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Schwab 1000 Index ETF SCHK

i

Market dataready · fetched 2026-10-22T21:54:35.699Z

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 · 2026-10-22T20:10:00.002375096Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:54:34.156942+00:00

Share price$36.69
1D-0.4%
AH$36.55$36.63$36.71$36.80$36.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHK
Sold putSold callAH

Schwab 1000 Index ETF options

Live interpolated SCHK call and put midpoint premiums by absolute delta.Schwab 1000 Index ETF$0.36$0.76$1.17$1.58$1.99$34.11$35.43$36.74$38.06$39.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHK spot · $36.69SCHK PRICE$0.40$0.41$0.45$0.50$0.55$0.60$0.71$0.85$0.98$1.12$1.32$1.60$1.87$0.45$0.49$0.52$0.55$0.61$0.66$0.71$0.78$0.89$1.01$1.13$1.25$1.57
PutsExpensive1.38×
CallsExpensive1.51×
SkewBullish-1.05 pp
Implied moveBalanced±$1.42
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.3936.5%11.2%33.9137.0%8.8%
25Δ38.9227.4%7.2%34.8530.7%6.4%
30Δ38.2824.1%5.6%35.4726.1%4.8%
35Δ37.8121.6%4.4%36.0222.0%3.3%
40Δ37.4719.8%3.6%36.2820.3%2.8%
45Δ37.1317.9%2.9%36.5418.6%2.2%
50Δ36.8617.3%2.4%36.8017.0%1.6%
55Δ36.6217.5%2.1%37.0415.6%1.2%
60Δ36.3817.6%1.8%37.2415.1%0.9%
65Δ36.1417.8%1.5%37.4314.7%0.7%
70Δ35.8518.2%1.3%37.6314.3%0.5%
75Δ35.5118.8%1.1%37.8313.9%0.3%
80Δ35.1619.5%0.9%38.2115.2%0.1%

20Δ

Calls
Pseudo strike
40.39
IV
36.5%
B/E move
11.2%
Puts
Pseudo strike
33.91
IV
37.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
38.92
IV
27.4%
B/E move
7.2%
Puts
Pseudo strike
34.85
IV
30.7%
B/E move
6.4%

30Δ

Calls
Pseudo strike
38.28
IV
24.1%
B/E move
5.6%
Puts
Pseudo strike
35.47
IV
26.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
37.81
IV
21.6%
B/E move
4.4%
Puts
Pseudo strike
36.02
IV
22.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
37.47
IV
19.8%
B/E move
3.6%
Puts
Pseudo strike
36.28
IV
20.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
37.13
IV
17.9%
B/E move
2.9%
Puts
Pseudo strike
36.54
IV
18.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
36.86
IV
17.3%
B/E move
2.4%
Puts
Pseudo strike
36.80
IV
17.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
36.62
IV
17.5%
B/E move
2.1%
Puts
Pseudo strike
37.04
IV
15.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
36.38
IV
17.6%
B/E move
1.8%
Puts
Pseudo strike
37.24
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
36.14
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
37.43
IV
14.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
35.85
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
37.63
IV
14.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
35.51
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
37.83
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
35.16
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
38.21
IV
15.2%
B/E move
0.1%

Options history

No recorded observations