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Schwab Intermediately-Term U.S. Treasury ETF SCHR

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Market datapartial · fetched 2026-10-22T23:27:42.629Z

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 · 2026-10-22T23:24:47.330194543Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
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$0.16$0.52$0.88$1.25$1.61$22.16$23.23$24.31$25.39$26.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHR spot · $23.95SCHR PRICE$0.62$0.63$0.63$0.55$0.45$0.35$0.25$0.32$0.56$0.79$1.03$1.27$1.50$0.39$0.59$0.53$0.42$0.31$0.20$0.21$0.32$0.43$0.54$0.65$0.76$0.87
PutsExpensive1.90×
CallsExpensive2.62×
SkewBullish-10.82 pp
Implied moveBullish±$0.46
TiltBullish17.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.9592.6%31.8%22.4038.2%8.1%
25Δ28.7773.9%22.8%22.0652.7%10.4%
30Δ26.5254.3%13.3%22.3945.5%8.7%
35Δ25.6442.1%9.3%22.8634.0%6.3%
40Δ25.1732.0%7.0%23.3222.6%3.9%
45Δ24.7022.0%4.6%23.7911.2%1.5%
50Δ24.2311.9%2.2%24.076.5%0.4%
55Δ23.878.0%1.0%24.197.2%0.3%
60Δ23.6210.0%0.9%24.328.0%0.3%
65Δ23.3711.9%0.9%24.458.8%0.2%
70Δ23.1113.9%0.8%24.579.6%0.1%
75Δ22.8615.9%0.7%24.7010.4%0.1%
80Δ22.6117.9%0.7%24.8211.2%0.0%

20Δ

Calls
Pseudo strike
30.95
IV
92.6%
B/E move
31.8%
Puts
Pseudo strike
22.40
IV
38.2%
B/E move
8.1%

25Δ

Calls
Pseudo strike
28.77
IV
73.9%
B/E move
22.8%
Puts
Pseudo strike
22.06
IV
52.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
26.52
IV
54.3%
B/E move
13.3%
Puts
Pseudo strike
22.39
IV
45.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
25.64
IV
42.1%
B/E move
9.3%
Puts
Pseudo strike
22.86
IV
34.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
25.17
IV
32.0%
B/E move
7.0%
Puts
Pseudo strike
23.32
IV
22.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
24.70
IV
22.0%
B/E move
4.6%
Puts
Pseudo strike
23.79
IV
11.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
24.23
IV
11.9%
B/E move
2.2%
Puts
Pseudo strike
24.07
IV
6.5%
B/E move
0.4%

55Δ

Calls
Pseudo strike
23.87
IV
8.0%
B/E move
1.0%
Puts
Pseudo strike
24.19
IV
7.2%
B/E move
0.3%

60Δ

Calls
Pseudo strike
23.62
IV
10.0%
B/E move
0.9%
Puts
Pseudo strike
24.32
IV
8.0%
B/E move
0.3%

65Δ

Calls
Pseudo strike
23.37
IV
11.9%
B/E move
0.9%
Puts
Pseudo strike
24.45
IV
8.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
23.11
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
24.57
IV
9.6%
B/E move
0.1%

75Δ

Calls
Pseudo strike
22.86
IV
15.9%
B/E move
0.7%
Puts
Pseudo strike
24.70
IV
10.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
22.61
IV
17.9%
B/E move
0.7%
Puts
Pseudo strike
24.82
IV
11.2%
B/E move
0.0%

Options history

No recorded observations