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Schwab U.S. Large-Cap Value ETF SCHV

i

Market dataready · fetched 2026-10-23T03:51:38.133Z

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 · 2026-10-23T00:00:00.116338139Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:51:37.421516+00:00

Share price$34.57
1D+0.7%
AH$34.27$34.35$34.43$34.51$34.595:30 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$0.24$1.09$1.94$2.78$3.63$31.50$32.89$34.28$35.67$37.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHV spot · $34.57SCHV PRICE$0.53$0.53$0.54$0.48$0.33$0.42$0.51$0.61$0.71$0.80$0.90$1.21$1.60$0.53$0.57$0.61$0.65$0.67$0.67$0.66$0.66$0.65$1.45$2.26$3.39$1.71
PutsExpensive1.97×
CallsExpensive1.41×
SkewBearish+5.98 pp
Implied moveBearish±$1.18
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6652.0%16.2%31.3346.6%10.9%
25Δ37.5638.5%10.2%32.4437.9%7.8%
30Δ36.4830.8%7.1%33.1932.1%5.8%
35Δ35.7122.9%4.7%33.7227.8%4.3%
40Δ35.0312.3%2.3%34.1124.2%3.3%
45Δ34.8512.1%2.0%34.3321.2%2.6%
50Δ34.6912.3%1.8%34.5518.1%2.0%
55Δ34.5212.5%1.6%34.7815.1%1.3%
60Δ34.3612.8%1.4%35.0012.1%0.6%
65Δ34.2013.0%1.3%35.7420.2%0.8%
70Δ34.0413.2%1.1%36.4828.4%1.0%
75Δ33.6614.2%0.9%37.5538.4%1.2%
80Δ33.2115.4%0.7%36.2017.8%0.2%

20Δ

Calls
Pseudo strike
39.66
IV
52.0%
B/E move
16.2%
Puts
Pseudo strike
31.33
IV
46.6%
B/E move
10.9%

25Δ

Calls
Pseudo strike
37.56
IV
38.5%
B/E move
10.2%
Puts
Pseudo strike
32.44
IV
37.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
36.48
IV
30.8%
B/E move
7.1%
Puts
Pseudo strike
33.19
IV
32.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
35.71
IV
22.9%
B/E move
4.7%
Puts
Pseudo strike
33.72
IV
27.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
35.03
IV
12.3%
B/E move
2.3%
Puts
Pseudo strike
34.11
IV
24.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
34.85
IV
12.1%
B/E move
2.0%
Puts
Pseudo strike
34.33
IV
21.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
34.69
IV
12.3%
B/E move
1.8%
Puts
Pseudo strike
34.55
IV
18.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
34.52
IV
12.5%
B/E move
1.6%
Puts
Pseudo strike
34.78
IV
15.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
34.36
IV
12.8%
B/E move
1.4%
Puts
Pseudo strike
35.00
IV
12.1%
B/E move
0.6%

65Δ

Calls
Pseudo strike
34.20
IV
13.0%
B/E move
1.3%
Puts
Pseudo strike
35.74
IV
20.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
34.04
IV
13.2%
B/E move
1.1%
Puts
Pseudo strike
36.48
IV
28.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
33.66
IV
14.2%
B/E move
0.9%
Puts
Pseudo strike
37.55
IV
38.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
33.21
IV
15.4%
B/E move
0.7%
Puts
Pseudo strike
36.20
IV
17.8%
B/E move
0.2%

Options history

No recorded observations