IntraAlpha
Create free account Start free

Schwab US Aggregate Bond ETF SCHZ

i

Market datapartial · fetched 2026-10-22T23:24:19.636Z

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 · 2026-10-22T22:30:00.003920086Z

FundamentalsAlpha Vantage · unavailable

Share price$22.46
1D+0.4%
AH$22.34$22.38$22.43$22.47$22.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHZ
Sold putSold callAH

Schwab US Aggregate Bond ETF options

Live interpolated SCHZ call and put midpoint premiums by absolute delta.Schwab US Aggregate Bond ETF$0.04$0.69$1.34$1.99$2.64$20.43$21.34$22.25$23.16$24.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHZ spot · $22.46SCHZ PRICE$0.21$0.26$0.31$0.36$0.40$0.41$0.42$0.44$0.45$0.46$0.47$0.48$0.49$0.11$0.14$0.30$0.52$0.75$0.97$1.20$1.42$1.65$1.87$2.46$0.74$1.82
PutsExpensive2.16×
CallsExpensive1.43×
SkewBearish+6.67 pp
Implied moveBearish±$1.62
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5631.2%10.2%21.6316.1%4.2%
25Δ24.1529.2%8.7%21.9114.8%3.1%
30Δ23.7527.3%7.1%22.1616.6%2.7%
35Δ23.3525.3%5.5%22.4020.1%2.6%
40Δ22.9923.4%4.1%22.6523.6%2.5%
45Δ22.8721.6%3.7%22.8927.1%2.4%
50Δ22.7619.8%3.2%23.1330.5%2.3%
55Δ22.6518.0%2.8%23.3834.0%2.3%
60Δ22.5416.2%2.3%23.6237.5%2.2%
65Δ22.4314.4%1.9%23.8641.0%2.1%
70Δ22.3112.5%1.4%24.4648.2%2.0%
75Δ22.2010.7%1.0%23.1712.6%0.2%
80Δ22.098.9%0.5%24.2323.2%0.2%

20Δ

Calls
Pseudo strike
24.56
IV
31.2%
B/E move
10.2%
Puts
Pseudo strike
21.63
IV
16.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
24.15
IV
29.2%
B/E move
8.7%
Puts
Pseudo strike
21.91
IV
14.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
23.75
IV
27.3%
B/E move
7.1%
Puts
Pseudo strike
22.16
IV
16.6%
B/E move
2.7%

35Δ

Calls
Pseudo strike
23.35
IV
25.3%
B/E move
5.5%
Puts
Pseudo strike
22.40
IV
20.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
22.99
IV
23.4%
B/E move
4.1%
Puts
Pseudo strike
22.65
IV
23.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
22.87
IV
21.6%
B/E move
3.7%
Puts
Pseudo strike
22.89
IV
27.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
22.76
IV
19.8%
B/E move
3.2%
Puts
Pseudo strike
23.13
IV
30.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
22.65
IV
18.0%
B/E move
2.8%
Puts
Pseudo strike
23.38
IV
34.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
22.54
IV
16.2%
B/E move
2.3%
Puts
Pseudo strike
23.62
IV
37.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
22.43
IV
14.4%
B/E move
1.9%
Puts
Pseudo strike
23.86
IV
41.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
22.31
IV
12.5%
B/E move
1.4%
Puts
Pseudo strike
24.46
IV
48.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
22.20
IV
10.7%
B/E move
1.0%
Puts
Pseudo strike
23.17
IV
12.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
22.09
IV
8.9%
B/E move
0.5%
Puts
Pseudo strike
24.23
IV
23.2%
B/E move
0.2%

Options history

No recorded observations