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Schwab 5-10 Year Corporate Bond ETF SCHI

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Market datapartial · fetched 2026-10-22T21:54:40.653Z

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 · 2026-10-22T21:20:54.329038959Z

FundamentalsAlpha Vantage · unavailable

Share price$21.61
1D+0.6%
AH$21.62$21.66$21.71$21.75$21.805:30 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$0.39$0.48$0.57$0.66$0.75$19.39$20.44$21.50$22.55$23.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHI spot · $21.61SCHI PRICE$0.40$0.40$0.40$0.40$0.40$0.42$0.47$0.51$0.55$0.59$0.64$0.68$0.72$0.40$0.40$0.40$0.41$0.45$0.49$0.52$0.56$0.60
PutsExpensive1.94×
CallsExpensive1.30×
SkewBearish+3.68 pp
Implied moveBearish±$0.99
TiltBullish21.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6964.2%20.7%19.2355.2%12.8%
25Δ23.9447.2%12.6%20.1342.2%8.7%
30Δ23.0136.4%8.3%20.6733.9%6.2%
35Δ22.5930.5%6.4%21.0728.1%4.4%
40Δ22.1824.7%4.5%21.2526.0%3.7%
45Δ21.9321.4%3.4%21.4323.9%3.1%
50Δ21.8120.2%3.1%21.6221.8%2.4%
55Δ21.6919.0%2.7%21.8019.7%1.7%
60Δ21.5717.7%2.4%21.9817.6%1.0%
65Δ21.4516.5%2.0%
70Δ21.3315.3%1.6%
75Δ21.2114.0%1.3%
80Δ21.0812.8%0.9%

20Δ

Calls
Pseudo strike
25.69
IV
64.2%
B/E move
20.7%
Puts
Pseudo strike
19.23
IV
55.2%
B/E move
12.8%

25Δ

Calls
Pseudo strike
23.94
IV
47.2%
B/E move
12.6%
Puts
Pseudo strike
20.13
IV
42.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
23.01
IV
36.4%
B/E move
8.3%
Puts
Pseudo strike
20.67
IV
33.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
22.59
IV
30.5%
B/E move
6.4%
Puts
Pseudo strike
21.07
IV
28.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
22.18
IV
24.7%
B/E move
4.5%
Puts
Pseudo strike
21.25
IV
26.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
21.93
IV
21.4%
B/E move
3.4%
Puts
Pseudo strike
21.43
IV
23.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
21.81
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
21.62
IV
21.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
21.69
IV
19.0%
B/E move
2.7%
Puts
Pseudo strike
21.80
IV
19.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
21.57
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
21.98
IV
17.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
21.45
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.33
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.21
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.08
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations