IntraAlpha
Create free account Start free

Schwab 5-10 Year Corporate Bond ETF SCHI

i

Market dataready · fetched 2026-11-13T01:33:11.184Z

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 · 2026-11-13T01:00:00.078584913Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:33:09.469134+00:00

Share price$21.57
1D-0.5%
AH$21.55$21.58$21.62$21.66$21.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHI
Sold putSold callAH

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$0.38$0.54$0.70$0.85$1.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESCHI PRICE$0.40$0.40$0.40$0.40$0.40$0.44$0.49$0.54$0.58$0.63$0.68$0.72$0.97$0.40$0.40$0.40
Puts——
CallsExpensive9.39×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.59123.9%20.5%19.16106.3%13.0%
25Δ23.8691.3%12.5%20.0680.8%8.9%
30Δ22.9470.8%8.2%20.5665.9%6.6%
35Δ22.4858.6%6.1%
40Δ22.0246.4%4.0%
45Δ21.8643.5%3.4%
50Δ21.7241.0%3.0%
55Δ21.5838.5%2.5%
60Δ21.4436.1%2.1%
65Δ21.2933.6%1.6%
70Δ21.1531.2%1.2%
75Δ21.0128.7%0.7%
80Δ20.7330.5%0.6%

20Δ

Calls
Pseudo strike
25.59
IV
123.9%
B/E move
20.5%
Puts
Pseudo strike
19.16
IV
106.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
23.86
IV
91.3%
B/E move
12.5%
Puts
Pseudo strike
20.06
IV
80.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
22.94
IV
70.8%
B/E move
8.2%
Puts
Pseudo strike
20.56
IV
65.9%
B/E move
6.6%

35Δ

Calls
Pseudo strike
22.48
IV
58.6%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
22.02
IV
46.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.86
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
21.72
IV
41.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.58
IV
38.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.44
IV
36.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.29
IV
33.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.15
IV
31.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.01
IV
28.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.73
IV
30.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.65%
Daily EOD
SCHI18.4%18.6%18.9%2026-10-19: 18.42%2026-10-20: 18.84%2026-10-21: 18.43%2026-10-23: 18.67%2026-10-26: 18.65%Oct 19Oct 21Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
18.42%
18.84%
18.43%
18.67%
18.65%