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Schwab U.S. Large-Cap Growth ETF SCHG

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Market datapartial · fetched 2026-10-22T22:41:54.909Z

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 · 2026-10-22T22:30:00.003965971Z

FundamentalsAlpha Vantage · unavailable

Share price$34.94
1D-1.3%
AH$34.79$34.96$35.13$35.30$35.475:30 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$0.26$1.20$2.15$3.10$4.04$32.09$33.57$35.06$36.54$38.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHG spot · $34.94SCHG PRICE$0.45$0.41$0.36$0.44$0.56$0.68$0.80$0.97$1.17$1.37$1.69$2.42$3.15$0.45$0.45$0.45$0.53$0.61$0.70$0.79$0.89$0.99$1.10$1.20$2.29$3.77
PutsExpensive1.21×
CallsExpensive1.44×
SkewBullish-2.36 pp
Implied moveBalanced±$1.59
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.1943.6%13.5%31.7342.3%10.5%
25Δ37.6931.9%9.0%32.8033.0%7.4%
30Δ36.3020.7%4.9%33.8823.7%4.3%
35Δ35.8118.8%3.8%34.2621.9%3.5%
40Δ35.5819.4%3.4%34.5421.0%2.9%
45Δ35.3420.1%3.1%34.8320.2%2.3%
50Δ35.1020.7%2.7%35.0919.4%1.8%
55Δ34.8321.4%2.4%35.3018.6%1.5%
60Δ34.5322.2%2.2%35.5117.9%1.2%
65Δ34.2322.9%1.9%35.7317.1%0.9%
70Δ33.8324.7%1.6%35.9416.4%0.6%
75Δ33.0630.2%1.5%37.0921.4%0.4%
80Δ32.2935.7%1.4%38.6028.7%0.3%

20Δ

Calls
Pseudo strike
39.19
IV
43.6%
B/E move
13.5%
Puts
Pseudo strike
31.73
IV
42.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
37.69
IV
31.9%
B/E move
9.0%
Puts
Pseudo strike
32.80
IV
33.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
36.30
IV
20.7%
B/E move
4.9%
Puts
Pseudo strike
33.88
IV
23.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
35.81
IV
18.8%
B/E move
3.8%
Puts
Pseudo strike
34.26
IV
21.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
35.58
IV
19.4%
B/E move
3.4%
Puts
Pseudo strike
34.54
IV
21.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
35.34
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
34.83
IV
20.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
35.10
IV
20.7%
B/E move
2.7%
Puts
Pseudo strike
35.09
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
34.83
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
35.30
IV
18.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
34.53
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
35.51
IV
17.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
34.23
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
35.73
IV
17.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
33.83
IV
24.7%
B/E move
1.6%
Puts
Pseudo strike
35.94
IV
16.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
33.06
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
37.09
IV
21.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.29
IV
35.7%
B/E move
1.4%
Puts
Pseudo strike
38.60
IV
28.7%
B/E move
0.3%

Options history

No recorded observations