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Schwab International Equity ETF SCHF

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Market datapartial · fetched 2026-10-23T00:23:58.210Z

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 · 2026-10-23T00:00:00.12083685Z

FundamentalsAlpha Vantage · unavailable

Share price$26.88
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$0.33$0.69$1.05$1.41$1.77$24.32$25.75$27.19$28.62$30.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHF spot · $26.88SCHF PRICE$0.53$0.53$0.58$0.63$0.67$0.72$0.77$0.86$0.96$1.05$1.15$1.31$1.67$0.53$0.55$0.37$0.47$0.58$0.69$0.79$0.85$0.92$0.99$1.05$1.12$1.31
PutsExpensive1.24×
CallsExpensive1.80×
SkewBullish-8.08 pp
Implied moveBalanced±$1.56
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.2968.0%22.1%23.8357.7%13.3%
25Δ30.5553.9%15.6%24.9445.7%9.3%
30Δ29.8648.5%13.2%26.0924.0%4.3%
35Δ29.1743.2%10.9%26.3324.4%3.8%
40Δ28.4837.8%8.5%26.5724.7%3.3%
45Δ27.7932.4%6.1%26.8125.0%2.8%
50Δ27.1027.0%3.7%27.0325.0%2.4%
55Δ26.8225.3%3.0%27.2023.5%2.0%
60Δ26.6024.2%2.5%27.3622.0%1.6%
65Δ26.3823.2%2.1%27.5320.4%1.2%
70Δ26.1622.1%1.6%27.7018.9%0.9%
75Δ25.9021.7%1.2%27.8717.4%0.5%
80Δ25.4923.5%1.0%28.1417.1%0.2%

20Δ

Calls
Pseudo strike
32.29
IV
68.0%
B/E move
22.1%
Puts
Pseudo strike
23.83
IV
57.7%
B/E move
13.3%

25Δ

Calls
Pseudo strike
30.55
IV
53.9%
B/E move
15.6%
Puts
Pseudo strike
24.94
IV
45.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
29.86
IV
48.5%
B/E move
13.2%
Puts
Pseudo strike
26.09
IV
24.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
29.17
IV
43.2%
B/E move
10.9%
Puts
Pseudo strike
26.33
IV
24.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
28.48
IV
37.8%
B/E move
8.5%
Puts
Pseudo strike
26.57
IV
24.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
27.79
IV
32.4%
B/E move
6.1%
Puts
Pseudo strike
26.81
IV
25.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
27.10
IV
27.0%
B/E move
3.7%
Puts
Pseudo strike
27.03
IV
25.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
26.82
IV
25.3%
B/E move
3.0%
Puts
Pseudo strike
27.20
IV
23.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.60
IV
24.2%
B/E move
2.5%
Puts
Pseudo strike
27.36
IV
22.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
26.38
IV
23.2%
B/E move
2.1%
Puts
Pseudo strike
27.53
IV
20.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
26.16
IV
22.1%
B/E move
1.6%
Puts
Pseudo strike
27.70
IV
18.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.90
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
27.87
IV
17.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
25.49
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
28.14
IV
17.1%
B/E move
0.2%

Options history

No recorded observations