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Schwab Emerging Markets Equity ETF SCHE

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Market datapartial · fetched 2026-10-22T23:39:00.384Z

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 · 2026-10-22T22:30:00.004184731Z

FundamentalsAlpha Vantage · unavailable

Share price$34.95
1D+0.9%
AH$34.83$34.97$35.11$35.25$35.395:30 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$0.71$1.09$1.47$1.85$2.23$30.92$33.02$35.11$37.21$39.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHE spot · $34.95SCHE PRICE$0.75$0.78$0.82$0.86$0.93$1.03$1.13$1.23$1.33$1.44$1.57$1.85$2.12$0.78$0.81$0.86$0.91$0.98$1.04$1.08$1.09$1.10$1.11$1.12$1.12$1.59
PutsCheap0.93×
CallsExpensive1.22×
SkewBullish-5.54 pp
Implied moveBullish±$2.21
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8275.0%24.7%30.5764.8%14.7%
25Δ39.7758.2%16.0%32.1451.3%10.3%
30Δ38.2448.4%11.7%33.1343.2%7.7%
35Δ36.8739.7%8.0%33.8537.4%5.8%
40Δ36.1735.3%6.2%34.3533.4%4.5%
45Δ35.6632.6%5.0%34.7930.0%3.4%
50Δ35.2230.3%4.0%35.0927.0%2.7%
55Δ34.8528.3%3.2%35.2724.3%2.2%
60Δ34.5526.5%2.7%35.4521.6%1.7%
65Δ34.2524.7%2.1%35.6318.9%1.2%
70Δ33.9423.3%1.6%35.8116.2%0.7%
75Δ33.5723.4%1.3%35.9813.5%0.3%
80Δ33.2023.5%1.1%36.4915.7%0.1%

20Δ

Calls
Pseudo strike
42.82
IV
75.0%
B/E move
24.7%
Puts
Pseudo strike
30.57
IV
64.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
39.77
IV
58.2%
B/E move
16.0%
Puts
Pseudo strike
32.14
IV
51.3%
B/E move
10.3%

30Δ

Calls
Pseudo strike
38.24
IV
48.4%
B/E move
11.7%
Puts
Pseudo strike
33.13
IV
43.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
36.87
IV
39.7%
B/E move
8.0%
Puts
Pseudo strike
33.85
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
36.17
IV
35.3%
B/E move
6.2%
Puts
Pseudo strike
34.35
IV
33.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
35.66
IV
32.6%
B/E move
5.0%
Puts
Pseudo strike
34.79
IV
30.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
35.22
IV
30.3%
B/E move
4.0%
Puts
Pseudo strike
35.09
IV
27.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
34.85
IV
28.3%
B/E move
3.2%
Puts
Pseudo strike
35.27
IV
24.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
34.55
IV
26.5%
B/E move
2.7%
Puts
Pseudo strike
35.45
IV
21.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
34.25
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
35.63
IV
18.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.94
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
35.81
IV
16.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
33.57
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
35.98
IV
13.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
33.20
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
36.49
IV
15.7%
B/E move
0.1%

Options history

No recorded observations