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Schwab 1-5 Year Corporate Bond ETF SCHJ

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Market datapartial · fetched 2026-10-23T17:39:37.347Z

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 · 2026-10-23T17:36:42.736154616Z

FundamentalsAlpha Vantage · unavailable

Share price$24.24
1D-0.0%
$24.21$24.22$24.23$24.24$24.255:30 AM6:30 AM9:00 AM1:00 PMSCHJ
Sold putSold call

Schwab 1-5 Year Corporate Bond ETF options

Live interpolated SCHJ call and put midpoint premiums by absolute delta.Schwab 1-5 Year Corporate Bond ETF$0.52$1.93$3.33$4.74$6.14$19.21$21.71$24.21$26.72$29.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHJ spot · $24.23SCHJ PRICE$0.68$0.68$0.68$0.68$1.13$1.70$2.27$2.50$2.50$2.50$2.50$2.50$0.68$0.68$0.68$0.68$0.68$1.28$2.36$2.53$2.58$2.75$3.14$4.50$5.74
PutsExpensive10.79×
CallsExpensive11.12×
SkewBearish+0.65 pp
Implied moveBearish±$4.06
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.6380.9%17.7%
25Δ28.5874.5%20.7%21.9961.6%12.1%
30Δ26.8057.4%13.4%22.8249.4%8.6%
35Δ25.8046.1%9.2%23.3541.2%6.4%
40Δ25.1437.6%6.5%23.8034.1%4.6%
45Δ24.7548.9%6.8%24.3346.8%4.9%
50Δ24.4465.1%7.9%24.9275.2%6.9%
55Δ24.1281.4%8.9%25.3571.8%5.9%
60Δ23.6380.5%7.8%25.7563.6%4.4%
65Δ23.0268.2%5.3%26.2158.2%3.2%
70Δ22.7660.2%4.2%26.7857.6%2.5%
75Δ22.5252.3%3.2%28.1969.2%2.2%
80Δ22.2744.4%2.2%29.5375.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.63
IV
80.9%
B/E move
17.7%

25Δ

Calls
Pseudo strike
28.58
IV
74.5%
B/E move
20.7%
Puts
Pseudo strike
21.99
IV
61.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
26.80
IV
57.4%
B/E move
13.4%
Puts
Pseudo strike
22.82
IV
49.4%
B/E move
8.6%

35Δ

Calls
Pseudo strike
25.80
IV
46.1%
B/E move
9.2%
Puts
Pseudo strike
23.35
IV
41.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
25.14
IV
37.6%
B/E move
6.5%
Puts
Pseudo strike
23.80
IV
34.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
24.75
IV
48.9%
B/E move
6.8%
Puts
Pseudo strike
24.33
IV
46.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
24.44
IV
65.1%
B/E move
7.9%
Puts
Pseudo strike
24.92
IV
75.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
24.12
IV
81.4%
B/E move
8.9%
Puts
Pseudo strike
25.35
IV
71.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
23.63
IV
80.5%
B/E move
7.8%
Puts
Pseudo strike
25.75
IV
63.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
23.02
IV
68.2%
B/E move
5.3%
Puts
Pseudo strike
26.21
IV
58.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
22.76
IV
60.2%
B/E move
4.2%
Puts
Pseudo strike
26.78
IV
57.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.52
IV
52.3%
B/E move
3.2%
Puts
Pseudo strike
28.19
IV
69.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
22.27
IV
44.4%
B/E move
2.2%
Puts
Pseudo strike
29.53
IV
75.3%
B/E move
1.8%

Options history

No recorded observations