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Invesco CurrencyShares Australian Dollar Trust FXA

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Market datapartial · fetched 2026-10-22T16:37:10.987Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:36:07.123671407Z

FundamentalsAlpha Vantage · unavailable

Share price$69.51
1D+0.0%
$69.40$69.43$69.47$69.51$69.545:30 AM6:30 AM9:00 AM1:00 PMFXA
Sold putSold call

Invesco CurrencyShares Australian Dollar Trust options

Live interpolated FXA call and put midpoint premiums by absolute delta.Invesco CurrencyShares Australian Dollar Trust$0.11$1.56$3.01$4.46$5.91$65.73$67.64$69.56$71.47$73.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXA spot · $69.51FXA PRICE$0.26$0.32$0.37$0.43$0.49$0.59$1.34$2.10$2.45$2.45$2.45$3.49$3.74$0.35$0.37$0.43$0.49$1.00$1.56$2.12$2.69$3.25$3.81$4.37$4.93$5.49
PutsExpensive2.33×
CallsExpensive2.07×
SkewBullish-0.47 pp
Implied moveBearish±$3.47
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8812.2%3.8%67.2315.8%3.8%
25Δ71.3311.1%3.1%68.1312.5%2.5%
30Δ70.8810.2%2.5%68.5411.5%2.0%
35Δ70.589.6%2.2%68.9610.5%1.5%
40Δ70.289.0%1.8%69.5911.6%1.3%
45Δ69.988.8%1.5%70.2412.9%1.2%
50Δ69.5815.9%2.0%70.9014.2%1.1%
55Δ69.1923.0%2.6%71.5515.5%0.9%
60Δ68.7924.6%2.5%72.2116.8%0.8%
65Δ68.4021.3%1.9%72.8618.1%0.7%
70Δ68.0018.1%1.4%73.5219.4%0.5%
75Δ66.9222.7%1.3%74.1720.7%0.4%
80Δ66.4820.9%1.0%74.8322.0%0.3%

20Δ

Calls
Pseudo strike
71.88
IV
12.2%
B/E move
3.8%
Puts
Pseudo strike
67.23
IV
15.8%
B/E move
3.8%

25Δ

Calls
Pseudo strike
71.33
IV
11.1%
B/E move
3.1%
Puts
Pseudo strike
68.13
IV
12.5%
B/E move
2.5%

30Δ

Calls
Pseudo strike
70.88
IV
10.2%
B/E move
2.5%
Puts
Pseudo strike
68.54
IV
11.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
70.58
IV
9.6%
B/E move
2.2%
Puts
Pseudo strike
68.96
IV
10.5%
B/E move
1.5%

40Δ

Calls
Pseudo strike
70.28
IV
9.0%
B/E move
1.8%
Puts
Pseudo strike
69.59
IV
11.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
69.98
IV
8.8%
B/E move
1.5%
Puts
Pseudo strike
70.24
IV
12.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
69.58
IV
15.9%
B/E move
2.0%
Puts
Pseudo strike
70.90
IV
14.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
69.19
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
71.55
IV
15.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
68.79
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
72.21
IV
16.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
68.40
IV
21.3%
B/E move
1.9%
Puts
Pseudo strike
72.86
IV
18.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
68.00
IV
18.1%
B/E move
1.4%
Puts
Pseudo strike
73.52
IV
19.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
66.92
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
74.17
IV
20.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
66.48
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
74.83
IV
22.0%
B/E move
0.3%

Options history

No recorded observations