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Schwab High Yield Bond ETF SCYB

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Market datapartial · fetched 2026-10-22T22:58:28.934Z

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 · 2026-10-22T22:30:00.002281159Z

FundamentalsAlpha Vantage · unavailable

Share price$25.15
1D+0.3%
AH$25.07$25.09$25.12$25.15$25.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCYB
Sold putSold callAH

Schwab High Yield Bond ETF options

Live interpolated SCYB call and put midpoint premiums by absolute delta.Schwab High Yield Bond ETF$0.06$0.96$1.87$2.77$3.68$23.21$24.16$25.10$26.05$26.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCYB spot · $25.15SCYB PRICE$0.33$0.26$0.27$0.29$0.30$0.32$0.33$0.34$0.36$0.37$0.33$0.36$0.28$0.16$0.29$0.42$0.55$0.68$0.81$0.95$1.19$1.82$3.42
PutsExpensive1.54×
CallsExpensive1.44×
SkewBearish+1.27 pp
Implied moveBearish±$0.88
TiltBearish56.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2343.7%13.5%23.1039.8%9.5%
25Δ26.8627.8%7.8%23.7733.3%6.9%
30Δ26.6325.5%7.0%24.4022.1%4.1%
35Δ26.4123.1%6.1%25.019.0%1.2%
40Δ26.1820.7%5.3%25.1510.7%1.1%
45Δ25.9518.4%4.5%25.3012.4%1.1%
50Δ25.7316.0%3.6%25.4514.1%1.0%
55Δ25.5013.7%2.8%25.5915.8%1.0%
60Δ25.2811.3%1.9%25.7417.4%0.9%
65Δ25.058.9%1.1%25.8819.1%0.8%
70Δ26.1421.9%0.8%
75Δ26.7728.5%0.8%
80Δ28.3444.3%0.9%

20Δ

Calls
Pseudo strike
28.23
IV
43.7%
B/E move
13.5%
Puts
Pseudo strike
23.10
IV
39.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
26.86
IV
27.8%
B/E move
7.8%
Puts
Pseudo strike
23.77
IV
33.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
26.63
IV
25.5%
B/E move
7.0%
Puts
Pseudo strike
24.40
IV
22.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
26.41
IV
23.1%
B/E move
6.1%
Puts
Pseudo strike
25.01
IV
9.0%
B/E move
1.2%

40Δ

Calls
Pseudo strike
26.18
IV
20.7%
B/E move
5.3%
Puts
Pseudo strike
25.15
IV
10.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
25.95
IV
18.4%
B/E move
4.5%
Puts
Pseudo strike
25.30
IV
12.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
25.73
IV
16.0%
B/E move
3.6%
Puts
Pseudo strike
25.45
IV
14.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
25.50
IV
13.7%
B/E move
2.8%
Puts
Pseudo strike
25.59
IV
15.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
25.28
IV
11.3%
B/E move
1.9%
Puts
Pseudo strike
25.74
IV
17.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
25.05
IV
8.9%
B/E move
1.1%
Puts
Pseudo strike
25.88
IV
19.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.14
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.77
IV
28.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.34
IV
44.3%
B/E move
0.9%

Options history

No recorded observations