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Schwab International Equity ETF SCHF

i

Market dataready · fetched 2026-11-06T14:34:20.016Z

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 · 2026-11-06T14:34:08.070257441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:34:18.531781+00:00

Share price$26.24
1D-1.9%
$26.20$26.35$26.50$26.64$26.795:30 AM6:30 AM9:00 AM1:00 PMSCHF
Sold putSold call

Schwab International Equity ETF options

Live interpolated SCHF call and put midpoint premiums by absolute delta.Schwab International Equity ETF$0.15$0.50$0.85$1.19$1.54$24.71$25.50$26.29$27.08$27.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SCHF spot · $26.24SCHF PRICE$0.34$0.36$0.38$0.50$0.61$0.73$0.84$0.96$1.08$1.20$1.32$1.43$0.19$0.23$0.27$0.33$0.46$0.58$0.71$0.84$0.97$1.12$1.28$1.44
Puts——
Calls——
Skew——
Implied moveBullish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ28.0345.3%8.1%25.3824.5%4.0%
30Δ27.5239.4%6.3%25.6023.2%3.3%
35Δ26.9932.5%4.3%25.8321.9%2.6%
40Δ26.7733.4%3.9%26.0421.1%2.0%
45Δ26.5534.3%3.5%26.2222.5%1.8%
50Δ26.3335.1%3.1%26.3923.9%1.6%
55Δ26.1136.0%2.7%26.5725.3%1.5%
60Δ25.8935.8%2.3%26.7426.7%1.3%
65Δ25.6734.5%2.0%26.9228.0%1.1%
70Δ25.4633.2%1.6%27.1228.2%0.9%
75Δ25.2432.0%1.2%27.3427.3%0.7%
80Δ25.0330.7%0.9%27.5526.4%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
28.03
IV
45.3%
B/E move
8.1%
Puts
Pseudo strike
25.38
IV
24.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
27.52
IV
39.4%
B/E move
6.3%
Puts
Pseudo strike
25.60
IV
23.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
26.99
IV
32.5%
B/E move
4.3%
Puts
Pseudo strike
25.83
IV
21.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
26.77
IV
33.4%
B/E move
3.9%
Puts
Pseudo strike
26.04
IV
21.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
26.55
IV
34.3%
B/E move
3.5%
Puts
Pseudo strike
26.22
IV
22.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
26.33
IV
35.1%
B/E move
3.1%
Puts
Pseudo strike
26.39
IV
23.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
26.11
IV
36.0%
B/E move
2.7%
Puts
Pseudo strike
26.57
IV
25.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
25.89
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
26.74
IV
26.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
25.67
IV
34.5%
B/E move
2.0%
Puts
Pseudo strike
26.92
IV
28.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
25.46
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
27.12
IV
28.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.24
IV
32.0%
B/E move
1.2%
Puts
Pseudo strike
27.34
IV
27.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
25.03
IV
30.7%
B/E move
0.9%
Puts
Pseudo strike
27.55
IV
26.4%
B/E move
0.5%

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%