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Schwab U.S. Large- Cap ETF SCHX

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Market datapartial · fetched 2026-10-22T21:14:21.697Z

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 · 2026-10-22T21:13:34.954078373Z

FundamentalsAlpha Vantage · unavailable

Share price$30.06
1D-0.3%
AH$29.93$30.00$30.06$30.13$30.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHX
Sold putSold callAH

Schwab U.S. Large- Cap ETF options

Live interpolated SCHX call and put midpoint premiums by absolute delta.Schwab U.S. Large- Cap ETF$0.21$0.67$1.12$1.57$2.02$28.25$29.18$30.12$31.06$31.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHX spot · $30.06SCHX PRICE$0.36$0.30$0.26$0.31$0.36$0.41$0.46$0.51$0.67$0.86$1.04$1.23$1.46$0.28$0.30$0.32$0.34$0.40$0.55$0.69$0.84$0.98$1.13$1.51$1.89
PutsExpensive1.16×
CallsExpensive1.50×
SkewBullish-1.44 pp
Implied moveBearish±$1.01
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6842.0%13.2%
25Δ32.1527.6%7.9%29.0221.3%4.4%
30Δ30.9516.6%3.8%29.2918.9%3.6%
35Δ30.7716.0%3.4%29.5616.6%2.7%
40Δ30.5915.3%3.0%29.8314.2%1.9%
45Δ30.4114.7%2.5%30.0713.1%1.3%
50Δ30.2314.0%2.1%30.2614.0%1.2%
55Δ30.0413.3%1.7%30.4415.0%1.0%
60Δ29.8314.1%1.4%30.6316.0%0.9%
65Δ29.6015.3%1.3%30.8116.9%0.8%
70Δ29.3716.5%1.2%31.0017.9%0.6%
75Δ29.1417.6%1.0%31.4319.9%0.5%
80Δ28.8618.5%0.9%31.8521.8%0.3%

20Δ

Calls
Pseudo strike
33.68
IV
42.0%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.15
IV
27.6%
B/E move
7.9%
Puts
Pseudo strike
29.02
IV
21.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
30.95
IV
16.6%
B/E move
3.8%
Puts
Pseudo strike
29.29
IV
18.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
30.77
IV
16.0%
B/E move
3.4%
Puts
Pseudo strike
29.56
IV
16.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
30.59
IV
15.3%
B/E move
3.0%
Puts
Pseudo strike
29.83
IV
14.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
30.41
IV
14.7%
B/E move
2.5%
Puts
Pseudo strike
30.07
IV
13.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
30.23
IV
14.0%
B/E move
2.1%
Puts
Pseudo strike
30.26
IV
14.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
30.04
IV
13.3%
B/E move
1.7%
Puts
Pseudo strike
30.44
IV
15.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
29.83
IV
14.1%
B/E move
1.4%
Puts
Pseudo strike
30.63
IV
16.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
29.60
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
30.81
IV
16.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
29.37
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
31.00
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
29.14
IV
17.6%
B/E move
1.0%
Puts
Pseudo strike
31.43
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
28.86
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
31.85
IV
21.8%
B/E move
0.3%

Options history

No recorded observations