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Schwab U.S. TIPS ETF SCHP

i

Market dataready · fetched 2026-10-23T13:33:54.205Z

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 · 2026-10-23T13:33:41.992444509Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:33:53.515101+00:00

Share price$25.66
1D+0.0%
$25.64$25.64$25.65$25.66$25.665:30 AM6:30 AM9:00 AM1:00 PMSCHP
Sold putSold call

Schwab U.S. TIPS ETF options

Live interpolated SCHP call and put midpoint premiums by absolute delta.Schwab U.S. TIPS ETF$0.02$0.27$0.53$0.79$1.04$24.50$25.07$25.63$26.20$26.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHP spot · $25.66SCHP PRICE$0.04$0.06$0.12$0.17$0.23$0.29$0.35$0.40$0.46$0.52$0.58$0.63$0.69$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.48$0.72$0.97
PutsCheap0.64×
CallsCheap0.58×
SkewBearish+1.17 pp
Implied moveBullish±$0.61
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.256.5%2.5%25.188.0%2.2%
25Δ25.995.0%1.5%25.278.0%2.0%
30Δ25.905.4%1.4%25.357.9%1.8%
35Δ25.825.8%1.3%25.447.9%1.6%
40Δ25.736.3%1.2%25.527.9%1.3%
45Δ25.656.7%1.1%25.617.8%1.1%
50Δ25.567.1%1.0%25.697.8%0.9%
55Δ25.487.5%0.9%25.787.8%0.7%
60Δ25.398.0%0.7%25.877.8%0.5%
65Δ25.318.4%0.6%25.957.7%0.3%
70Δ25.228.8%0.5%26.118.5%0.1%
75Δ25.149.2%0.4%26.3710.4%0.1%
80Δ25.059.7%0.3%26.6312.2%0.0%

20Δ

Calls
Pseudo strike
26.25
IV
6.5%
B/E move
2.5%
Puts
Pseudo strike
25.18
IV
8.0%
B/E move
2.2%

25Δ

Calls
Pseudo strike
25.99
IV
5.0%
B/E move
1.5%
Puts
Pseudo strike
25.27
IV
8.0%
B/E move
2.0%

30Δ

Calls
Pseudo strike
25.90
IV
5.4%
B/E move
1.4%
Puts
Pseudo strike
25.35
IV
7.9%
B/E move
1.8%

35Δ

Calls
Pseudo strike
25.82
IV
5.8%
B/E move
1.3%
Puts
Pseudo strike
25.44
IV
7.9%
B/E move
1.6%

40Δ

Calls
Pseudo strike
25.73
IV
6.3%
B/E move
1.2%
Puts
Pseudo strike
25.52
IV
7.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
25.65
IV
6.7%
B/E move
1.1%
Puts
Pseudo strike
25.61
IV
7.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
25.56
IV
7.1%
B/E move
1.0%
Puts
Pseudo strike
25.69
IV
7.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
25.48
IV
7.5%
B/E move
0.9%
Puts
Pseudo strike
25.78
IV
7.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
25.39
IV
8.0%
B/E move
0.7%
Puts
Pseudo strike
25.87
IV
7.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
25.31
IV
8.4%
B/E move
0.6%
Puts
Pseudo strike
25.95
IV
7.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
25.22
IV
8.8%
B/E move
0.5%
Puts
Pseudo strike
26.11
IV
8.5%
B/E move
0.1%

75Δ

Calls
Pseudo strike
25.14
IV
9.2%
B/E move
0.4%
Puts
Pseudo strike
26.37
IV
10.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
25.05
IV
9.7%
B/E move
0.3%
Puts
Pseudo strike
26.63
IV
12.2%
B/E move
0.0%

Options history

No recorded observations