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Schwab Crypto Thematic Natural Language Processing ETF STCE

i

Market dataready · fetched 2026-11-12T14:56:32.266Z

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 · 2026-11-12T14:55:05.956774798Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:31.701916+00:00

Share price$45.39
1D-0.1%
$45.34$45.50$45.66$45.81$45.975:30 AM6:30 AM9:00 AM1:00 PMSTCE
Sold putSold call

Schwab Crypto Thematic Natural Language Processing ETF options

Live interpolated STCE call and put midpoint premiums by absolute delta.Schwab Crypto Thematic Natural Language Processing ETF$0.48$4.05$7.62$11.19$14.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESTCE PRICE$0.87$0.98$1.09$1.32$1.58$1.83$2.09$2.35$2.86$3.41$3.95$4.50$5.04$13.73
Puts——
CallsExpensive1.27×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.07134.7%25.5%
25Δ52.76112.8%18.4%
30Δ49.4590.9%11.3%
35Δ48.3086.7%9.3%
40Δ47.5085.2%8.1%
45Δ46.7083.8%6.9%
50Δ45.8982.4%5.7%
55Δ45.0980.9%4.5%
60Δ44.2980.8%3.9%
65Δ43.4980.8%3.3%
70Δ42.7080.8%2.8%
75Δ41.9080.8%2.2%
80Δ41.1080.8%1.7%58.04168.1%2.4%

20Δ

Calls
Pseudo strike
56.07
IV
134.7%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.76
IV
112.8%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.45
IV
90.9%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
48.30
IV
86.7%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
47.50
IV
85.2%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
46.70
IV
83.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
45.89
IV
82.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.09
IV
80.9%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.29
IV
80.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.49
IV
80.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.70
IV
80.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.90
IV
80.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.10
IV
80.8%
B/E move
1.7%
Puts
Pseudo strike
58.04
IV
168.1%
B/E move
2.4%

Options history

IV · four-Friday blend61.92%
Daily EOD
STCE58.0%62.2%66.4%2026-10-19: 58.57%2026-10-20: 62.73%2026-10-21: 61.29%2026-10-22: 61.72%2026-10-23: 62.13%2026-10-26: 62.18%2026-10-27: 65.84%2026-10-28: 63.23%2026-10-29: 62.22%2026-10-30: 61.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.57%
62.73%
61.29%
61.72%
62.13%
62.18%
65.84%
63.23%
62.22%
61.92%