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Schwab US Aggregate Bond ETF SCHZ

i

Market dataready · fetched 2026-11-13T01:28:14.407Z

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: 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 · 2026-11-13T01:00:00.122895503Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:14.152310+00:00

Share price$22.25
1D-0.7%
AH$22.22$22.26$22.31$22.36$22.415:30 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$0.14$0.39$0.64$0.89$1.14$20.98$21.42$21.87$22.31$22.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHZ spot · $22.25SCHZ PRICE$0.37$0.47$0.57$0.67$0.77$0.87$0.97$1.07$0.17$0.22$0.26$0.31$0.35$0.40$0.44$0.49$0.54$0.58$0.63$0.67$0.72
PutsExpensive4.33×
Calls——
Skew——
Implied moveBullish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8791.4%22.4%20.5045.3%8.6%
25Δ26.2188.9%19.9%20.6943.4%8.0%
30Δ25.5486.5%17.4%20.8841.4%7.3%
35Δ24.8884.0%14.8%21.0739.5%6.7%
40Δ24.2181.6%12.3%21.2637.6%6.1%
45Δ23.5479.2%9.7%21.4435.6%5.4%
50Δ22.8876.7%7.2%21.6333.7%4.8%
55Δ22.2174.3%4.6%21.8231.8%4.1%
60Δ22.0129.9%3.5%
65Δ22.2027.9%2.8%
70Δ22.3926.0%2.2%
75Δ22.5824.1%1.6%
80Δ22.7722.1%0.9%

20Δ

Calls
Pseudo strike
26.87
IV
91.4%
B/E move
22.4%
Puts
Pseudo strike
20.50
IV
45.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
26.21
IV
88.9%
B/E move
19.9%
Puts
Pseudo strike
20.69
IV
43.4%
B/E move
8.0%

30Δ

Calls
Pseudo strike
25.54
IV
86.5%
B/E move
17.4%
Puts
Pseudo strike
20.88
IV
41.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
24.88
IV
84.0%
B/E move
14.8%
Puts
Pseudo strike
21.07
IV
39.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
24.21
IV
81.6%
B/E move
12.3%
Puts
Pseudo strike
21.26
IV
37.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
23.54
IV
79.2%
B/E move
9.7%
Puts
Pseudo strike
21.44
IV
35.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
22.88
IV
76.7%
B/E move
7.2%
Puts
Pseudo strike
21.63
IV
33.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
22.21
IV
74.3%
B/E move
4.6%
Puts
Pseudo strike
21.82
IV
31.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.01
IV
29.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.20
IV
27.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.39
IV
26.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.58
IV
24.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.77
IV
22.1%
B/E move
0.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations