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Schwab U.S. Large-Cap Value ETF SCHV

i

Market dataready · fetched 2026-11-13T02:14:21.052Z

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 · 2026-11-13T01:00:00.148651934Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:20.547739+00:00

Share price$34.81
1D-0.6%
AH$34.78$34.86$34.94$35.03$35.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHV
Sold putSold callAH

Schwab U.S. Large-Cap Value ETF options

Live interpolated SCHV call and put midpoint premiums by absolute delta.Schwab U.S. Large-Cap Value ETF$0.44$0.76$1.08$1.40$1.72$33.45$34.08$34.71$35.34$35.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHV spot · $34.81SCHV PRICE$0.48$0.59$0.70$0.81$0.92$1.03$1.14$1.25$1.37$1.50$1.63$0.60$0.60$0.62$0.65$0.67$0.70$0.73$0.81$0.94$1.08$1.21$1.35
Puts——
Calls——
Skew——
Implied moveBullish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1799.0%12.2%
25Δ32.5175.7%8.3%
30Δ36.3545.0%5.8%33.2163.4%6.4%
35Δ36.0344.3%5.2%33.6156.7%5.3%
40Δ35.7143.7%4.6%34.0050.0%4.3%
45Δ35.4043.0%4.0%34.3943.3%3.2%
50Δ35.0842.3%3.4%34.7836.6%2.2%
55Δ34.7641.6%2.8%35.1032.7%1.5%
60Δ34.4541.0%2.2%35.3132.1%1.3%
65Δ34.1340.3%1.7%35.5331.6%1.0%
70Δ33.8838.5%1.3%35.7431.0%0.8%
75Δ33.6736.0%1.0%35.9630.5%0.6%
80Δ33.4633.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.17
IV
99.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.51
IV
75.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
36.35
IV
45.0%
B/E move
5.8%
Puts
Pseudo strike
33.21
IV
63.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
36.03
IV
44.3%
B/E move
5.2%
Puts
Pseudo strike
33.61
IV
56.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
35.71
IV
43.7%
B/E move
4.6%
Puts
Pseudo strike
34.00
IV
50.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
35.40
IV
43.0%
B/E move
4.0%
Puts
Pseudo strike
34.39
IV
43.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
35.08
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
34.78
IV
36.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.76
IV
41.6%
B/E move
2.8%
Puts
Pseudo strike
35.10
IV
32.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
34.45
IV
41.0%
B/E move
2.2%
Puts
Pseudo strike
35.31
IV
32.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.13
IV
40.3%
B/E move
1.7%
Puts
Pseudo strike
35.53
IV
31.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
33.88
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
35.74
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
33.67
IV
36.0%
B/E move
1.0%
Puts
Pseudo strike
35.96
IV
30.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.46
IV
33.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.08%
Daily EOD
SCHV16.0%17.8%19.6%2026-10-19: 18.11%2026-10-20: 16.87%2026-10-21: 16.25%2026-10-22: 16.41%2026-10-23: 17.94%2026-10-26: 18.44%2026-10-27: 19.13%2026-10-28: 19.35%2026-10-29: 18.63%2026-10-30: 19.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.11%
16.87%
16.25%
16.41%
17.94%
18.44%
19.13%
19.35%
18.63%
19.08%