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Schwab 1-5 Year Corporate Bond ETF SCHJ

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Market datapartial · fetched 2026-10-22T23:24:25.001Z

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 · 2026-10-22T22:30:00.003062994Z

FundamentalsAlpha Vantage · unavailable

Share price$24.26
1D+0.3%
AH$24.18$24.20$24.23$24.25$24.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHJ
Sold putSold callAH

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$0.43$0.79$1.15$1.51$1.87$21.11$22.68$24.25$25.82$27.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHJ spot · $24.26SCHJ PRICE$0.47$0.68$0.68$0.68$0.68$0.71$0.76$0.81$0.87$1.06$1.25$1.44$1.63$0.68$0.68$0.68$0.68$0.68$0.75$0.86$0.97$1.08$1.23$1.41$1.59$1.77
PutsExpensive6.70×
CallsExpensive6.86×
SkewNeutral+0.21 pp
Implied moveBearish±$1.62
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4861.3%19.3%20.6679.8%17.6%
25Δ28.6173.5%20.7%22.0160.8%12.0%
30Δ26.8757.0%13.6%22.8648.7%8.6%
35Δ26.0447.3%10.1%23.3840.6%6.4%
40Δ25.2237.6%6.7%23.8433.5%4.5%
45Δ24.8032.9%5.1%24.1630.4%3.5%
50Δ24.5230.0%4.2%24.4129.5%2.9%
55Δ24.2527.2%3.3%24.6528.6%2.4%
60Δ23.9824.5%2.4%24.9027.7%1.8%
65Δ23.7123.7%2.1%25.1527.0%1.4%
70Δ23.4422.9%1.8%25.4126.4%1.1%
75Δ23.1822.1%1.5%25.6625.8%0.8%
80Δ22.9121.4%1.1%25.9225.2%0.5%

20Δ

Calls
Pseudo strike
28.48
IV
61.3%
B/E move
19.3%
Puts
Pseudo strike
20.66
IV
79.8%
B/E move
17.6%

25Δ

Calls
Pseudo strike
28.61
IV
73.5%
B/E move
20.7%
Puts
Pseudo strike
22.01
IV
60.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
26.87
IV
57.0%
B/E move
13.6%
Puts
Pseudo strike
22.86
IV
48.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
26.04
IV
47.3%
B/E move
10.1%
Puts
Pseudo strike
23.38
IV
40.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
25.22
IV
37.6%
B/E move
6.7%
Puts
Pseudo strike
23.84
IV
33.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.80
IV
32.9%
B/E move
5.1%
Puts
Pseudo strike
24.16
IV
30.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
24.52
IV
30.0%
B/E move
4.2%
Puts
Pseudo strike
24.41
IV
29.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
24.25
IV
27.2%
B/E move
3.3%
Puts
Pseudo strike
24.65
IV
28.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
23.98
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
24.90
IV
27.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.71
IV
23.7%
B/E move
2.1%
Puts
Pseudo strike
25.15
IV
27.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.44
IV
22.9%
B/E move
1.8%
Puts
Pseudo strike
25.41
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.18
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
25.66
IV
25.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
22.91
IV
21.4%
B/E move
1.1%
Puts
Pseudo strike
25.92
IV
25.2%
B/E move
0.5%

Options history

No recorded observations