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Schwab 5-10 Year Corporate Bond ETF SCHI

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Market datapartial · fetched 2026-10-22T15:53:26.871Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T15:53:11.363162775Z

FundamentalsAlpha Vantage · unavailable

Share price$21.72
1D+0.4%
$21.62$21.65$21.67$21.70$21.735:30 AM6:30 AM9:00 AM1:00 PMSCHI
Sold putSold call

Schwab 5-10 Year Corporate Bond ETF options

Live interpolated SCHI call and put midpoint premiums by absolute delta.Schwab 5-10 Year Corporate Bond ETF$0.44$0.52$0.60$0.68$0.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESCHI PRICE$0.45$0.45$0.45$0.46$0.47$0.45$0.48$0.49$0.53$0.60$0.67$0.73
PutsExpensive2.43×
CallsExpensive1.74×
SkewBearish+2.38 pp
Implied move——
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1743.8%13.8%
25Δ24.5238.0%15.0%20.1035.0%9.7%
30Δ23.4729.7%10.1%20.6928.9%7.0%
35Δ22.8524.1%7.3%21.1325.0%5.2%
40Δ22.5120.7%5.8%21.3923.5%4.3%
45Δ22.1717.3%4.2%21.6621.9%3.3%
50Δ21.9320.3%2.4%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.17
IV
43.8%
B/E move
13.8%

25Δ

Calls
Pseudo strike
24.52
IV
38.0%
B/E move
15.0%
Puts
Pseudo strike
20.10
IV
35.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
23.47
IV
29.7%
B/E move
10.1%
Puts
Pseudo strike
20.69
IV
28.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
22.85
IV
24.1%
B/E move
7.3%
Puts
Pseudo strike
21.13
IV
25.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
22.51
IV
20.7%
B/E move
5.8%
Puts
Pseudo strike
21.39
IV
23.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
22.17
IV
17.3%
B/E move
4.2%
Puts
Pseudo strike
21.66
IV
21.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.93
IV
20.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations