IntraAlpha
Create free account Start free

Schwab International Dividend Equity ETF SCHY

i

Market datapartial · fetched 2026-10-22T21:54:39.535Z

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 · 2026-10-22T20:10:00.002738658Z

FundamentalsAlpha Vantage · unavailable

Share price$33.03
1D+0.9%
AH$32.73$32.81$32.89$32.97$33.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHY
Sold putSold callAH

Schwab International Dividend Equity ETF options

Live interpolated SCHY call and put midpoint premiums by absolute delta.Schwab International Dividend Equity ETF$0.26$0.70$1.13$1.57$2.01$29.60$31.19$32.78$34.38$35.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHY spot · $33.03SCHY PRICE$0.70$0.68$0.62$0.55$0.49$0.43$0.37$0.30$0.41$0.67$0.92$1.18$0.70$0.72$0.75$0.78$0.84$0.89$0.97$1.05$1.14$1.23$1.42$1.65$1.89
PutsExpensive1.40×
CallsCheap0.91×
SkewBearish+7.44 pp
Implied moveBearish±$1.40
TiltBearish31.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0462.1%14.2%
25Δ37.2154.4%14.8%30.4049.4%10.1%
30Δ35.8543.7%10.6%31.4040.1%7.2%
35Δ35.4037.7%9.1%32.0734.1%5.3%
40Δ34.9631.8%7.5%32.4930.6%4.2%
45Δ34.5225.8%6.0%32.9127.0%3.1%
50Δ34.0819.9%4.5%33.1925.0%2.4%
55Δ33.6413.9%3.0%33.4423.5%2.0%
60Δ33.207.9%1.4%33.6821.9%1.5%
65Δ32.866.4%0.7%33.9320.4%1.0%
70Δ32.618.7%0.7%34.2219.9%0.7%
75Δ32.3510.9%0.7%34.5219.9%0.5%
80Δ32.1013.2%0.7%34.8219.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.04
IV
62.1%
B/E move
14.2%

25Δ

Calls
Pseudo strike
37.21
IV
54.4%
B/E move
14.8%
Puts
Pseudo strike
30.40
IV
49.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
35.85
IV
43.7%
B/E move
10.6%
Puts
Pseudo strike
31.40
IV
40.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
35.40
IV
37.7%
B/E move
9.1%
Puts
Pseudo strike
32.07
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
34.96
IV
31.8%
B/E move
7.5%
Puts
Pseudo strike
32.49
IV
30.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
34.52
IV
25.8%
B/E move
6.0%
Puts
Pseudo strike
32.91
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
34.08
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
33.19
IV
25.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
33.64
IV
13.9%
B/E move
3.0%
Puts
Pseudo strike
33.44
IV
23.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
33.20
IV
7.9%
B/E move
1.4%
Puts
Pseudo strike
33.68
IV
21.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.86
IV
6.4%
B/E move
0.7%
Puts
Pseudo strike
33.93
IV
20.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.61
IV
8.7%
B/E move
0.7%
Puts
Pseudo strike
34.22
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
32.35
IV
10.9%
B/E move
0.7%
Puts
Pseudo strike
34.52
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.10
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
34.82
IV
19.9%
B/E move
0.3%

Options history

No recorded observations