IntraAlpha
Create free account Start free

Schwab U.S. Large-Cap Growth ETF SCHG

i

Market datapartial · fetched 2026-10-23T19:38:51.618Z

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 · 2026-10-23T19:38:43.936838549Z

FundamentalsAlpha Vantage · unavailable

Share price$34.82
1D-0.1%
$34.69$34.77$34.86$34.95$35.045:30 AM6:30 AM9:00 AM1:00 PMSCHG
Sold putSold call

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$0.09$1.00$1.91$2.82$3.74$32.38$33.73$35.07$36.42$37.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHG spot · $34.82SCHG PRICE$0.19$0.25$0.33$0.43$0.53$0.63$0.75$1.07$1.38$1.73$2.35$2.92$3.47$0.24$0.32$0.40$0.50$0.60$0.69$0.79$0.97$1.16$1.34$1.53$1.71$1.90
PutsExpensive1.07×
CallsExpensive1.46×
SkewBullish-5.24 pp
Implied moveBearish±$1.55
TiltBullish13.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.4316.9%5.2%33.2721.1%5.2%
25Δ36.1417.3%4.5%33.5921.1%4.5%
30Δ35.8817.7%4.0%33.9121.2%3.8%
35Δ35.6518.2%3.6%34.1920.9%3.2%
40Δ35.4318.8%3.3%34.4520.5%2.8%
45Δ35.2019.3%2.9%34.7120.2%2.3%
50Δ34.9720.1%2.6%34.9819.8%1.8%
55Δ34.6323.5%2.5%35.2519.6%1.6%
60Δ34.2926.8%2.4%35.5219.3%1.3%
65Δ33.9130.5%2.4%35.7919.0%1.1%
70Δ33.2636.2%2.3%36.0618.8%0.8%
75Δ32.6039.6%2.0%36.3318.5%0.6%
80Δ31.9141.4%1.6%36.6018.2%0.3%

20Δ

Calls
Pseudo strike
36.43
IV
16.9%
B/E move
5.2%
Puts
Pseudo strike
33.27
IV
21.1%
B/E move
5.2%

25Δ

Calls
Pseudo strike
36.14
IV
17.3%
B/E move
4.5%
Puts
Pseudo strike
33.59
IV
21.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
35.88
IV
17.7%
B/E move
4.0%
Puts
Pseudo strike
33.91
IV
21.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
35.65
IV
18.2%
B/E move
3.6%
Puts
Pseudo strike
34.19
IV
20.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
35.43
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
34.45
IV
20.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
35.20
IV
19.3%
B/E move
2.9%
Puts
Pseudo strike
34.71
IV
20.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
34.97
IV
20.1%
B/E move
2.6%
Puts
Pseudo strike
34.98
IV
19.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
34.63
IV
23.5%
B/E move
2.5%
Puts
Pseudo strike
35.25
IV
19.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.29
IV
26.8%
B/E move
2.4%
Puts
Pseudo strike
35.52
IV
19.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
33.91
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
35.79
IV
19.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.26
IV
36.2%
B/E move
2.3%
Puts
Pseudo strike
36.06
IV
18.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
32.60
IV
39.6%
B/E move
2.0%
Puts
Pseudo strike
36.33
IV
18.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
31.91
IV
41.4%
B/E move
1.6%
Puts
Pseudo strike
36.60
IV
18.2%
B/E move
0.3%

Options history

No recorded observations