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Schwab U.S. Large-Cap Value ETF SCHV

i

Market dataready · fetched 2026-11-04T10:00:04.707Z

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 · 2026-11-04T01:00:00.149268441Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T10:00:03.610067+00:00

Share price$34.58
1D-0.9%
AH$34.51$34.61$34.72$34.82$34.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHV
Sold putSold callAH

Schwab U.S. Large-Cap Value ETF options

Live interpolated SCHV call and put midpoint premiums by absolute delta.Schwab U.S. Large-Cap Value ETF$0.15$0.56$0.97$1.38$1.80$33.02$33.78$34.54$35.30$36.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SCHV spot · $34.58SCHV PRICE$0.19$0.22$0.34$0.49$0.63$0.78$0.92$1.07$1.26$1.47$1.67$0.63$0.65$0.68$0.72$0.76$0.80$0.84$0.89$1.04$1.25$1.46$1.68
Puts——
Calls——
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8671.0%12.6%
25Δ32.1756.5%8.9%
30Δ35.3214.6%2.7%33.0646.3%6.4%
35Δ35.0513.0%2.0%33.6040.4%4.9%
40Δ34.8614.3%1.8%34.0735.1%3.7%
45Δ34.6916.2%1.7%34.3531.8%3.0%
50Δ34.5218.2%1.7%34.6328.6%2.3%
55Δ34.3520.2%1.6%34.9025.3%1.6%
60Δ34.1822.2%1.5%35.1824.7%1.3%
65Δ34.0124.1%1.4%35.4725.5%1.1%
70Δ33.7424.4%1.2%35.7526.2%0.8%
75Δ33.4624.5%1.0%36.0426.8%0.6%
80Δ33.1824.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.86
IV
71.0%
B/E move
12.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.17
IV
56.5%
B/E move
8.9%

30Δ

Calls
Pseudo strike
35.32
IV
14.6%
B/E move
2.7%
Puts
Pseudo strike
33.06
IV
46.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
35.05
IV
13.0%
B/E move
2.0%
Puts
Pseudo strike
33.60
IV
40.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
34.86
IV
14.3%
B/E move
1.8%
Puts
Pseudo strike
34.07
IV
35.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
34.69
IV
16.2%
B/E move
1.7%
Puts
Pseudo strike
34.35
IV
31.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
34.52
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
34.63
IV
28.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
34.35
IV
20.2%
B/E move
1.6%
Puts
Pseudo strike
34.90
IV
25.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.18
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
35.18
IV
24.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.01
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
35.47
IV
25.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.74
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
35.75
IV
26.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
33.46
IV
24.5%
B/E move
1.0%
Puts
Pseudo strike
36.04
IV
26.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.18
IV
24.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.08%
Daily EOD
SCHV16.0%17.8%19.6%2026-10-19: 18.11%2026-10-20: 16.87%2026-10-21: 16.25%2026-10-22: 16.41%2026-10-23: 17.94%2026-10-26: 18.44%2026-10-27: 19.13%2026-10-28: 19.35%2026-10-29: 18.63%2026-10-30: 19.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.11%
16.87%
16.25%
16.41%
17.94%
18.44%
19.13%
19.35%
18.63%
19.08%