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Schwab Short-Term U.S. Treasury ETF SCHO

i

Market dataready · fetched 2026-11-04T07:36:13.059Z

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 · 2026-11-04T01:00:00.153237954Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:36:10.928474+00:00

Share price$23.93
1D-0.1%
AH$23.91$23.92$23.93$23.94$23.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHO
Sold putSold callAH

Schwab Short-Term U.S. Treasury ETF options

Live interpolated SCHO call and put midpoint premiums by absolute delta.Schwab Short-Term U.S. Treasury ETF$0.26$0.46$0.65$0.84$1.03$22.19$22.72$23.25$23.78$24.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCHO spot · $23.93SCHO PRICE$0.50$0.41$0.47$0.53$0.59$0.64$0.70$0.76$0.81$0.87$0.93$0.28$0.38$0.47$0.51$0.52$0.54$0.56$0.63$0.70$0.77$0.84$0.91$0.98
PutsExpensive7.87×
Calls——
Skew——
Implied moveBullish±$1.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5237.4%7.1%
25Δ26.8871.0%14.4%22.7340.9%6.6%
30Δ22.9344.4%6.1%
35Δ24.8836.3%5.7%23.1941.9%5.2%
40Δ24.7034.5%5.2%23.4736.6%4.1%
45Δ24.5332.6%4.7%23.7531.3%3.0%
50Δ24.3530.8%4.2%24.0126.4%2.0%
55Δ24.1828.9%3.7%24.1525.1%1.7%
60Δ24.0027.1%3.2%24.2823.9%1.4%
65Δ23.8325.2%2.7%24.4122.6%1.2%
70Δ23.6523.4%2.2%24.5521.4%0.9%
75Δ23.4721.5%1.7%24.6820.1%0.7%
80Δ23.3019.7%1.2%24.8118.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.52
IV
37.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
26.88
IV
71.0%
B/E move
14.4%
Puts
Pseudo strike
22.73
IV
40.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.93
IV
44.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
24.88
IV
36.3%
B/E move
5.7%
Puts
Pseudo strike
23.19
IV
41.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
24.70
IV
34.5%
B/E move
5.2%
Puts
Pseudo strike
23.47
IV
36.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
24.53
IV
32.6%
B/E move
4.7%
Puts
Pseudo strike
23.75
IV
31.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
24.35
IV
30.8%
B/E move
4.2%
Puts
Pseudo strike
24.01
IV
26.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
24.18
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
24.15
IV
25.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
24.00
IV
27.1%
B/E move
3.2%
Puts
Pseudo strike
24.28
IV
23.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
23.83
IV
25.2%
B/E move
2.7%
Puts
Pseudo strike
24.41
IV
22.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
23.65
IV
23.4%
B/E move
2.2%
Puts
Pseudo strike
24.55
IV
21.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.47
IV
21.5%
B/E move
1.7%
Puts
Pseudo strike
24.68
IV
20.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
23.30
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
24.81
IV
18.9%
B/E move
0.4%

Options history

IV · four-Friday blend19.06%
Daily EOD
SCHO16.8%19.6%22.5%2026-10-19: 20.11%2026-10-20: 20.04%2026-10-21: 20.11%2026-10-22: 22.13%2026-10-23: 17.42%2026-10-26: 18.96%2026-10-27: 17.15%2026-10-29: 19.06%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
20.11%
20.04%
20.11%
22.13%
17.42%
18.96%
17.15%
19.06%