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Schwab 1-5 Year Corporate Bond ETF SCHJ

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Market datapartial · fetched 2026-10-22T15:53:00.631Z

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 · 2026-10-22T15:51:36.001223785Z

FundamentalsAlpha Vantage · unavailable

Share price$24.22
1D+0.1%
$24.18$24.19$24.21$24.22$24.245:30 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$0.64$0.95$1.25$1.56$1.87$21.10$22.61$24.11$25.62$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHJ spot · $24.22SCHJ PRICE$0.68$0.68$0.68$0.68$0.71$0.75$0.79$0.84$0.91$0.98$1.05$1.12$0.68$0.68$0.68$0.68$0.68$0.75$0.90$1.05$1.19$1.34$1.48$1.63$1.78
PutsExpensive6.60×
CallsExpensive6.25×
SkewBearish+3.28 pp
Implied moveBearish±$1.65
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.6279.4%17.7%
25Δ28.5873.2%20.8%21.9860.5%12.1%
30Δ26.8556.8%13.6%22.8148.5%8.6%
35Δ26.0047.0%10.1%23.3540.4%6.4%
40Δ25.1637.2%6.6%23.7933.5%4.6%
45Δ24.7732.8%5.2%24.1329.9%3.5%
50Δ24.4929.7%4.2%24.3829.2%3.1%
55Δ24.2126.6%3.2%24.6328.5%2.6%
60Δ23.9723.8%2.4%24.8827.8%2.2%
65Δ23.8322.2%2.1%25.1327.1%1.8%
70Δ23.6920.5%1.8%25.3826.5%1.4%
75Δ23.5518.8%1.6%25.6325.8%0.9%
80Δ23.4117.1%1.3%25.8825.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.62
IV
79.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
28.58
IV
73.2%
B/E move
20.8%
Puts
Pseudo strike
21.98
IV
60.5%
B/E move
12.1%

30Δ

Calls
Pseudo strike
26.85
IV
56.8%
B/E move
13.6%
Puts
Pseudo strike
22.81
IV
48.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
26.00
IV
47.0%
B/E move
10.1%
Puts
Pseudo strike
23.35
IV
40.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
25.16
IV
37.2%
B/E move
6.6%
Puts
Pseudo strike
23.79
IV
33.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
24.77
IV
32.8%
B/E move
5.2%
Puts
Pseudo strike
24.13
IV
29.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
24.49
IV
29.7%
B/E move
4.2%
Puts
Pseudo strike
24.38
IV
29.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
24.21
IV
26.6%
B/E move
3.2%
Puts
Pseudo strike
24.63
IV
28.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
23.97
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
24.88
IV
27.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
23.83
IV
22.2%
B/E move
2.1%
Puts
Pseudo strike
25.13
IV
27.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
23.69
IV
20.5%
B/E move
1.8%
Puts
Pseudo strike
25.38
IV
26.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
23.55
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
25.63
IV
25.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
23.41
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
25.88
IV
25.1%
B/E move
0.5%

Options history

No recorded observations