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Schwab U.S. Large-Cap Value ETF SCHV

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Market datapartial · fetched 2026-10-23T19:37:57.906Z

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 · 2026-10-23T19:36:58.35757099Z

FundamentalsAlpha Vantage · unavailable

Share price$34.39
1D-0.0%
$34.21$34.28$34.34$34.40$34.465:30 AM6:30 AM9:00 AM1:00 PMSCHV
Sold putSold call

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$0.17$1.70$3.23$4.76$6.29$29.82$31.55$33.29$35.03$36.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHV spot · $34.38SCHV PRICE$0.53$0.53$0.45$0.35$0.34$0.36$0.38$0.40$0.42$0.44$0.46$0.57$2.15$0.55$0.59$0.64$0.95$1.26$1.56$1.87$2.18$2.49$2.80$3.11$4.22$5.85
PutsExpensive2.80×
CallsExpensive1.17×
SkewBearish+22.98 pp
Implied moveBearish±$2.25
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6553.6%16.8%30.7451.2%12.2%
25Δ37.4339.5%10.4%31.9042.0%8.9%
30Δ36.2528.1%6.7%33.0233.2%5.8%
35Δ35.2717.1%3.6%33.5134.2%5.3%
40Δ34.9113.3%2.5%33.9935.2%4.8%
45Δ34.7812.2%2.2%34.4736.2%4.3%
50Δ34.6411.2%1.9%34.9637.1%3.8%
55Δ34.5110.2%1.5%35.4438.1%3.3%
60Δ34.389.2%1.2%35.9239.1%2.8%
65Δ34.258.2%0.9%36.4140.1%2.3%
70Δ34.127.1%0.6%36.8941.1%1.7%
75Δ33.916.7%0.3%38.0848.2%1.5%
80Δ32.3116.6%0.2%39.8056.1%1.3%

20Δ

Calls
Pseudo strike
39.65
IV
53.6%
B/E move
16.8%
Puts
Pseudo strike
30.74
IV
51.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
37.43
IV
39.5%
B/E move
10.4%
Puts
Pseudo strike
31.90
IV
42.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
36.25
IV
28.1%
B/E move
6.7%
Puts
Pseudo strike
33.02
IV
33.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
35.27
IV
17.1%
B/E move
3.6%
Puts
Pseudo strike
33.51
IV
34.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
34.91
IV
13.3%
B/E move
2.5%
Puts
Pseudo strike
33.99
IV
35.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
34.78
IV
12.2%
B/E move
2.2%
Puts
Pseudo strike
34.47
IV
36.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
34.64
IV
11.2%
B/E move
1.9%
Puts
Pseudo strike
34.96
IV
37.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
34.51
IV
10.2%
B/E move
1.5%
Puts
Pseudo strike
35.44
IV
38.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
34.38
IV
9.2%
B/E move
1.2%
Puts
Pseudo strike
35.92
IV
39.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
34.25
IV
8.2%
B/E move
0.9%
Puts
Pseudo strike
36.41
IV
40.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.12
IV
7.1%
B/E move
0.6%
Puts
Pseudo strike
36.89
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
33.91
IV
6.7%
B/E move
0.3%
Puts
Pseudo strike
38.08
IV
48.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
32.31
IV
16.6%
B/E move
0.2%
Puts
Pseudo strike
39.80
IV
56.1%
B/E move
1.3%

Options history

No recorded observations