1%1.8%
80Δ46.4814.0%1.2%58.1064.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.69
IV
20.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.38
IV
19.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
48.06
IV
18.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
47.75
IV
17.7%
B/E move
2.6%
Puts
Pseudo strike
49.43
IV
29.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
47.43
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.11
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
51.75
IV
40.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
46.80
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
54.19
IV
51.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
46.48
IV
14.0%
B/E move
1.2%
Puts
Pseudo strike
58.10
IV
64.8%
B/E move
1.6%

Options history

IV · four-Friday blend65.66%
Daily EOD
SCHC16.8%43.0%69.3%2026-10-19: 49.26%2026-10-20: 42.32%2026-10-21: 58.07%2026-10-22: 59.81%2026-10-23: 48.33%2026-10-26: 45.53%2026-10-27: 48.46%2026-10-28: 20.41%2026-10-29: 63.66%2026-10-30: 65.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.26%
42.32%
58.07%
59.81%
48.33%
45.53%
48.46%
20.41%
63.66%
65.66%