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Invesco CurrencyShares Australian Dollar Trust FXA

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Market datapartial · fetched 2026-10-22T23:50:54.128Z

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 · 2026-10-22T22:30:00.003998848Z

FundamentalsAlpha Vantage · unavailable

Share price$69.55
1D+0.1%
AH$69.40$69.44$69.48$69.52$69.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXA
Sold putSold callAH

Invesco CurrencyShares Australian Dollar Trust options

Live interpolated FXA call and put midpoint premiums by absolute delta.Invesco CurrencyShares Australian Dollar Trust$0.12$1.43$2.73$4.04$5.35$66.65$68.33$70.00$71.67$73.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXA spot · $69.55FXA PRICE$0.26$0.31$0.38$0.47$0.55$0.64$1.29$2.05$2.45$2.45$2.45$3.46$3.69$0.35$0.37$0.44$0.50$0.51$0.51$0.52$0.52$1.06$2.04$3.02$3.99$4.97
PutsExpensive1.79×
CallsExpensive2.08×
SkewBullish-4.54 pp
Implied moveBullish±$1.81
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.9012.2%3.7%67.2715.9%3.8%
25Δ71.3611.0%3.1%68.1512.6%2.5%
30Δ70.9010.3%2.5%68.5811.6%2.0%
35Δ70.6210.1%2.2%69.0010.6%1.5%
40Δ70.339.9%1.9%69.229.5%1.2%
45Δ70.049.7%1.6%69.458.3%0.9%
50Δ69.6415.6%2.0%69.677.1%0.6%
55Δ69.2222.4%2.5%69.905.9%0.3%
60Δ68.8224.6%2.5%70.547.1%0.1%
65Δ68.4421.5%1.9%71.5210.4%0.1%
70Δ68.0618.3%1.4%72.5013.6%0.1%
75Δ66.9822.5%1.3%73.4816.9%0.1%
80Δ66.5620.6%1.0%74.4620.2%0.1%

20Δ

Calls
Pseudo strike
71.90
IV
12.2%
B/E move
3.7%
Puts
Pseudo strike
67.27
IV
15.9%
B/E move
3.8%

25Δ

Calls
Pseudo strike
71.36
IV
11.0%
B/E move
3.1%
Puts
Pseudo strike
68.15
IV
12.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
70.90
IV
10.3%
B/E move
2.5%
Puts
Pseudo strike
68.58
IV
11.6%
B/E move
2.0%

35Δ

Calls
Pseudo strike
70.62
IV
10.1%
B/E move
2.2%
Puts
Pseudo strike
69.00
IV
10.6%
B/E move
1.5%

40Δ

Calls
Pseudo strike
70.33
IV
9.9%
B/E move
1.9%
Puts
Pseudo strike
69.22
IV
9.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
70.04
IV
9.7%
B/E move
1.6%
Puts
Pseudo strike
69.45
IV
8.3%
B/E move
0.9%

50Δ

Calls
Pseudo strike
69.64
IV
15.6%
B/E move
2.0%
Puts
Pseudo strike
69.67
IV
7.1%
B/E move
0.6%

55Δ

Calls
Pseudo strike
69.22
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
69.90
IV
5.9%
B/E move
0.3%

60Δ

Calls
Pseudo strike
68.82
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
70.54
IV
7.1%
B/E move
0.1%

65Δ

Calls
Pseudo strike
68.44
IV
21.5%
B/E move
1.9%
Puts
Pseudo strike
71.52
IV
10.4%
B/E move
0.1%

70Δ

Calls
Pseudo strike
68.06
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
72.50
IV
13.6%
B/E move
0.1%

75Δ

Calls
Pseudo strike
66.98
IV
22.5%
B/E move
1.3%
Puts
Pseudo strike
73.48
IV
16.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
66.56
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
74.46
IV
20.2%
B/E move
0.1%

Options history

No recorded observations