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Schwab International Equity ETF SCHF

i

Market dataready · fetched 2026-11-03T22:33:21.340Z

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 · 2026-11-03T21:57:13.535090931Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:33:19.095159+00:00

Share price$27.05
1D+0.1%
AH$26.90$26.95$27.01$27.07$27.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHF
Sold putSold callAH

Schwab International Equity ETF options

Live interpolated SCHF call and put midpoint premiums by absolute delta.Schwab International Equity ETF$0.16$0.51$0.85$1.20$1.54$24.62$25.54$26.47$27.39$28.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHF spot · $27.05SCHF PRICE$0.20$0.28$0.37$0.45$0.53$0.62$0.70$0.80$0.90$1.00$1.09$1.19$0.55$0.57$0.40$0.50$0.60$0.70$0.77$0.84$0.91$0.98$1.04$1.14$1.44
PutsExpensive2.18×
Calls——
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.8578.2%13.9%
25Δ27.8218.6%3.6%25.0061.8%9.7%
30Δ27.6820.0%3.4%26.1434.2%4.9%
35Δ27.5421.5%3.2%26.4034.0%4.2%
40Δ27.3922.9%2.9%26.6633.7%3.6%
45Δ27.2524.4%2.7%26.9233.5%3.0%
50Δ27.1025.8%2.5%27.1332.1%2.6%
55Δ26.9526.6%2.2%27.3130.1%2.1%
60Δ26.7725.7%1.9%27.4928.1%1.7%
65Δ26.5924.8%1.6%27.6726.1%1.3%
70Δ26.4223.9%1.3%27.8524.2%0.9%
75Δ26.2423.0%1.0%28.0522.6%0.5%
80Δ26.0622.1%0.8%28.3923.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.85
IV
78.2%
B/E move
13.9%

25Δ

Calls
Pseudo strike
27.82
IV
18.6%
B/E move
3.6%
Puts
Pseudo strike
25.00
IV
61.8%
B/E move
9.7%

30Δ

Calls
Pseudo strike
27.68
IV
20.0%
B/E move
3.4%
Puts
Pseudo strike
26.14
IV
34.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
27.54
IV
21.5%
B/E move
3.2%
Puts
Pseudo strike
26.40
IV
34.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
27.39
IV
22.9%
B/E move
2.9%
Puts
Pseudo strike
26.66
IV
33.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
27.25
IV
24.4%
B/E move
2.7%
Puts
Pseudo strike
26.92
IV
33.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
27.10
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
27.13
IV
32.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.95
IV
26.6%
B/E move
2.2%
Puts
Pseudo strike
27.31
IV
30.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
26.77
IV
25.7%
B/E move
1.9%
Puts
Pseudo strike
27.49
IV
28.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
26.59
IV
24.8%
B/E move
1.6%
Puts
Pseudo strike
27.67
IV
26.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.42
IV
23.9%
B/E move
1.3%
Puts
Pseudo strike
27.85
IV
24.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.24
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
28.05
IV
22.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
26.06
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
28.39
IV
23.5%
B/E move
0.4%

Options history

IV · four-Friday blend137.27%
Daily EOD
SCHF19.4%82.7%146.0%2026-10-19: 35.53%2026-10-20: 46.97%2026-10-21: 62.24%2026-10-22: 28.11%2026-10-26: 127.37%2026-10-27: 44.78%2026-10-28: 78.48%2026-10-29: 32.08%2026-10-30: 137.27%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.53%
46.97%
62.24%
28.11%
127.37%
44.78%
78.48%
32.08%
137.27%