Cash-Secured Put Entries on Mega Caps
Cash-Secured Put9 trades pass on SCHW
- Annualized return
- 10.3% to 37.9%
- Probability of profit
- 72.1% to 93.6%
Schwab Charles Corp · Financials
As of the close on . In the app, data is refreshed intraday.
SCHW closed at $98.30 on Sep 28, 2026 with 30-day implied volatility of 30.8%. That is in the upper half of its one-year range (IV rank 60), so premiums are somewhat richer than usual for SCHW. Measured by IV percentile, IV is higher than 72% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $8.86, or 9.0%.
The price is above its 200-day moving average (+0.0%) but below its 50-day (-7.8%), a pullback inside a longer uptrend. It is 13.5% below its 52-week high and 15.2% above its 52-week low. The 14-day RSI of 29.7 is under 30, a level often described as oversold. The 14-day average true range is $2.36, about 2.4% of the price, a measure of a typical day's range.
Option volume at the close (8.93K contracts) was 0.5x its average, much quieter than usual. A beta of 0.46 means SCHW has tended to move about 0.5 times as much as the broad market. 2 of our preset screens found trades on SCHW at the close, led by Cash-Secured Put Entries on Mega Caps with 9 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 2, 20264 days | 29.9% | ±$3.08 (3.1%) | $95.22 to $101.38 | $2.47 |
| Oct 30, 202632 days | 30.4% | ±$8.86 (9.0%) | $89.44 to $107.16 | $7.06 |
| Nov 20, 202653 days | 28.4% | ±$10.64 (10.8%) | $87.66 to $108.94 | $8.50 |
| Dec 18, 202681 days | 28.0% | ±$12.94 (13.2%) | $85.36 to $111.24 | $10.33 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for SCHW from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
9 trades pass on SCHW
4 trades pass on SCHW
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.