Share price$21.71
1D-0.1%
Sold putSold call
Schwab 5-10 Year Corporate Bond ETF SCHI
i
Market datapartial · fetched 2026-10-23T17:40:15.676Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T17:39:38.256791664Z
FundamentalsAlpha Vantage · unavailable
Schwab 5-10 Year Corporate Bond ETF options
PutsExpensive2.96×
CallsCheap0.84×
SkewBearish+28.84 pp
Implied move——
TiltBullish58.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.22 | 57.2% | 13.3% | |||
| 25Δ | 19.97 | 46.0% | 9.8% | |||
| 30Δ | 20.72 | 34.8% | 6.4% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 21.99 | 21.7% | 3.3% | |||
| 50Δ | 21.89 | 20.4% | 3.0% | |||
| 55Δ | 21.78 | 19.1% | 2.7% | |||
| 60Δ | 21.67 | 17.8% | 2.4% | |||
| 65Δ | 21.57 | 16.5% | 2.1% | |||
| 70Δ | 21.46 | 15.2% | 1.8% | |||
| 75Δ | 21.35 | 13.9% | 1.5% | |||
| 80Δ | 21.25 | 12.6% | 1.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.22
- IV
- 57.2%
- B/E move
- 13.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.97
- IV
- 46.0%
- B/E move
- 9.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.72
- IV
- 34.8%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 21.99
- IV
- 21.7%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 21.89
- IV
- 20.4%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 21.78
- IV
- 19.1%
- B/E move
- 2.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 21.67
- IV
- 17.8%
- B/E move
- 2.4%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 21.57
- IV
- 16.5%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 21.46
- IV
- 15.2%
- B/E move
- 1.8%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 21.35
- IV
- 13.9%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 21.25
- IV
- 12.6%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations