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Schwab International Dividend Equity ETF SCHY

i

Market dataready · fetched 2026-11-13T01:33:02.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T01:00:00.074717773Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:33:00.548939+00:00

Share price$33.34
1D-0.5%
AH$33.26$33.33$33.39$33.45$33.525:30 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$1.39$1.52$1.65$1.77$1.90$29.67$31.58$33.50$35.41$37.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SCHY spot · $33.34SCHY PRICE$1.41$1.47$1.57$1.73$1.67$1.86
Puts——
Calls——
Skew——
Implied moveBearish±$3.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ35.5052.5%10.7%
45Δ34.5545.6%8.0%33.2143.5%5.4%
50Δ33.7840.6%6.0%33.7541.2%4.4%
55Δ33.2538.4%4.9%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.50
IV
52.5%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
34.55
IV
45.6%
B/E move
8.0%
Puts
Pseudo strike
33.21
IV
43.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
33.78
IV
40.6%
B/E move
6.0%
Puts
Pseudo strike
33.75
IV
41.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
33.25
IV
38.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.31%
Daily EOD
SCHY17.6%20.1%22.7%2026-10-19: 18.40%2026-10-20: 20.85%2026-10-21: 17.94%2026-10-22: 21.04%2026-10-23: 22.27%2026-10-26: 21.90%2026-10-27: 19.99%2026-10-28: 21.11%2026-10-29: 21.78%2026-10-30: 22.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.40%
20.85%
17.94%
21.04%
22.27%
21.90%
19.99%
21.11%
21.78%
22.31%