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Schwab U.S. Large-Cap Growth ETF SCHG

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Market datapartial · fetched 2026-10-22T18:29:32.690Z

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 · 2026-10-22T18:29:30.797064508Z

FundamentalsAlpha Vantage · unavailable

Share price$34.91
1D-1.4%
$34.84$35.00$35.15$35.31$35.465:30 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$0.30$1.10$1.91$2.72$3.52$32.17$33.68$35.19$36.70$38.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHG spot · $34.91SCHG PRICE$0.45$0.42$0.38$0.46$0.58$0.70$0.82$1.04$1.32$1.59$2.06$2.61$3.29$0.47$0.46$0.45$0.52$0.60$0.69$0.77$0.85$0.93$1.01$1.09$1.16
PutsExpensive1.12×
CallsExpensive1.54×
SkewBullish-5.75 pp
Implied moveBullish±$1.59
TiltBullish27.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.1543.4%13.5%31.6343.6%10.7%
25Δ37.7332.7%9.3%32.7133.8%7.6%
30Δ36.3922.3%5.4%33.8024.1%4.4%
35Δ35.8219.7%3.9%34.2321.6%3.4%
40Δ35.5720.2%3.6%34.5120.8%2.9%
45Δ35.3220.8%3.2%34.8019.9%2.3%
50Δ35.0721.3%2.8%35.0519.0%1.8%
55Δ34.7623.0%2.6%35.2418.0%1.5%
60Δ34.4225.1%2.4%35.4217.0%1.2%
65Δ34.0827.2%2.2%35.6116.0%0.9%
70Δ33.5430.7%2.0%35.7914.9%0.6%
75Δ32.9334.7%1.8%35.9813.9%0.3%
80Δ32.1638.1%1.5%

20Δ

Calls
Pseudo strike
39.15
IV
43.4%
B/E move
13.5%
Puts
Pseudo strike
31.63
IV
43.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
37.73
IV
32.7%
B/E move
9.3%
Puts
Pseudo strike
32.71
IV
33.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
36.39
IV
22.3%
B/E move
5.4%
Puts
Pseudo strike
33.80
IV
24.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
35.82
IV
19.7%
B/E move
3.9%
Puts
Pseudo strike
34.23
IV
21.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
35.57
IV
20.2%
B/E move
3.6%
Puts
Pseudo strike
34.51
IV
20.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
35.32
IV
20.8%
B/E move
3.2%
Puts
Pseudo strike
34.80
IV
19.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
35.07
IV
21.3%
B/E move
2.8%
Puts
Pseudo strike
35.05
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
34.76
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
35.24
IV
18.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
34.42
IV
25.1%
B/E move
2.4%
Puts
Pseudo strike
35.42
IV
17.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
34.08
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
35.61
IV
16.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
33.54
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
35.79
IV
14.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.93
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
35.98
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
32.16
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations