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Schwab Crypto Thematic Natural Language Processing ETF STCE

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Market datapartial · fetched 2026-10-23T02:57:25.567Z

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 · 2026-10-23T00:00:00.036783078Z

FundamentalsAlpha Vantage · unavailable

Share price$50.64
1D-2.4%
AH$49.86$50.48$51.09$51.70$52.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTCE
Sold putSold callAH

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$0.75$4.82$8.88$12.95$17.02$35.92$46.46$57.00$67.54$78.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STCE spot · $50.64STCE PRICE$1.19$1.40$1.64$1.88$2.08$2.62$3.07$3.50$4.00$4.60$5.53$6.51$7.46$2.37$3.19$4.02$4.85$5.74$6.82$8.01$9.42$12.09$15.85
PutsExpensive1.20×
CallsExpensive1.21×
SkewBearish+11.92 pp
Implied moveBearish±$7.92
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6683.6%28.1%
25Δ59.6273.1%20.5%
30Δ57.0766.8%15.9%
35Δ55.1461.5%12.6%48.2562.4%9.4%
40Δ53.4255.0%9.6%49.5165.5%8.5%
45Δ52.6259.6%9.1%50.7668.7%7.7%
50Δ51.5359.5%7.8%52.0271.8%6.9%
55Δ50.4458.5%6.5%53.3474.6%6.0%
60Δ49.4057.9%5.4%54.8875.9%5.1%
65Δ48.3358.0%4.5%56.5276.8%4.2%
70Δ47.0961.4%3.9%58.3577.5%3.4%
75Δ45.7562.9%3.2%61.3384.1%2.8%
80Δ44.4461.5%2.5%65.3892.1%2.2%

20Δ

Calls
Pseudo strike
63.66
IV
83.6%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.62
IV
73.1%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
57.07
IV
66.8%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
55.14
IV
61.5%
B/E move
12.6%
Puts
Pseudo strike
48.25
IV
62.4%
B/E move
9.4%

40Δ

Calls
Pseudo strike
53.42
IV
55.0%
B/E move
9.6%
Puts
Pseudo strike
49.51
IV
65.5%
B/E move
8.5%

45Δ

Calls
Pseudo strike
52.62
IV
59.6%
B/E move
9.1%
Puts
Pseudo strike
50.76
IV
68.7%
B/E move
7.7%

50Δ

Calls
Pseudo strike
51.53
IV
59.5%
B/E move
7.8%
Puts
Pseudo strike
52.02
IV
71.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
50.44
IV
58.5%
B/E move
6.5%
Puts
Pseudo strike
53.34
IV
74.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
49.40
IV
57.9%
B/E move
5.4%
Puts
Pseudo strike
54.88
IV
75.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
48.33
IV
58.0%
B/E move
4.5%
Puts
Pseudo strike
56.52
IV
76.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
47.09
IV
61.4%
B/E move
3.9%
Puts
Pseudo strike
58.35
IV
77.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
45.75
IV
62.9%
B/E move
3.2%
Puts
Pseudo strike
61.33
IV
84.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
44.44
IV
61.5%
B/E move
2.5%
Puts
Pseudo strike
65.38
IV
92.1%
B/E move
2.2%

Options history

No recorded observations