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Schwab International Dividend Equity ETF SCHY

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Market datapartial · fetched 2026-10-23T17:40:03.715Z

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 · 2026-10-23T17:39:38.66095203Z

FundamentalsAlpha Vantage · unavailable

Share price$32.96
1D+0.2%
$32.82$32.88$32.93$32.99$33.045:30 AM6:30 AM9:00 AM1:00 PMSCHY
Sold putSold call

Schwab International Dividend Equity ETF options

Live interpolated SCHY call and put midpoint premiums by absolute delta.Schwab International Dividend Equity ETF$0.36$0.66$0.96$1.27$1.57$29.49$31.21$32.93$34.65$36.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHY spot · $32.96SCHY PRICE$0.50$0.69$0.70$0.72$0.76$0.84$0.91$0.98$1.06$1.13$1.21$1.28$1.48$0.70$0.39$0.75$0.79$0.84$0.88$0.94$1.01$1.08$1.15$1.22
PutsExpensive1.40×
CallsExpensive1.18×
SkewBearish+0.78 pp
Implied moveBalanced±$1.85
TiltBullish11.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.4449.3%15.1%28.9962.9%14.2%
25Δ37.0254.2%14.4%31.3229.6%6.2%
30Δ35.5043.0%9.8%31.2441.5%7.5%
35Δ34.5835.7%7.1%31.7536.9%6.1%
40Δ33.9430.8%5.3%32.2632.4%4.7%
45Δ33.5728.5%4.4%32.7727.8%3.3%
50Δ33.2026.2%3.5%33.1224.8%2.4%
55Δ32.9024.2%2.8%33.3423.1%1.9%
60Δ32.6922.6%2.4%33.5621.4%1.5%
65Δ32.4821.0%2.0%33.7819.7%1.0%
70Δ32.2619.3%1.5%34.0018.0%0.6%
75Δ32.0517.7%1.1%
80Δ31.7717.0%0.9%

20Δ

Calls
Pseudo strike
37.44
IV
49.3%
B/E move
15.1%
Puts
Pseudo strike
28.99
IV
62.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
37.02
IV
54.2%
B/E move
14.4%
Puts
Pseudo strike
31.32
IV
29.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
35.50
IV
43.0%
B/E move
9.8%
Puts
Pseudo strike
31.24
IV
41.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
34.58
IV
35.7%
B/E move
7.1%
Puts
Pseudo strike
31.75
IV
36.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
33.94
IV
30.8%
B/E move
5.3%
Puts
Pseudo strike
32.26
IV
32.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
33.57
IV
28.5%
B/E move
4.4%
Puts
Pseudo strike
32.77
IV
27.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
33.20
IV
26.2%
B/E move
3.5%
Puts
Pseudo strike
33.12
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
32.90
IV
24.2%
B/E move
2.8%
Puts
Pseudo strike
33.34
IV
23.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
32.69
IV
22.6%
B/E move
2.4%
Puts
Pseudo strike
33.56
IV
21.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.48
IV
21.0%
B/E move
2.0%
Puts
Pseudo strike
33.78
IV
19.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.26
IV
19.3%
B/E move
1.5%
Puts
Pseudo strike
34.00
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.05
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.77
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations