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Invesco CurrencyShares British Pound Sterling Trust FXB

i

Market datapartial · fetched 2026-11-13T02:26:14.857Z

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 · 2026-11-13T01:00:00.147830683Z

FundamentalsAlpha Vantage · unavailable

Share price$127.27
1D-0.1%
AH$127.11$127.18$127.25$127.32$127.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXB
Sold putSold callAH

Invesco CurrencyShares British Pound Sterling Trust options

Live interpolated FXB call and put midpoint premiums by absolute delta.Invesco CurrencyShares British Pound Sterling Trust$0.38$1.06$1.73$2.41$3.08$-0.13$0.19$0.50$0.81$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFXB PRICE$0.45$0.60$0.53$0.67$0.81$0.95$2.45$2.62$2.89$0.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.9822.2%3.3%122.9229.9%3.9%
25Δ130.2521.9%2.8%
30Δ
35Δ
40Δ127.839.5%0.9%
45Δ127.599.9%0.8%
50Δ127.3610.3%0.7%
55Δ127.1210.7%0.6%
60Δ
65Δ
70Δ125.6418.5%0.6%
75Δ125.2717.2%0.5%
80Δ124.8416.3%0.4%

20Δ

Calls
Pseudo strike
130.98
IV
22.2%
B/E move
3.3%
Puts
Pseudo strike
122.92
IV
29.9%
B/E move
3.9%

25Δ

Calls
Pseudo strike
130.25
IV
21.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
127.83
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
127.59
IV
9.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
127.36
IV
10.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
127.12
IV
10.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
125.64
IV
18.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
125.27
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
124.84
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend7.41%
Daily close
FXB4.7%10.5%16.4%2026-08-14: 7.05%2026-08-17: 6.86%2026-08-18: 6.83%2026-08-19: 7.97%2026-08-20: 8.81%2026-08-24: 5.48%2026-08-26: 6.21%2026-08-27: 5.55%2026-08-28: 6.02%2026-08-31: 6.43%2026-09-01: 6.29%2026-09-02: 6.93%2026-09-03: 6.41%2026-09-04: 5.93%2026-09-08: 6.99%2026-09-09: 6.17%2026-09-10: 6.03%2026-09-11: 6.10%2026-09-14: 9.54%2026-09-16: 12.45%2026-09-17: 15.57%2026-09-18: 7.20%2026-09-21: 7.13%2026-09-22: 6.98%2026-09-23: 7.70%2026-09-24: 7.45%2026-09-25: 7.80%2026-09-28: 7.95%2026-09-29: 8.35%2026-09-30: 7.41%2026-10-01: 7.75%2026-10-02: 7.60%2026-10-05: 8.48%2026-10-06: 8.16%2026-10-07: 7.70%2026-10-08: 8.28%2026-10-09: 8.24%2026-10-12: 8.33%2026-10-13: 8.17%2026-10-14: 8.92%2026-10-15: 8.98%2026-10-16: 7.51%2026-10-19: 7.90%2026-10-20: 7.61%2026-10-21: 7.44%2026-10-22: 7.53%2026-10-23: 7.29%2026-10-26: 7.60%2026-10-27: 7.61%2026-10-28: 8.27%2026-10-29: 7.75%2026-10-30: 7.41%Aug 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
7.05%
6.86%
6.83%
7.97%
8.81%
5.48%
6.21%
5.55%
6.02%
6.43%
6.29%
6.93%
6.41%
5.93%
6.99%
6.17%
6.03%
6.10%
9.54%
12.45%
15.57%
7.20%
7.13%
6.98%
7.70%
7.45%
7.80%
7.95%
8.35%
7.41%
7.75%
7.60%
8.48%
8.16%
7.70%
8.28%
8.24%
8.33%
8.17%
8.92%
8.98%
7.51%
7.90%
7.61%
7.44%
7.53%
7.29%
7.60%
7.61%
8.27%
7.75%
7.41%