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Schwab Short-Term U.S. Treasury ETF SCHO

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Market datapartial · fetched 2026-10-22T23:21:29.412Z

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 · 2026-10-22T23:16:25.397084033Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
1D+0.2%
AH$23.91$23.93$23.94$23.96$23.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHO
Sold putSold callAH

Schwab Short-Term U.S. Treasury ETF options

Live interpolated SCHO call and put midpoint premiums by absolute delta.Schwab Short-Term U.S. Treasury ETF$0.10$0.54$0.99$1.43$1.87$20.99$22.33$23.67$25.02$26.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHO spot · $23.95SCHO PRICE$0.65$0.27$0.65$0.58$0.47$0.37$0.26$0.15$0.27$0.47$0.66$0.86$1.06$0.65$0.65$0.65$0.66$0.70$0.73$0.80$0.91$1.02$1.13$1.24$1.48$1.74
PutsExpensive9.95×
CallsExpensive8.17×
SkewBearish+8.32 pp
Implied moveBearish±$1.06
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5097.9%34.2%20.4578.1%17.3%
25Δ25.6329.5%8.1%21.7559.8%11.9%
30Δ26.4355.2%13.0%22.5648.0%8.5%
35Δ25.7344.3%9.8%23.1339.8%6.2%
40Δ25.3234.8%7.7%23.4835.4%4.9%
45Δ24.9125.3%5.5%23.8230.9%3.6%
50Δ24.5115.8%3.4%24.1128.2%2.7%
55Δ24.106.3%1.3%24.3227.2%2.3%
60Δ23.865.8%0.7%24.5426.3%1.8%
65Δ23.678.4%0.7%24.7625.3%1.4%
70Δ23.4711.0%0.8%24.9824.4%0.9%
75Δ23.2813.6%0.8%25.2824.3%0.6%
80Δ23.0916.1%0.8%25.5924.5%0.4%

20Δ

Calls
Pseudo strike
31.50
IV
97.9%
B/E move
34.2%
Puts
Pseudo strike
20.45
IV
78.1%
B/E move
17.3%

25Δ

Calls
Pseudo strike
25.63
IV
29.5%
B/E move
8.1%
Puts
Pseudo strike
21.75
IV
59.8%
B/E move
11.9%

30Δ

Calls
Pseudo strike
26.43
IV
55.2%
B/E move
13.0%
Puts
Pseudo strike
22.56
IV
48.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
25.73
IV
44.3%
B/E move
9.8%
Puts
Pseudo strike
23.13
IV
39.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
25.32
IV
34.8%
B/E move
7.7%
Puts
Pseudo strike
23.48
IV
35.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
24.91
IV
25.3%
B/E move
5.5%
Puts
Pseudo strike
23.82
IV
30.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
24.51
IV
15.8%
B/E move
3.4%
Puts
Pseudo strike
24.11
IV
28.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
24.10
IV
6.3%
B/E move
1.3%
Puts
Pseudo strike
24.32
IV
27.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.86
IV
5.8%
B/E move
0.7%
Puts
Pseudo strike
24.54
IV
26.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.67
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
24.76
IV
25.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.47
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
24.98
IV
24.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.28
IV
13.6%
B/E move
0.8%
Puts
Pseudo strike
25.28
IV
24.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
23.09
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
25.59
IV
24.5%
B/E move
0.4%

Options history

No recorded observations