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Schwab U.S. REIT ETF SCHH

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Market datapartial · fetched 2026-10-22T15:47:26.541Z

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 · 2026-10-22T15:47:03.036270702Z

FundamentalsAlpha Vantage · unavailable

Share price$22.54
1D+0.5%
$22.41$22.47$22.53$22.58$22.645:30 AM6:30 AM9:00 AM1:00 PMSCHH
Sold putSold call

Schwab U.S. REIT ETF options

Live interpolated SCHH call and put midpoint premiums by absolute delta.Schwab U.S. REIT ETF$0.47$0.72$0.96$1.20$1.44$19.90$21.09$22.28$23.47$24.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHH spot · $22.54SCHH PRICE$0.52$0.55$0.59$0.66$0.72$0.79$0.86$0.95$1.11$1.27$0.50$0.52$0.54$0.57$0.64$0.73$0.82$0.91$1.00$1.10$1.19$1.28$1.37
PutsExpensive1.63×
CallsExpensive1.31×
SkewBearish+8.09 pp
Implied moveBearish±$1.48
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6166.1%15.2%
25Δ20.5153.8%11.3%
30Δ21.1445.3%8.6%
35Δ23.7437.2%7.6%21.7836.8%5.9%
40Δ23.3132.6%5.9%22.1332.9%4.6%
45Δ22.9528.8%4.4%22.3431.4%4.1%
50Δ22.7427.3%3.8%22.5429.9%3.6%
55Δ22.5425.7%3.2%22.7528.5%3.1%
60Δ22.3424.2%2.6%22.9527.0%2.6%
65Δ22.1422.7%2.0%23.1625.5%2.1%
70Δ21.9321.5%1.5%23.3624.0%1.6%
75Δ21.7220.9%1.3%23.5722.6%1.1%
80Δ21.5120.4%1.1%23.7721.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.61
IV
66.1%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.51
IV
53.8%
B/E move
11.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.14
IV
45.3%
B/E move
8.6%

35Δ

Calls
Pseudo strike
23.74
IV
37.2%
B/E move
7.6%
Puts
Pseudo strike
21.78
IV
36.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
23.31
IV
32.6%
B/E move
5.9%
Puts
Pseudo strike
22.13
IV
32.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
22.95
IV
28.8%
B/E move
4.4%
Puts
Pseudo strike
22.34
IV
31.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
22.74
IV
27.3%
B/E move
3.8%
Puts
Pseudo strike
22.54
IV
29.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
22.54
IV
25.7%
B/E move
3.2%
Puts
Pseudo strike
22.75
IV
28.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
22.34
IV
24.2%
B/E move
2.6%
Puts
Pseudo strike
22.95
IV
27.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.14
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
23.16
IV
25.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
21.93
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
23.36
IV
24.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
21.72
IV
20.9%
B/E move
1.3%
Puts
Pseudo strike
23.57
IV
22.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.51
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
23.77
IV
21.1%
B/E move
0.6%

Options history

No recorded observations