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Invesco CurrencyShares Australian Dollar Trust FXA

i

Market dataready · fetched 2026-11-12T02:43:42.246Z

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 · 2026-11-12T01:00:00.139748616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:41.838467+00:00

Share price$67.81
1D-0.1%
AH$67.75$67.79$67.83$67.86$67.905:30 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$0.32$0.85$1.39$1.93$2.46$65.61$66.75$67.90$69.05$70.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXA spot · $67.81FXA PRICE$0.38$0.39$0.43$0.47$0.51$0.56$0.63$0.74$0.85$0.96$1.07$1.30$1.68$0.38$0.38$0.39$0.40$0.41$0.43$0.44$0.45$0.82$1.20$1.57$1.94$2.31
PutsExpensive1.33×
CallsExpensive1.89×
SkewBullish-1.80 pp
Implied moveBullish±$1.07
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9532.8%5.2%65.2131.5%4.4%
25Δ69.8725.8%3.6%66.1024.8%3.1%
30Δ69.4523.4%3.1%66.4222.2%2.6%
35Δ69.0321.0%2.5%66.7419.5%2.2%
40Δ68.6118.5%1.9%67.0516.9%1.7%
45Δ68.1916.1%1.4%67.3714.3%1.3%
50Δ67.8914.9%1.1%67.6911.6%0.8%
55Δ67.7014.7%0.9%68.009.0%0.4%
60Δ67.5014.5%0.8%68.4110.5%0.3%
65Δ67.3014.3%0.7%68.8112.0%0.3%
70Δ67.1014.1%0.5%69.2213.5%0.2%
75Δ66.8014.7%0.4%69.6215.0%0.2%
80Δ66.3916.3%0.4%70.0316.5%0.1%

20Δ

Calls
Pseudo strike
70.95
IV
32.8%
B/E move
5.2%
Puts
Pseudo strike
65.21
IV
31.5%
B/E move
4.4%

25Δ

Calls
Pseudo strike
69.87
IV
25.8%
B/E move
3.6%
Puts
Pseudo strike
66.10
IV
24.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
69.45
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
66.42
IV
22.2%
B/E move
2.6%

35Δ

Calls
Pseudo strike
69.03
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
66.74
IV
19.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
68.61
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
67.05
IV
16.9%
B/E move
1.7%

45Δ

Calls
Pseudo strike
68.19
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
67.37
IV
14.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
67.89
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
67.69
IV
11.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
67.70
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
68.00
IV
9.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
67.50
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
68.41
IV
10.5%
B/E move
0.3%

65Δ

Calls
Pseudo strike
67.30
IV
14.3%
B/E move
0.7%
Puts
Pseudo strike
68.81
IV
12.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
67.10
IV
14.1%
B/E move
0.5%
Puts
Pseudo strike
69.22
IV
13.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
66.80
IV
14.7%
B/E move
0.4%
Puts
Pseudo strike
69.62
IV
15.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
66.39
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
70.03
IV
16.5%
B/E move
0.1%

Options history

IV · four-Friday blend11.57%
Daily close
FXA5.9%22.3%38.8%2026-08-13: 10.28%2026-08-14: 8.64%2026-08-17: 11.89%2026-08-20: 36.54%2026-08-21: 8.24%2026-08-24: 8.35%2026-08-25: 8.68%2026-08-26: 10.97%2026-08-27: 8.14%2026-08-28: 9.26%2026-08-31: 9.40%2026-09-01: 10.93%2026-09-02: 13.20%2026-09-03: 9.66%2026-09-04: 10.85%2026-09-08: 14.12%2026-09-09: 9.15%2026-09-10: 13.15%2026-09-11: 13.64%2026-09-14: 10.87%2026-09-15: 12.81%2026-09-16: 16.85%2026-09-18: 10.12%2026-09-21: 8.66%2026-09-22: 13.30%2026-09-23: 8.47%2026-09-24: 8.91%2026-09-25: 8.30%2026-09-28: 9.30%2026-09-29: 9.17%2026-09-30: 12.07%2026-10-01: 11.07%2026-10-02: 10.47%2026-10-05: 13.11%2026-10-06: 9.26%2026-10-07: 15.64%2026-10-08: 9.44%2026-10-09: 10.08%2026-10-12: 9.56%2026-10-13: 14.35%2026-10-14: 11.87%2026-10-15: 21.77%2026-10-16: 11.42%2026-10-19: 8.50%2026-10-20: 8.23%2026-10-21: 10.12%2026-10-22: 13.24%2026-10-23: 11.31%2026-10-26: 12.88%2026-10-27: 15.31%2026-10-28: 12.91%2026-10-29: 8.47%2026-10-30: 11.57%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
10.28%
8.64%
11.89%
36.54%
8.24%
8.35%
8.68%
10.97%
8.14%
9.26%
9.40%
10.93%
13.20%
9.66%
10.85%
14.12%
9.15%
13.15%
13.64%
10.87%
12.81%
16.85%
10.12%
8.66%
13.30%
8.47%
8.91%
8.30%
9.30%
9.17%
12.07%
11.07%
10.47%
13.11%
9.26%
15.64%
9.44%
10.08%
9.56%
14.35%
11.87%
21.77%
11.42%
8.50%
8.23%
10.12%
13.24%
11.31%
12.88%
15.31%
12.91%
8.47%
11.57%