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Schwab US Dividend Equity ETF SCHD

i

Market dataready · fetched 2026-11-10T22:35:03.360Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:34:47.694012131Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:35:02.810347+00:00

Share price$35.85
1D+0.7%
AH$35.35$35.49$35.63$35.77$35.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHD
Sold putSold callAH

Schwab US Dividend Equity ETF options

Live interpolated SCHD call and put midpoint premiums by absolute delta.Schwab US Dividend Equity ETF$0.04$0.69$1.35$2.01$2.66$35.28$35.53$35.78$36.03$36.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHD spot · $35.85SCHD PRICE$0.11$0.14$0.19$0.24$0.30$0.35$0.40$0.45$0.64$0.93$0.11$0.14$0.16$0.19$0.22$0.25$0.27$2.48
Puts——
Calls——
Skew——
Implied moveBullish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ35.5816.0%1.1%
35Δ36.0714.4%0.9%35.6515.9%0.9%
40Δ35.9814.4%0.7%35.7215.8%0.8%
45Δ35.9115.2%0.7%35.7915.7%0.7%
50Δ35.8316.0%0.6%35.8615.6%0.6%
55Δ35.7616.8%0.6%35.9315.5%0.5%
60Δ35.6817.6%0.5%35.9915.4%0.4%
65Δ35.6118.4%0.4%
70Δ35.5319.2%0.4%
75Δ35.3323.6%0.3%37.9187.4%1.2%
80Δ35.0430.5%0.3%

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
35.58
IV
16.0%
B/E move
1.1%

35Δ

Calls
Pseudo strike
36.07
IV
14.4%
B/E move
0.9%
Puts
Pseudo strike
35.65
IV
15.9%
B/E move
0.9%

40Δ

Calls
Pseudo strike
35.98
IV
14.4%
B/E move
0.7%
Puts
Pseudo strike
35.72
IV
15.8%
B/E move
0.8%

45Δ

Calls
Pseudo strike
35.91
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
35.79
IV
15.7%
B/E move
0.7%

50Δ

Calls
Pseudo strike
35.83
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
35.86
IV
15.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
35.76
IV
16.8%
B/E move
0.6%
Puts
Pseudo strike
35.93
IV
15.5%
B/E move
0.5%

60Δ

Calls
Pseudo strike
35.68
IV
17.6%
B/E move
0.5%
Puts
Pseudo strike
35.99
IV
15.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
35.61
IV
18.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.53
IV
19.2%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.33
IV
23.6%
B/E move
0.3%
Puts
Pseudo strike
37.91
IV
87.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
35.04
IV
30.5%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.49%
Daily close
SCHD6.4%32.1%57.8%2026-08-12: 34.84%2026-08-13: 27.91%2026-08-14: 13.06%2026-08-18: 19.45%2026-08-19: 20.12%2026-08-21: 19.28%2026-08-25: 20.65%2026-08-26: 21.02%2026-08-28: 9.99%2026-08-31: 12.38%2026-09-01: 30.15%2026-09-02: 19.07%2026-09-03: 20.35%2026-09-04: 10.89%2026-09-09: 23.36%2026-09-10: 19.11%2026-09-11: 12.71%2026-09-14: 12.91%2026-09-15: 17.05%2026-09-25: 24.93%2026-09-28: 13.66%2026-09-29: 12.93%2026-09-30: 23.70%2026-10-02: 19.38%2026-10-05: 30.65%2026-10-06: 17.63%2026-10-09: 14.15%2026-10-12: 20.16%2026-10-13: 17.99%2026-10-16: 12.63%2026-10-21: 34.80%2026-10-23: 13.44%2026-10-26: 12.26%2026-10-28: 27.36%2026-10-29: 54.29%2026-10-30: 13.49%Aug 12Sep 14Oct 30
36 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
34.84%
27.91%
13.06%
19.45%
20.12%
19.28%
20.65%
21.02%
9.99%
12.38%
30.15%
19.07%
20.35%
10.89%
23.36%
19.11%
12.71%
12.91%
17.05%
24.93%
13.66%
12.93%
23.70%
19.38%
30.65%
17.63%
14.15%
20.16%
17.99%
12.63%
34.80%
13.44%
12.26%
27.36%
54.29%
13.49%