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Schwab Short-Term U.S. Treasury ETF SCHO

i

Market dataready · fetched 2026-11-12T02:59:02.609Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.142980968Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:02.237160+00:00

Share price$23.87
1D-0.0%
AH$23.86$23.87$23.88$23.89$23.905:30 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$0.30$0.53$0.76$0.99$1.22$21.61$22.32$23.02$23.73$24.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHO spot · $23.87SCHO PRICE$0.33$0.40$0.48$0.55$0.63$0.70$0.78$0.85$0.93$1.00$1.15$0.55$0.55$0.55$0.56$0.59$0.61$0.64$0.70$0.76$0.83$0.90$0.97$1.03
PutsExpensive5.98×
Calls——
Skew——
Implied moveBalanced±$1.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.73122.3%15.5%
25Δ21.9093.1%10.6%
30Δ24.4526.5%3.8%22.5875.2%7.7%
35Δ24.3027.1%3.5%23.1062.0%5.6%
40Δ24.1527.8%3.2%23.3755.4%4.6%
45Δ24.0028.5%2.8%23.6448.9%3.5%
50Δ23.8529.1%2.5%23.9242.4%2.5%
55Δ23.7029.8%2.2%24.0938.8%2.0%
60Δ23.5530.4%1.9%24.2336.6%1.7%
65Δ23.4031.1%1.6%24.3634.3%1.4%
70Δ23.2531.7%1.3%24.5032.1%1.1%
75Δ23.1032.4%1.0%24.6329.8%0.9%
80Δ22.8833.0%0.7%24.7627.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.73
IV
122.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.90
IV
93.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
24.45
IV
26.5%
B/E move
3.8%
Puts
Pseudo strike
22.58
IV
75.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
24.30
IV
27.1%
B/E move
3.5%
Puts
Pseudo strike
23.10
IV
62.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
24.15
IV
27.8%
B/E move
3.2%
Puts
Pseudo strike
23.37
IV
55.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
24.00
IV
28.5%
B/E move
2.8%
Puts
Pseudo strike
23.64
IV
48.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
23.85
IV
29.1%
B/E move
2.5%
Puts
Pseudo strike
23.92
IV
42.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.70
IV
29.8%
B/E move
2.2%
Puts
Pseudo strike
24.09
IV
38.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.55
IV
30.4%
B/E move
1.9%
Puts
Pseudo strike
24.23
IV
36.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.40
IV
31.1%
B/E move
1.6%
Puts
Pseudo strike
24.36
IV
34.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.25
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
24.50
IV
32.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.10
IV
32.4%
B/E move
1.0%
Puts
Pseudo strike
24.63
IV
29.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.88
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
24.76
IV
27.6%
B/E move
0.6%

Options history

IV · four-Friday blend19.06%
Daily EOD
SCHO16.8%19.6%22.5%2026-10-19: 20.11%2026-10-20: 20.04%2026-10-21: 20.11%2026-10-22: 22.13%2026-10-23: 17.42%2026-10-26: 18.96%2026-10-27: 17.15%2026-10-29: 19.06%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
20.11%
20.04%
20.11%
22.13%
17.42%
18.96%
17.15%
19.06%