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Schwab 1000 Index ETF SCHK

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Market datapartial · fetched 2026-10-23T15:09:06.701Z

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 · 2026-10-23T15:08:27.745565342Z

FundamentalsAlpha Vantage · unavailable

Share price$36.62
1D+0.4%
$36.43$36.49$36.54$36.60$36.655:30 AM6:30 AM9:00 AM1:00 PMSCHK
Sold putSold call

Schwab 1000 Index ETF options

Live interpolated SCHK call and put midpoint premiums by absolute delta.Schwab 1000 Index ETF$0.55$1.41$2.27$3.13$3.98$31.70$33.81$35.92$38.02$40.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHK spot · $36.62SCHK PRICE$0.72$1.05$1.39$1.72$2.06$2.39$2.73$3.07$3.40$3.74$0.65$0.81$0.97$1.13$1.29$1.45$1.61$1.77$1.93$2.09$2.25$2.41$2.74
PutsExpensive2.69×
CallsExpensive1.90×
SkewBearish+13.82 pp
Implied moveBullish±$3.33
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8355.4%14.8%
25Δ32.4352.9%13.6%
30Δ33.0450.3%12.4%
35Δ37.6323.4%4.7%33.6447.8%11.2%
40Δ37.1524.1%4.3%34.2445.3%10.0%
45Δ36.6824.8%3.9%34.8542.7%8.8%
50Δ36.2025.5%3.6%35.4540.2%7.6%
55Δ35.7326.2%3.2%36.0537.7%6.4%
60Δ35.2626.8%2.8%36.6635.1%5.2%
65Δ34.7827.5%2.4%37.2632.6%4.0%
70Δ34.3128.2%2.1%37.8630.1%2.7%
75Δ33.8328.9%1.7%38.4727.5%1.5%
80Δ33.3629.5%1.3%39.1926.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.83
IV
55.4%
B/E move
14.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.43
IV
52.9%
B/E move
13.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.04
IV
50.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
37.63
IV
23.4%
B/E move
4.7%
Puts
Pseudo strike
33.64
IV
47.8%
B/E move
11.2%

40Δ

Calls
Pseudo strike
37.15
IV
24.1%
B/E move
4.3%
Puts
Pseudo strike
34.24
IV
45.3%
B/E move
10.0%

45Δ

Calls
Pseudo strike
36.68
IV
24.8%
B/E move
3.9%
Puts
Pseudo strike
34.85
IV
42.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
36.20
IV
25.5%
B/E move
3.6%
Puts
Pseudo strike
35.45
IV
40.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
35.73
IV
26.2%
B/E move
3.2%
Puts
Pseudo strike
36.05
IV
37.7%
B/E move
6.4%

60Δ

Calls
Pseudo strike
35.26
IV
26.8%
B/E move
2.8%
Puts
Pseudo strike
36.66
IV
35.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
34.78
IV
27.5%
B/E move
2.4%
Puts
Pseudo strike
37.26
IV
32.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
34.31
IV
28.2%
B/E move
2.1%
Puts
Pseudo strike
37.86
IV
30.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
33.83
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
38.47
IV
27.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
33.36
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
39.19
IV
26.5%
B/E move
0.5%

Options history

No recorded observations