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Schwab International Equity ETF SCHF

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Market datapartial · fetched 2026-10-22T23:23:05.166Z

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 · 2026-10-22T22:44:10.480978324Z

FundamentalsAlpha Vantage · unavailable

Share price$27.05
1D-0.7%
AH$26.79$26.85$26.91$26.96$27.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHF
Sold putSold callAH

Schwab International Equity ETF options

Live interpolated SCHF call and put midpoint premiums by absolute delta.Schwab International Equity ETF$0.26$0.90$1.53$2.16$2.79$24.24$25.67$27.09$28.52$29.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHF spot · $27.05SCHF PRICE$0.33$0.52$0.57$0.61$0.65$0.70$0.74$0.79$0.86$0.94$1.01$1.09$1.16$0.53$0.49$0.41$0.52$0.64$0.76$0.85$0.93$1.02$1.10$1.27$1.87$2.61
PutsExpensive1.40×
CallsExpensive1.60×
SkewBullish-1.19 pp
Implied moveBearish±$1.59
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.1840.9%12.8%24.0157.2%13.2%
25Δ30.6452.8%15.2%25.2840.7%8.3%
30Δ30.0247.8%13.1%26.1926.1%4.7%
35Δ29.3942.7%10.9%26.4426.7%4.2%
40Δ28.7737.7%8.8%26.7027.2%3.6%
45Δ28.1532.6%6.6%26.9627.8%3.1%
50Δ27.5327.6%4.5%27.1826.7%2.6%
55Δ26.9723.1%2.6%27.3925.2%2.2%
60Δ26.8121.8%2.3%27.6123.8%1.7%
65Δ26.6420.5%2.0%27.8222.3%1.2%
70Δ26.4719.1%1.6%28.1022.0%0.8%
75Δ26.3117.8%1.3%28.7127.3%0.8%
80Δ26.1416.5%1.0%29.4832.7%0.6%

20Δ

Calls
Pseudo strike
30.18
IV
40.9%
B/E move
12.8%
Puts
Pseudo strike
24.01
IV
57.2%
B/E move
13.2%

25Δ

Calls
Pseudo strike
30.64
IV
52.8%
B/E move
15.2%
Puts
Pseudo strike
25.28
IV
40.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
30.02
IV
47.8%
B/E move
13.1%
Puts
Pseudo strike
26.19
IV
26.1%
B/E move
4.7%

35Δ

Calls
Pseudo strike
29.39
IV
42.7%
B/E move
10.9%
Puts
Pseudo strike
26.44
IV
26.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
28.77
IV
37.7%
B/E move
8.8%
Puts
Pseudo strike
26.70
IV
27.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
28.15
IV
32.6%
B/E move
6.6%
Puts
Pseudo strike
26.96
IV
27.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
27.53
IV
27.6%
B/E move
4.5%
Puts
Pseudo strike
27.18
IV
26.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.97
IV
23.1%
B/E move
2.6%
Puts
Pseudo strike
27.39
IV
25.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
26.81
IV
21.8%
B/E move
2.3%
Puts
Pseudo strike
27.61
IV
23.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
26.64
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
27.82
IV
22.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
26.47
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
28.10
IV
22.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
26.31
IV
17.8%
B/E move
1.3%
Puts
Pseudo strike
28.71
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.14
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
29.48
IV
32.7%
B/E move
0.6%

Options history

No recorded observations