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Schwab U.S. REIT ETF SCHH

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Market datapartial · fetched 2026-10-22T16:44:30.661Z

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 · 2026-10-22T16:44:28.820076237Z

FundamentalsAlpha Vantage · unavailable

Share price$22.57
1D+0.7%
$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$0.76$1.06$1.36$1.66$19.97$21.29$22.61$23.93$25.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHH spot · $22.57SCHH PRICE$0.50$0.50$0.50$0.52$0.55$0.59$0.65$0.71$0.78$0.84$0.91$1.24$1.57$0.50$0.52$0.54$0.57$0.62$0.68$0.74$0.80$0.89$1.02$1.15$1.27$1.40
PutsExpensive1.59×
CallsExpensive1.70×
SkewBullish-1.13 pp
Implied moveBearish±$1.39
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.9277.6%25.9%19.7364.7%14.8%
25Δ25.7357.9%16.2%20.7451.2%10.4%
30Δ24.4344.4%10.4%21.3642.9%7.8%
35Δ23.7737.0%7.6%21.8636.1%5.6%
40Δ23.3532.5%5.9%22.1732.7%4.5%
45Δ22.9728.4%4.4%22.4130.4%3.7%
50Δ22.7726.9%3.8%22.6528.1%2.9%
55Δ22.5825.3%3.2%22.8925.8%2.1%
60Δ22.3823.8%2.6%23.1124.4%1.6%
65Δ22.1922.3%2.0%23.3023.7%1.3%
70Δ21.9920.8%1.5%23.5023.0%1.0%
75Δ21.6021.7%1.2%23.6922.2%0.7%
80Δ21.2122.7%0.9%23.8921.5%0.4%

20Δ

Calls
Pseudo strike
27.92
IV
77.6%
B/E move
25.9%
Puts
Pseudo strike
19.73
IV
64.7%
B/E move
14.8%

25Δ

Calls
Pseudo strike
25.73
IV
57.9%
B/E move
16.2%
Puts
Pseudo strike
20.74
IV
51.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
24.43
IV
44.4%
B/E move
10.4%
Puts
Pseudo strike
21.36
IV
42.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
23.77
IV
37.0%
B/E move
7.6%
Puts
Pseudo strike
21.86
IV
36.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
23.35
IV
32.5%
B/E move
5.9%
Puts
Pseudo strike
22.17
IV
32.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
22.97
IV
28.4%
B/E move
4.4%
Puts
Pseudo strike
22.41
IV
30.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.77
IV
26.9%
B/E move
3.8%
Puts
Pseudo strike
22.65
IV
28.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
22.58
IV
25.3%
B/E move
3.2%
Puts
Pseudo strike
22.89
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
22.38
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
23.11
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.19
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
23.30
IV
23.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
21.99
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
23.50
IV
23.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.60
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
23.69
IV
22.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.21
IV
22.7%
B/E move
0.9%
Puts
Pseudo strike
23.89
IV
21.5%
B/E move
0.4%

Options history

No recorded observations