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Invesco CurrencyShares Australian Dollar Trust FXA

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Market datapartial · fetched 2026-10-22T18:23:29.807Z

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$0.14$1.58$3.03$4.47$5.91$65.75$67.61$69.47$71.34$73.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXA spot · $69.51FXA PRICE$0.30$0.35$0.41$0.47$0.53$0.64$1.12$1.60$2.09$2.57$3.06$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
PutsExpensive2.39×
CallsExpensive1.96×
SkewBearish+0.36 pp
Implied moveBearish±$3.25
TiltBearish20.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.5614.7%4.8%67.2315.8%3.8%
25Δ72.0313.5%4.1%68.1312.5%2.5%
30Δ71.5112.3%3.5%68.5411.5%2.0%
35Δ70.9811.2%2.8%68.9610.5%1.5%
40Δ70.4610.0%2.1%69.5911.6%1.3%
45Δ69.949.3%1.5%70.2412.9%1.2%
50Δ69.4311.6%1.5%70.9014.2%1.1%
55Δ68.9314.0%1.5%71.5515.5%0.9%
60Δ68.4216.4%1.4%72.2116.8%0.8%
65Δ67.9218.8%1.4%72.8618.1%0.7%
70Δ67.4121.1%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
72.56
IV
14.7%
B/E move
4.8%
Puts
Pseudo strike
67.23
IV
15.8%
B/E move
3.8%

25Δ

Calls
Pseudo strike
72.03
IV
13.5%
B/E move
4.1%
Puts
Pseudo strike
68.13
IV
12.5%
B/E move
2.5%

30Δ

Calls
Pseudo strike
71.51
IV
12.3%
B/E move
3.5%
Puts
Pseudo strike
68.54
IV
11.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
70.98
IV
11.2%
B/E move
2.8%
Puts
Pseudo strike
68.96
IV
10.5%
B/E move
1.5%

40Δ

Calls
Pseudo strike
70.46
IV
10.0%
B/E move
2.1%
Puts
Pseudo strike
69.59
IV
11.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
69.94
IV
9.3%
B/E move
1.5%
Puts
Pseudo strike
70.24
IV
12.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
69.43
IV
11.6%
B/E move
1.5%
Puts
Pseudo strike
70.90
IV
14.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
68.93
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
71.55
IV
15.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
68.42
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
72.21
IV
16.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
67.92
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
72.86
IV
18.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
67.41
IV
21.1%
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