IntraAlpha
Create free account Start free

Schwab Intermediately-Term U.S. Treasury ETF SCHR

i

Market dataready · fetched 2026-11-12T01:46:08.860Z

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 · 2026-11-12T01:00:00.112386056Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:46:08.432681+00:00

Share price$23.95
1D+0.0%
AH$23.91$23.93$23.94$23.96$23.975:30 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$0.00$1.26$2.53$3.79$5.06$22.92$23.64$24.37$25.09$25.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHR spot · $23.95SCHR PRICE$0.45$0.61$0.78$0.95$1.12$1.29$1.45$1.62$1.79$1.96$2.12$2.29$2.46$0.05$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.85$1.81$2.77$3.73$4.69
PutsExpensive3.94×
CallsExpensive10.31×
SkewBullish-22.36 pp
Implied moveBullish±$1.52
TiltBullish13.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3338.4%7.6%23.1919.4%3.4%
25Δ25.0439.1%7.1%23.3017.3%3.0%
30Δ24.7639.8%6.6%23.4115.2%2.5%
35Δ24.4840.5%6.2%23.5313.1%2.0%
40Δ24.1941.2%5.7%23.6411.0%1.6%
45Δ23.9141.9%5.2%23.758.8%1.1%
50Δ23.6242.6%4.7%23.866.7%0.7%
55Δ23.3443.3%4.2%23.984.6%0.2%
60Δ23.0544.0%3.7%24.7812.6%0.1%
65Δ22.7744.7%3.2%25.7423.0%0.1%
70Δ22.4845.4%2.7%26.7033.3%0.1%
75Δ22.2046.1%2.3%27.6643.7%0.1%
80Δ21.9246.8%1.8%28.6354.1%0.0%

20Δ

Calls
Pseudo strike
25.33
IV
38.4%
B/E move
7.6%
Puts
Pseudo strike
23.19
IV
19.4%
B/E move
3.4%

25Δ

Calls
Pseudo strike
25.04
IV
39.1%
B/E move
7.1%
Puts
Pseudo strike
23.30
IV
17.3%
B/E move
3.0%

30Δ

Calls
Pseudo strike
24.76
IV
39.8%
B/E move
6.6%
Puts
Pseudo strike
23.41
IV
15.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
24.48
IV
40.5%
B/E move
6.2%
Puts
Pseudo strike
23.53
IV
13.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
24.19
IV
41.2%
B/E move
5.7%
Puts
Pseudo strike
23.64
IV
11.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
23.91
IV
41.9%
B/E move
5.2%
Puts
Pseudo strike
23.75
IV
8.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
23.62
IV
42.6%
B/E move
4.7%
Puts
Pseudo strike
23.86
IV
6.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
23.34
IV
43.3%
B/E move
4.2%
Puts
Pseudo strike
23.98
IV
4.6%
B/E move
0.2%

60Δ

Calls
Pseudo strike
23.05
IV
44.0%
B/E move
3.7%
Puts
Pseudo strike
24.78
IV
12.6%
B/E move
0.1%

65Δ

Calls
Pseudo strike
22.77
IV
44.7%
B/E move
3.2%
Puts
Pseudo strike
25.74
IV
23.0%
B/E move
0.1%

70Δ

Calls
Pseudo strike
22.48
IV
45.4%
B/E move
2.7%
Puts
Pseudo strike
26.70
IV
33.3%
B/E move
0.1%

75Δ

Calls
Pseudo strike
22.20
IV
46.1%
B/E move
2.3%
Puts
Pseudo strike
27.66
IV
43.7%
B/E move
0.1%

80Δ

Calls
Pseudo strike
21.92
IV
46.8%
B/E move
1.8%
Puts
Pseudo strike
28.63
IV
54.1%
B/E move
0.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations