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Schwab U.S. Large- Cap ETF SCHX

i

Market dataready · fetched 2026-11-11T16:00:44.550Z

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 · 2026-11-11T16:00:31.083194793Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:00:43.455199+00:00

Share price$29.88
1D+0.2%
$29.72$29.76$29.80$29.84$29.885:30 AM6:30 AM9:00 AM1:00 PMSCHX
Sold putSold call

Schwab U.S. Large- Cap ETF options

Live interpolated SCHX call and put midpoint premiums by absolute delta.Schwab U.S. Large- Cap ETF$0.20$0.47$0.74$1.02$1.29$28.46$29.14$29.82$30.50$31.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHX spot · $29.88SCHX PRICE$0.23$0.28$0.34$0.40$0.45$0.51$0.59$0.73$0.87$1.01$1.15$0.49$0.52$0.56$0.59$0.67$0.78$0.89$1.00$1.11$1.21
Puts——
Calls——
Skew——
Implied moveBalanced±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2448.3%12.0%
25Δ32.6745.4%10.3%
30Δ32.1042.5%8.6%
35Δ31.5339.6%6.9%29.1443.4%4.1%
40Δ30.9636.7%5.2%29.4039.2%3.4%
45Δ30.3933.8%3.4%29.6634.9%2.6%
50Δ29.9332.1%2.2%29.9130.6%1.8%
55Δ29.7232.8%1.9%30.1228.8%1.4%
60Δ29.5133.6%1.7%30.2928.3%1.2%
65Δ29.2934.3%1.4%30.4627.7%1.0%
70Δ29.0835.1%1.2%30.6427.2%0.8%
75Δ30.8126.7%0.6%
80Δ30.9826.1%0.4%

20Δ

Calls
Pseudo strike
33.24
IV
48.3%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.67
IV
45.4%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.10
IV
42.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.53
IV
39.6%
B/E move
6.9%
Puts
Pseudo strike
29.14
IV
43.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
30.96
IV
36.7%
B/E move
5.2%
Puts
Pseudo strike
29.40
IV
39.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
30.39
IV
33.8%
B/E move
3.4%
Puts
Pseudo strike
29.66
IV
34.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
29.93
IV
32.1%
B/E move
2.2%
Puts
Pseudo strike
29.91
IV
30.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
29.72
IV
32.8%
B/E move
1.9%
Puts
Pseudo strike
30.12
IV
28.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
29.51
IV
33.6%
B/E move
1.7%
Puts
Pseudo strike
30.29
IV
28.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
29.29
IV
34.3%
B/E move
1.4%
Puts
Pseudo strike
30.46
IV
27.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
29.08
IV
35.1%
B/E move
1.2%
Puts
Pseudo strike
30.64
IV
27.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.81
IV
26.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.98
IV
26.1%
B/E move
0.4%

Options history

IV · four-Friday blend17.13%
Daily EOD
SCHX15.4%16.9%18.4%2026-10-19: 17.13%2026-10-20: 16.66%2026-10-21: 15.93%2026-10-22: 15.57%2026-10-23: 16.63%2026-10-26: 16.59%2026-10-27: 17.70%2026-10-28: 18.19%2026-10-30: 17.13%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.13%
16.66%
15.93%
15.57%
16.63%
16.59%
17.70%
18.19%
17.13%