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Schwab U.S. Large- Cap ETF SCHX

i

Market dataready · fetched 2026-11-11T15:45:21.530Z

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 · 2026-11-11T15:45:03.947191733Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:21.013419+00:00

Share price$29.82
1D+0.1%
$29.72$29.75$29.78$29.81$29.845:30 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$0.22$0.46$0.71$0.95$1.19$27.91$28.73$29.54$30.36$31.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHX spot · $29.82SCHX PRICE$0.26$0.32$0.39$0.46$0.52$0.63$0.78$0.92$1.06$0.24$0.33$0.42$0.49$0.54$0.58$0.62$0.68$0.77$0.86$0.95$1.04$1.12
PutsExpensive1.56×
Calls——
Skew——
Implied moveBalanced±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3440.0%5.8%
25Δ30.5623.8%3.3%28.5941.8%5.2%
30Δ30.4325.9%3.1%28.8543.7%4.7%
35Δ30.3128.0%2.9%29.1143.2%4.0%
40Δ30.1830.2%2.7%29.3539.6%3.4%
45Δ30.0532.3%2.5%29.6036.1%2.7%
50Δ29.8733.8%2.3%29.8532.5%2.0%
55Δ29.6534.8%2.0%30.0629.8%1.5%
60Δ29.4335.8%1.8%30.2128.6%1.3%
65Δ29.2136.8%1.5%30.3627.3%1.1%
70Δ30.5226.1%0.8%
75Δ30.6724.9%0.6%
80Δ30.8223.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.34
IV
40.0%
B/E move
5.8%

25Δ

Calls
Pseudo strike
30.56
IV
23.8%
B/E move
3.3%
Puts
Pseudo strike
28.59
IV
41.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
30.43
IV
25.9%
B/E move
3.1%
Puts
Pseudo strike
28.85
IV
43.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
30.31
IV
28.0%
B/E move
2.9%
Puts
Pseudo strike
29.11
IV
43.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
30.18
IV
30.2%
B/E move
2.7%
Puts
Pseudo strike
29.35
IV
39.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
30.05
IV
32.3%
B/E move
2.5%
Puts
Pseudo strike
29.60
IV
36.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
29.87
IV
33.8%
B/E move
2.3%
Puts
Pseudo strike
29.85
IV
32.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
29.65
IV
34.8%
B/E move
2.0%
Puts
Pseudo strike
30.06
IV
29.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
29.43
IV
35.8%
B/E move
1.8%
Puts
Pseudo strike
30.21
IV
28.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
29.21
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
30.36
IV
27.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.52
IV
26.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.67
IV
24.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.82
IV
23.6%
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%