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Schwab Short-Term U.S. Treasury ETF SCHO

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Market datapartial · fetched 2026-10-23T03:51:18.480Z

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 · 2026-10-23T00:00:00.116211856Z

FundamentalsAlpha Vantage · unavailable

Share price$23.96
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$0.12$0.56$1.00$1.44$1.88$20.99$22.34$23.68$25.03$26.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHO spot · $23.96SCHO PRICE$0.65$0.28$0.65$0.58$0.48$0.38$0.27$0.17$0.24$0.44$0.64$0.84$1.04$0.65$0.65$0.65$0.66$0.70$0.73$0.81$0.91$1.02$1.13$1.24$1.50$1.76
PutsExpensive9.97×
CallsExpensive8.25×
SkewBearish+8.20 pp
Implied moveBearish±$1.08
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5098.3%34.2%20.4678.4%17.3%
25Δ25.7230.7%8.5%21.7560.0%11.9%
30Δ26.4355.4%13.0%22.5648.2%8.5%
35Δ25.7444.7%9.9%23.1440.0%6.2%
40Δ25.3535.5%7.8%23.4835.5%4.9%
45Δ24.9626.3%5.7%23.8331.1%3.6%
50Δ24.5617.1%3.7%24.1128.4%2.7%
55Δ24.177.8%1.6%24.3327.4%2.3%
60Δ23.895.2%0.7%24.5526.5%1.8%
65Δ23.707.9%0.7%24.7725.5%1.4%
70Δ23.5010.5%0.7%24.9924.6%0.9%
75Δ23.3013.1%0.8%25.3024.6%0.7%
80Δ23.1115.7%0.8%25.6224.8%0.4%

20Δ

Calls
Pseudo strike
31.50
IV
98.3%
B/E move
34.2%
Puts
Pseudo strike
20.46
IV
78.4%
B/E move
17.3%

25Δ

Calls
Pseudo strike
25.72
IV
30.7%
B/E move
8.5%
Puts
Pseudo strike
21.75
IV
60.0%
B/E move
11.9%

30Δ

Calls
Pseudo strike
26.43
IV
55.4%
B/E move
13.0%
Puts
Pseudo strike
22.56
IV
48.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
25.74
IV
44.7%
B/E move
9.9%
Puts
Pseudo strike
23.14
IV
40.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
25.35
IV
35.5%
B/E move
7.8%
Puts
Pseudo strike
23.48
IV
35.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
24.96
IV
26.3%
B/E move
5.7%
Puts
Pseudo strike
23.83
IV
31.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
24.56
IV
17.1%
B/E move
3.7%
Puts
Pseudo strike
24.11
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
24.17
IV
7.8%
B/E move
1.6%
Puts
Pseudo strike
24.33
IV
27.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.89
IV
5.2%
B/E move
0.7%
Puts
Pseudo strike
24.55
IV
26.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
23.70
IV
7.9%
B/E move
0.7%
Puts
Pseudo strike
24.77
IV
25.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.50
IV
10.5%
B/E move
0.7%
Puts
Pseudo strike
24.99
IV
24.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.30
IV
13.1%
B/E move
0.8%
Puts
Pseudo strike
25.30
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
23.11
IV
15.7%
B/E move
0.8%
Puts
Pseudo strike
25.62
IV
24.8%
B/E move
0.4%

Options history

No recorded observations