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Schwab US Aggregate Bond ETF SCHZ

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Market datapartial · fetched 2026-10-23T19:40:38.635Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:40:03.454199909Z

FundamentalsAlpha Vantage · unavailable

Share price$22.43
1D-0.1%
$22.41$22.42$22.44$22.45$22.465:30 AM6:30 AM9:00 AM1:00 PMSCHZ
Sold putSold call

Schwab US Aggregate Bond ETF options

Live interpolated SCHZ call and put midpoint premiums by absolute delta.Schwab US Aggregate Bond ETF$0.36$1.06$1.77$2.47$3.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESCHZ PRICE$0.44$0.55$0.66$0.77$0.88$0.99$1.10$1.21$1.32$1.43$1.54$1.65$2.97
PutsExpensive3.44×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1447.9%25.5%
25Δ17.7645.5%23.3%
30Δ18.3743.1%21.0%
35Δ18.9840.7%18.8%
40Δ19.5938.3%16.6%
45Δ20.2035.9%14.3%
50Δ20.8233.5%12.1%
55Δ21.4331.1%9.9%
60Δ22.0428.7%7.6%
65Δ22.6526.3%5.4%
70Δ23.2623.9%3.2%
75Δ23.8821.5%0.9%
80Δ25.2830.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.14
IV
47.9%
B/E move
25.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.76
IV
45.5%
B/E move
23.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.37
IV
43.1%
B/E move
21.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.98
IV
40.7%
B/E move
18.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.59
IV
38.3%
B/E move
16.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.20
IV
35.9%
B/E move
14.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.82
IV
33.5%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.43
IV
31.1%
B/E move
9.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.04
IV
28.7%
B/E move
7.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.65
IV
26.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.26
IV
23.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.88
IV
21.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.28
IV
30.8%
B/E move
0.5%

Options history

No recorded observations