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Schwab International Equity ETF SCHF

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Market datapartial · fetched 2026-10-23T17:35:03.568Z

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 · 2026-10-23T17:34:39.176726109Z

FundamentalsAlpha Vantage · unavailable

Share price$26.76
1D-0.1%
$26.63$26.69$26.74$26.80$26.865:30 AM6:30 AM9:00 AM1:00 PMSCHF
Sold putSold call

Schwab International Equity ETF options

Live interpolated SCHF call and put midpoint premiums by absolute delta.Schwab International Equity ETF$0.28$0.64$1.00$1.36$1.72$24.17$25.57$26.98$28.38$29.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHF spot · $26.75SCHF PRICE$0.53$0.54$0.54$0.55$0.56$0.57$0.62$0.71$0.80$0.89$0.98$1.09$1.31$0.54$0.57$0.32$0.44$0.55$0.67$0.78$0.89$0.99$1.10$1.20$1.30$1.62
PutsExpensive1.30×
CallsExpensive1.86×
SkewBullish-5.99 pp
Implied moveBearish±$1.41
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7572.9%24.4%23.5461.6%14.0%
25Δ31.7063.6%20.5%24.7248.3%9.7%
30Δ30.6454.3%16.6%26.0821.0%3.7%
35Δ29.5844.9%12.6%26.2922.0%3.4%
40Δ28.5335.6%8.7%26.5022.9%3.0%
45Δ27.4726.2%4.8%26.7123.9%2.7%
50Δ26.9021.7%2.9%26.9224.8%2.3%
55Δ26.7121.0%2.5%27.1224.5%1.9%
60Δ26.5320.3%2.1%27.3223.4%1.6%
65Δ26.3419.6%1.8%27.5222.4%1.2%
70Δ26.1618.9%1.4%27.7221.3%0.9%
75Δ25.9618.3%1.1%27.9120.3%0.5%
80Δ25.6818.2%0.9%28.2921.2%0.3%

20Δ

Calls
Pseudo strike
32.75
IV
72.9%
B/E move
24.4%
Puts
Pseudo strike
23.54
IV
61.6%
B/E move
14.0%

25Δ

Calls
Pseudo strike
31.70
IV
63.6%
B/E move
20.5%
Puts
Pseudo strike
24.72
IV
48.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
30.64
IV
54.3%
B/E move
16.6%
Puts
Pseudo strike
26.08
IV
21.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
29.58
IV
44.9%
B/E move
12.6%
Puts
Pseudo strike
26.29
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
28.53
IV
35.6%
B/E move
8.7%
Puts
Pseudo strike
26.50
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
27.47
IV
26.2%
B/E move
4.8%
Puts
Pseudo strike
26.71
IV
23.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
26.90
IV
21.7%
B/E move
2.9%
Puts
Pseudo strike
26.92
IV
24.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
26.71
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
27.12
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.53
IV
20.3%
B/E move
2.1%
Puts
Pseudo strike
27.32
IV
23.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
26.34
IV
19.6%
B/E move
1.8%
Puts
Pseudo strike
27.52
IV
22.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
26.16
IV
18.9%
B/E move
1.4%
Puts
Pseudo strike
27.72
IV
21.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.96
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
27.91
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
25.68
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
28.29
IV
21.2%
B/E move
0.3%

Options history

No recorded observations