IntraAlpha
Create free account Start free

Schwab Emerging Markets Equity ETF SCHE

i

Market dataready · fetched 2026-11-13T02:49:26.589Z

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 · 2026-11-13T01:00:00.098847272Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:26.020904+00:00

Share price$34.69
1D+0.3%
AH$34.56$34.64$34.71$34.79$34.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHE
Sold putSold callAH

Schwab Emerging Markets Equity ETF options

Live interpolated SCHE call and put midpoint premiums by absolute delta.Schwab Emerging Markets Equity ETF$0.35$0.92$1.48$2.04$2.60$30.98$32.84$34.70$36.56$38.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHE spot · $34.69SCHE PRICE$0.42$0.52$0.61$0.66$0.71$0.78$0.84$0.91$0.97$1.06$1.29$1.51$0.57$0.60$0.63$0.64$0.69$0.75$0.81$0.88$1.19$1.50$1.81$2.13$2.44
PutsCheap0.83×
Calls——
Skew——
Implied moveBearish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1795.6%11.8%
25Δ36.8754.3%7.5%32.4075.4%8.3%
30Δ36.3954.5%6.4%33.1963.1%6.1%
35Δ35.9253.7%5.3%33.7752.6%4.5%
40Δ35.5048.6%4.3%34.1746.4%3.5%
45Δ35.0943.4%3.2%34.4542.9%2.9%
50Δ34.8340.1%2.6%34.7239.4%2.2%
55Δ34.6137.3%2.2%35.0036.0%1.6%
60Δ34.4034.6%1.8%35.3836.2%1.4%
65Δ34.1831.8%1.3%35.7736.5%1.2%
70Δ33.9629.6%0.9%36.1536.8%1.0%
75Δ33.6730.0%0.8%36.5337.1%0.8%
80Δ33.3930.5%0.6%36.9237.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.17
IV
95.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
36.87
IV
54.3%
B/E move
7.5%
Puts
Pseudo strike
32.40
IV
75.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
36.39
IV
54.5%
B/E move
6.4%
Puts
Pseudo strike
33.19
IV
63.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
35.92
IV
53.7%
B/E move
5.3%
Puts
Pseudo strike
33.77
IV
52.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
35.50
IV
48.6%
B/E move
4.3%
Puts
Pseudo strike
34.17
IV
46.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
35.09
IV
43.4%
B/E move
3.2%
Puts
Pseudo strike
34.45
IV
42.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
34.83
IV
40.1%
B/E move
2.6%
Puts
Pseudo strike
34.72
IV
39.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.61
IV
37.3%
B/E move
2.2%
Puts
Pseudo strike
35.00
IV
36.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.40
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
35.38
IV
36.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
34.18
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
35.77
IV
36.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.96
IV
29.6%
B/E move
0.9%
Puts
Pseudo strike
36.15
IV
36.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
33.67
IV
30.0%
B/E move
0.8%
Puts
Pseudo strike
36.53
IV
37.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
33.39
IV
30.5%
B/E move
0.6%
Puts
Pseudo strike
36.92
IV
37.4%
B/E move
0.6%

Options history

IV · four-Friday blend75.64%
Daily EOD
SCHE36.8%66.0%95.2%2026-10-19: 57.17%2026-10-20: 46.48%2026-10-21: 48.88%2026-10-22: 40.86%2026-10-23: 52.20%2026-10-26: 62.56%2026-10-27: 67.35%2026-10-28: 82.38%2026-10-29: 91.17%2026-10-30: 75.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.17%
46.48%
48.88%
40.86%
52.20%
62.56%
67.35%
82.38%
91.17%
75.64%