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Schwab US Dividend Equity ETF SCHD

i

Market dataready · fetched 2026-11-07T06:48:48.572Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.116046667Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:48:46.049955+00:00

Share price$35.17
1D+0.8%
AH$34.87$35.01$35.14$35.27$35.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHD
Sold putSold callAH

Schwab US Dividend Equity ETF options

Live interpolated SCHD call and put midpoint premiums by absolute delta.Schwab US Dividend Equity ETF$0.14$0.42$0.69$0.97$1.24$34.07$34.71$35.35$35.98$36.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHD spot · $35.17SCHD PRICE$0.19$0.25$0.31$0.37$0.43$0.51$0.67$0.82$0.99$1.17$0.17$0.18$0.19$0.21$0.26$0.31$0.36$0.42$0.47$0.57
Puts——
Calls——
Skew——
Implied moveBullish±$0.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.4723.6%2.5%
30Δ34.6621.1%2.0%
35Δ35.5318.3%1.6%34.8518.2%1.5%
40Δ35.4118.7%1.4%35.0216.0%1.0%
45Δ35.3019.3%1.3%35.1116.0%0.9%
50Δ35.1919.8%1.1%35.2116.1%0.8%
55Δ35.0820.3%1.0%35.3016.2%0.7%
60Δ34.9521.2%0.8%35.3916.3%0.5%
65Δ34.7723.5%0.8%35.4916.4%0.4%
70Δ34.5925.7%0.7%35.6216.7%0.3%
75Δ34.3927.0%0.6%
80Δ34.1727.4%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.47
IV
23.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.66
IV
21.1%
B/E move
2.0%

35Δ

Calls
Pseudo strike
35.53
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
34.85
IV
18.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
35.41
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
35.02
IV
16.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
35.30
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
35.11
IV
16.0%
B/E move
0.9%

50Δ

Calls
Pseudo strike
35.19
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
35.21
IV
16.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
35.08
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
35.30
IV
16.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
34.95
IV
21.2%
B/E move
0.8%
Puts
Pseudo strike
35.39
IV
16.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
34.77
IV
23.5%
B/E move
0.8%
Puts
Pseudo strike
35.49
IV
16.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
34.59
IV
25.7%
B/E move
0.7%
Puts
Pseudo strike
35.62
IV
16.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
34.39
IV
27.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.17
IV
27.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.49%
Daily close
SCHD6.4%32.1%57.8%2026-08-12: 34.84%2026-08-13: 27.91%2026-08-14: 13.06%2026-08-18: 19.45%2026-08-19: 20.12%2026-08-21: 19.28%2026-08-25: 20.65%2026-08-26: 21.02%2026-08-28: 9.99%2026-08-31: 12.38%2026-09-01: 30.15%2026-09-02: 19.07%2026-09-03: 20.35%2026-09-04: 10.89%2026-09-09: 23.36%2026-09-10: 19.11%2026-09-11: 12.71%2026-09-14: 12.91%2026-09-15: 17.05%2026-09-25: 24.93%2026-09-28: 13.66%2026-09-29: 12.93%2026-09-30: 23.70%2026-10-02: 19.38%2026-10-05: 30.65%2026-10-06: 17.63%2026-10-09: 14.15%2026-10-12: 20.16%2026-10-13: 17.99%2026-10-16: 12.63%2026-10-21: 34.80%2026-10-23: 13.44%2026-10-26: 12.26%2026-10-28: 27.36%2026-10-29: 54.29%2026-10-30: 13.49%Aug 12Sep 14Oct 30
36 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
34.84%
27.91%
13.06%
19.45%
20.12%
19.28%
20.65%
21.02%
9.99%
12.38%
30.15%
19.07%
20.35%
10.89%
23.36%
19.11%
12.71%
12.91%
17.05%
24.93%
13.66%
12.93%
23.70%
19.38%
30.65%
17.63%
14.15%
20.16%
17.99%
12.63%
34.80%
13.44%
12.26%
27.36%
54.29%
13.49%