IntraAlpha
Create free account Start free

Schwab International Equity ETF SCHF

i

Market datapartial · fetched 2026-11-13T02:53:50.450Z

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 · 2026-11-13T01:00:00.13380259Z

FundamentalsAlpha Vantage · unavailable

Share price$27.00
1D+0.0%
AH$26.92$26.97$27.02$27.07$27.125:30 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$0.20$0.43$0.66$0.89$1.12$24.39$25.53$26.68$27.82$28.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHF spot · $27.00SCHF PRICE$0.22$0.25$0.28$0.31$0.34$0.37$0.44$0.53$0.63$0.73$0.82$0.53$0.55$0.57$0.59$0.61$0.64$0.67$0.74$0.80$0.86$0.92$0.99$1.05
PutsExpensive1.63×
Calls——
Skew——
Implied moveBearish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.90110.8%13.4%
25Δ29.0749.2%8.5%24.5197.3%11.3%
30Δ28.6844.2%7.1%25.0485.4%9.4%
35Δ28.2939.3%5.8%25.5873.5%7.4%
40Δ27.9134.3%4.5%26.1261.6%5.5%
45Δ27.5229.4%3.2%26.6649.7%3.6%
50Δ27.1324.5%1.8%27.0541.3%2.3%
55Δ26.9122.7%1.3%27.2038.9%2.0%
60Δ26.7722.7%1.1%27.3536.5%1.7%
65Δ26.6422.6%1.0%27.5034.0%1.3%
70Δ26.5022.6%0.8%27.6531.6%1.0%
75Δ26.3622.5%0.7%27.8029.1%0.7%
80Δ27.9426.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.90
IV
110.8%
B/E move
13.4%

25Δ

Calls
Pseudo strike
29.07
IV
49.2%
B/E move
8.5%
Puts
Pseudo strike
24.51
IV
97.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
28.68
IV
44.2%
B/E move
7.1%
Puts
Pseudo strike
25.04
IV
85.4%
B/E move
9.4%

35Δ

Calls
Pseudo strike
28.29
IV
39.3%
B/E move
5.8%
Puts
Pseudo strike
25.58
IV
73.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
27.91
IV
34.3%
B/E move
4.5%
Puts
Pseudo strike
26.12
IV
61.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
27.52
IV
29.4%
B/E move
3.2%
Puts
Pseudo strike
26.66
IV
49.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
27.13
IV
24.5%
B/E move
1.8%
Puts
Pseudo strike
27.05
IV
41.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
26.91
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
27.20
IV
38.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.77
IV
22.7%
B/E move
1.1%
Puts
Pseudo strike
27.35
IV
36.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
26.64
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
27.50
IV
34.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.50
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
27.65
IV
31.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
26.36
IV
22.5%
B/E move
0.7%
Puts
Pseudo strike
27.80
IV
29.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.94
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend137.27%
Daily EOD
SCHF19.4%82.7%146.0%2026-10-19: 35.53%2026-10-20: 46.97%2026-10-21: 62.24%2026-10-22: 28.11%2026-10-26: 127.37%2026-10-27: 44.78%2026-10-28: 78.48%2026-10-29: 32.08%2026-10-30: 137.27%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.53%
46.97%
62.24%
28.11%
127.37%
44.78%
78.48%
32.08%
137.27%