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Schwab Intermediately-Term U.S. Treasury ETF SCHR

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Market datapartial · fetched 2026-10-22T22:01:39.298Z

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 · 2026-10-22T20:50:24.695722915Z

FundamentalsAlpha Vantage · unavailable

Share price$24.02
1D+0.3%
AH$23.92$23.96$24.00$24.04$24.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHR
Sold putSold callAH

Schwab Intermediately-Term U.S. Treasury ETF options

Live interpolated SCHR call and put midpoint premiums by absolute delta.Schwab Intermediately-Term U.S. Treasury ETF$0.17$0.49$0.81$1.13$1.45$22.17$23.28$24.39$25.50$26.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHR spot · $24.02SCHR PRICE$0.61$0.63$0.63$0.57$0.50$0.43$0.35$0.28$0.21$0.47$0.77$1.06$1.36$0.41$0.61$0.49$0.35$0.20$0.22$0.34$0.46$0.58$0.69$0.81$0.93$1.17
PutsExpensive1.97×
CallsExpensive2.68×
SkewBullish-10.94 pp
Implied moveBalanced±$0.69
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8990.8%31.2%22.3840.0%8.5%
25Δ28.8673.7%22.7%22.0354.5%10.8%
30Δ26.6654.5%13.6%22.5542.3%8.2%
35Δ25.7643.5%9.6%23.1627.5%5.0%
40Δ25.4136.0%7.9%23.7712.7%1.9%
45Δ25.0628.5%6.1%24.087.9%0.7%
50Δ24.7221.0%4.4%24.229.0%0.6%
55Δ24.3713.6%2.6%24.3510.2%0.5%
60Δ24.036.1%0.9%24.4911.3%0.5%
65Δ23.718.0%0.7%24.6212.5%0.4%
70Δ23.4010.6%0.6%24.7513.6%0.3%
75Δ23.0813.3%0.5%24.8914.8%0.2%
80Δ22.7716.0%0.4%25.1417.0%0.2%

20Δ

Calls
Pseudo strike
30.89
IV
90.8%
B/E move
31.2%
Puts
Pseudo strike
22.38
IV
40.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
28.86
IV
73.7%
B/E move
22.7%
Puts
Pseudo strike
22.03
IV
54.5%
B/E move
10.8%

30Δ

Calls
Pseudo strike
26.66
IV
54.5%
B/E move
13.6%
Puts
Pseudo strike
22.55
IV
42.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
25.76
IV
43.5%
B/E move
9.6%
Puts
Pseudo strike
23.16
IV
27.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
25.41
IV
36.0%
B/E move
7.9%
Puts
Pseudo strike
23.77
IV
12.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
25.06
IV
28.5%
B/E move
6.1%
Puts
Pseudo strike
24.08
IV
7.9%
B/E move
0.7%

50Δ

Calls
Pseudo strike
24.72
IV
21.0%
B/E move
4.4%
Puts
Pseudo strike
24.22
IV
9.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
24.37
IV
13.6%
B/E move
2.6%
Puts
Pseudo strike
24.35
IV
10.2%
B/E move
0.5%

60Δ

Calls
Pseudo strike
24.03
IV
6.1%
B/E move
0.9%
Puts
Pseudo strike
24.49
IV
11.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
23.71
IV
8.0%
B/E move
0.7%
Puts
Pseudo strike
24.62
IV
12.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
23.40
IV
10.6%
B/E move
0.6%
Puts
Pseudo strike
24.75
IV
13.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
23.08
IV
13.3%
B/E move
0.5%
Puts
Pseudo strike
24.89
IV
14.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
22.77
IV
16.0%
B/E move
0.4%
Puts
Pseudo strike
25.14
IV
17.0%
B/E move
0.2%

Options history

No recorded observations