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Schwab Emerging Markets Equity ETF SCHE

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Market datapartial · fetched 2026-10-23T19:42:01.889Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:40:54.068008382Z

FundamentalsAlpha Vantage · unavailable

Share price$34.94
1D+0.3%
$34.78$34.83$34.88$34.93$34.985:30 AM6:30 AM9:00 AM1:00 PMSCHE
Sold putSold call

Schwab Emerging Markets Equity ETF options

Live interpolated SCHE call and put midpoint premiums by absolute delta.Schwab Emerging Markets Equity ETF$0.56$2.30$4.03$5.76$7.49$27.64$30.75$33.86$36.97$40.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHE spot · $34.94SCHE PRICE$0.75$0.91$1.07$1.23$1.39$1.55$1.78$2.22$2.66$1.02$1.17$1.32$1.47$1.62$1.77$1.92$2.07$2.50$3.33$5.16$6.99
PutsExpensive1.38×
CallsCheap0.66×
SkewBearish+25.40 pp
Implied moveBearish±$2.99
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7864.3%20.5%
25Δ29.7959.5%18.1%
30Δ30.7954.7%15.6%
35Δ31.8049.9%13.2%
40Δ36.0020.1%5.2%32.8145.0%10.7%
45Δ35.6519.9%4.7%33.8140.2%8.3%
50Δ35.3019.6%4.1%34.8235.4%5.8%
55Δ34.9619.4%3.6%35.8330.6%3.4%
60Δ34.6119.1%3.1%36.5330.8%2.6%
65Δ34.2618.9%2.5%37.5033.8%2.2%
70Δ33.8718.6%2.1%39.4141.3%2.0%
75Δ33.3418.4%1.8%41.3248.8%1.7%
80Δ32.8118.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.78
IV
64.3%
B/E move
20.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.79
IV
59.5%
B/E move
18.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.79
IV
54.7%
B/E move
15.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.80
IV
49.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
36.00
IV
20.1%
B/E move
5.2%
Puts
Pseudo strike
32.81
IV
45.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
35.65
IV
19.9%
B/E move
4.7%
Puts
Pseudo strike
33.81
IV
40.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
35.30
IV
19.6%
B/E move
4.1%
Puts
Pseudo strike
34.82
IV
35.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
34.96
IV
19.4%
B/E move
3.6%
Puts
Pseudo strike
35.83
IV
30.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
34.61
IV
19.1%
B/E move
3.1%
Puts
Pseudo strike
36.53
IV
30.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
34.26
IV
18.9%
B/E move
2.5%
Puts
Pseudo strike
37.50
IV
33.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
33.87
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
39.41
IV
41.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
33.34
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
41.32
IV
48.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
32.81
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations