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Schwab U.S. REIT ETF SCHH

i

Market dataready · fetched 2026-11-12T03:28:37.054Z

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 · 2026-11-12T01:00:00.104053231Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:28:36.061781+00:00

Share price$23.82
1D+0.1%
AH$23.69$23.73$23.77$23.80$23.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHH
Sold putSold callAH

Schwab U.S. REIT ETF options

Live interpolated SCHH call and put midpoint premiums by absolute delta.Schwab U.S. REIT ETF$0.18$0.42$0.66$0.90$1.14$21.95$22.75$23.55$24.35$25.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHH spot · $23.82SCHH PRICE$0.50$0.38$0.39$0.40$0.47$0.56$0.65$0.73$0.82$0.91$0.50$0.20$0.29$0.38$0.47$0.56$0.65$0.73$0.80$0.87$0.94$1.00$1.07
PutsExpensive1.70×
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.99133.7%23.8%20.92112.0%14.3%
25Δ23.0135.8%4.3%
30Δ23.1936.9%3.9%
35Δ24.7048.1%5.3%23.3738.1%3.5%
40Δ24.3840.7%4.0%23.5539.2%3.1%
45Δ24.0533.3%2.7%23.7340.3%2.8%
50Δ23.8731.7%2.2%23.9041.4%2.4%
55Δ23.7231.3%1.9%24.0640.9%2.0%
60Δ23.5730.9%1.7%24.2038.4%1.8%
65Δ23.4230.4%1.4%24.3435.9%1.5%
70Δ23.2730.0%1.1%24.4733.4%1.2%
75Δ23.1229.6%0.9%24.6131.0%0.9%
80Δ24.7428.5%0.6%

20Δ

Calls
Pseudo strike
28.99
IV
133.7%
B/E move
23.8%
Puts
Pseudo strike
20.92
IV
112.0%
B/E move
14.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.01
IV
35.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.19
IV
36.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
24.70
IV
48.1%
B/E move
5.3%
Puts
Pseudo strike
23.37
IV
38.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
24.38
IV
40.7%
B/E move
4.0%
Puts
Pseudo strike
23.55
IV
39.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
24.05
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
23.73
IV
40.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.87
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
23.90
IV
41.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
23.72
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
24.06
IV
40.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.57
IV
30.9%
B/E move
1.7%
Puts
Pseudo strike
24.20
IV
38.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.42
IV
30.4%
B/E move
1.4%
Puts
Pseudo strike
24.34
IV
35.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.27
IV
30.0%
B/E move
1.1%
Puts
Pseudo strike
24.47
IV
33.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
23.12
IV
29.6%
B/E move
0.9%
Puts
Pseudo strike
24.61
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
28.5%
B/E move
0.6%

Options history

IV · four-Friday blend27.19%
Daily EOD
SCHH22.7%25.2%27.8%2026-10-19: 23.01%2026-10-20: 24.62%2026-10-21: 23.72%2026-10-22: 24.80%2026-10-23: 25.27%2026-10-26: 27.42%2026-10-27: 25.72%2026-10-28: 25.18%2026-10-29: 26.76%2026-10-30: 27.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.01%
24.62%
23.72%
24.80%
25.27%
27.42%
25.72%
25.18%
26.76%
27.19%