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Schwab U.S. Large-Cap Growth ETF SCHG

i

Market dataready · fetched 2026-11-13T02:55:29.540Z

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 · 2026-11-13T01:00:00.136373863Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:55:28.843293+00:00

Share price$34.32
1D+1.1%
AH$33.87$34.06$34.25$34.45$34.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHG
Sold putSold callAH

Schwab U.S. Large-Cap Growth ETF options

Live interpolated SCHG call and put midpoint premiums by absolute delta.Schwab U.S. Large-Cap Growth ETF$0.07$0.38$0.68$0.99$1.29$32.11$33.14$34.17$35.20$36.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHG spot · $34.32SCHG PRICE$0.10$0.14$0.21$0.28$0.36$0.43$0.50$0.57$0.64$0.76$0.91$1.06$1.20$0.15$0.19$0.24$0.28$0.33$0.38$0.44$0.49$0.55$0.60$0.66$0.71
Puts——
CallsCheap0.72×
Skew——
Implied moveBullish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4120.0%3.5%33.2425.2%3.6%
25Δ34.9717.8%2.3%33.4624.4%3.1%
30Δ34.8418.6%2.1%33.6823.6%2.6%
35Δ34.7119.4%2.0%33.9022.8%2.0%
40Δ34.5820.2%1.8%34.0722.1%1.7%
45Δ34.4521.0%1.6%34.1921.3%1.5%
50Δ34.3221.8%1.5%34.3120.5%1.3%
55Δ34.1922.7%1.3%34.4319.7%1.1%
60Δ34.0523.5%1.1%34.5518.9%0.9%
65Δ33.8923.8%1.0%34.6818.1%0.7%
70Δ33.6923.8%0.8%34.8017.3%0.5%
75Δ33.4923.9%0.7%34.9216.5%0.3%
80Δ33.3023.9%0.5%

20Δ

Calls
Pseudo strike
35.41
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
33.24
IV
25.2%
B/E move
3.6%

25Δ

Calls
Pseudo strike
34.97
IV
17.8%
B/E move
2.3%
Puts
Pseudo strike
33.46
IV
24.4%
B/E move
3.1%

30Δ

Calls
Pseudo strike
34.84
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
33.68
IV
23.6%
B/E move
2.6%

35Δ

Calls
Pseudo strike
34.71
IV
19.4%
B/E move
2.0%
Puts
Pseudo strike
33.90
IV
22.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
34.58
IV
20.2%
B/E move
1.8%
Puts
Pseudo strike
34.07
IV
22.1%
B/E move
1.7%

45Δ

Calls
Pseudo strike
34.45
IV
21.0%
B/E move
1.6%
Puts
Pseudo strike
34.19
IV
21.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
34.32
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
34.31
IV
20.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
34.19
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
34.43
IV
19.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
34.05
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
34.55
IV
18.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
33.89
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
34.68
IV
18.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
33.69
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
34.80
IV
17.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
33.49
IV
23.9%
B/E move
0.7%
Puts
Pseudo strike
34.92
IV
16.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
33.30
IV
23.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.67%
Daily EOD
SCHG16.6%18.3%19.9%2026-10-19: 17.61%2026-10-20: 17.84%2026-10-21: 16.84%2026-10-22: 18.83%2026-10-23: 18.98%2026-10-26: 18.32%2026-10-27: 18.35%2026-10-28: 17.72%2026-10-29: 18.47%2026-10-30: 19.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.61%
17.84%
16.84%
18.83%
18.98%
18.32%
18.35%
17.72%
18.47%
19.67%