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Schwab 5-10 Year Corporate Bond ETF SCHI

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Market datapartial · fetched 2026-10-22T21:14:42.102Z

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 · 2026-10-22T20:10:00.003021323Z

FundamentalsAlpha Vantage · unavailable

Share price$21.77
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$0.44$0.49$0.54$0.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESCHI PRICE$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.44$0.48$0.52$0.57
PutsExpensive2.24×
CallsExpensive1.85×
SkewBullish-3.59 pp
Implied move——
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8363.6%20.5%19.3855.0%12.8%
25Δ24.1046.7%12.5%20.2642.2%8.8%
30Δ23.2136.5%8.5%20.8733.1%6.0%
35Δ22.7530.3%6.3%21.1829.4%4.7%
40Δ22.4125.2%4.8%21.4027.2%3.9%
45Δ22.0720.2%3.2%21.6225.0%3.1%
50Δ21.8522.7%2.3%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
25.83
IV
63.6%
B/E move
20.5%
Puts
Pseudo strike
19.38
IV
55.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
24.10
IV
46.7%
B/E move
12.5%
Puts
Pseudo strike
20.26
IV
42.2%
B/E move
8.8%

30Δ

Calls
Pseudo strike
23.21
IV
36.5%
B/E move
8.5%
Puts
Pseudo strike
20.87
IV
33.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
22.75
IV
30.3%
B/E move
6.3%
Puts
Pseudo strike
21.18
IV
29.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
22.41
IV
25.2%
B/E move
4.8%
Puts
Pseudo strike
21.40
IV
27.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
22.07
IV
20.2%
B/E move
3.2%
Puts
Pseudo strike
21.62
IV
25.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.85
IV
22.7%
B/E move
2.3%

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