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Schwab International Dividend Equity ETF SCHY

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Market datapartial · fetched 2026-10-22T23:38:04.386Z

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 · 2026-10-22T22:55:01.499183711Z

FundamentalsAlpha Vantage · unavailable

Share price$32.99
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$0.28$0.68$1.09$1.49$1.90$29.60$31.18$32.76$34.34$35.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHY spot · $32.99SCHY PRICE$0.70$0.67$0.60$0.53$0.46$0.39$0.32$0.36$0.60$0.84$1.08$1.34$0.70$0.72$0.74$0.78$0.83$0.88$0.95$1.04$1.12$1.20$1.34$1.56$1.78
PutsExpensive1.38×
CallsCheap0.90×
SkewBearish+7.32 pp
Implied moveBearish±$1.34
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0262.1%14.2%
25Δ37.1754.6%14.8%30.3549.5%10.2%
30Δ35.8143.6%10.6%31.3740.1%7.2%
35Δ35.3136.9%8.9%32.0534.0%5.2%
40Δ34.8130.2%7.1%32.4530.5%4.2%
45Δ34.3123.5%5.4%32.8627.0%3.1%
50Δ33.8116.8%3.7%33.1524.8%2.4%
55Δ33.3110.1%2.0%33.3923.2%1.9%
60Δ32.916.7%0.9%33.6321.7%1.5%
65Δ32.679.0%0.9%33.8620.1%1.0%
70Δ32.4411.2%0.9%34.1219.1%0.6%
75Δ32.2013.5%0.9%34.4018.8%0.5%
80Δ31.9315.5%0.8%34.6918.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.02
IV
62.1%
B/E move
14.2%

25Δ

Calls
Pseudo strike
37.17
IV
54.6%
B/E move
14.8%
Puts
Pseudo strike
30.35
IV
49.5%
B/E move
10.2%

30Δ

Calls
Pseudo strike
35.81
IV
43.6%
B/E move
10.6%
Puts
Pseudo strike
31.37
IV
40.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
35.31
IV
36.9%
B/E move
8.9%
Puts
Pseudo strike
32.05
IV
34.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
34.81
IV
30.2%
B/E move
7.1%
Puts
Pseudo strike
32.45
IV
30.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
34.31
IV
23.5%
B/E move
5.4%
Puts
Pseudo strike
32.86
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
33.81
IV
16.8%
B/E move
3.7%
Puts
Pseudo strike
33.15
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
33.31
IV
10.1%
B/E move
2.0%
Puts
Pseudo strike
33.39
IV
23.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
32.91
IV
6.7%
B/E move
0.9%
Puts
Pseudo strike
33.63
IV
21.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.67
IV
9.0%
B/E move
0.9%
Puts
Pseudo strike
33.86
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.44
IV
11.2%
B/E move
0.9%
Puts
Pseudo strike
34.12
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.20
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
34.40
IV
18.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
31.93
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
34.69
IV
18.6%
B/E move
0.3%

Options history

No recorded observations