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Invesco CurrencyShares British Pound Sterling Trust FXB

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Market dataready · fetched 2026-10-22T23:43:16.997Z

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 · 2026-10-22T22:30:00.00421546Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:43:14.086199+00:00

Share price$128.87
1D+0.2%
AH$128.54$128.67$128.79$128.92$129.045:30 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$0.13$1.33$2.53$3.73$4.93$124.57$126.44$128.32$130.20$132.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXB spot · $128.87FXB PRICE$0.26$0.31$0.38$0.44$0.54$0.65$0.75$0.85$1.23$1.69$2.15$2.61$2.03$0.39$0.51$0.64$0.78$0.95$1.13$1.41$1.71$2.01$2.31$2.80$3.55$4.58
PutsExpensive1.46×
CallsCheap0.88×
SkewBearish+3.84 pp
Implied moveBearish±$2.16
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.456.7%2.2%126.459.4%2.2%
25Δ130.805.8%1.7%127.049.3%1.8%
30Δ130.415.5%1.5%127.569.1%1.5%
35Δ130.035.2%1.2%128.068.9%1.2%
40Δ129.785.2%1.1%128.489.0%1.0%
45Δ129.545.1%1.0%128.909.0%0.9%
50Δ129.305.1%0.9%129.349.4%0.7%
55Δ129.065.1%0.8%129.799.8%0.6%
60Δ128.625.8%0.8%130.2610.0%0.5%
65Δ128.126.8%0.7%130.7410.0%0.3%
70Δ127.627.8%0.7%131.3710.4%0.2%
75Δ127.128.7%0.7%132.2311.5%0.2%
80Δ127.325.7%0.4%133.3712.6%0.1%

20Δ

Calls
Pseudo strike
131.45
IV
6.7%
B/E move
2.2%
Puts
Pseudo strike
126.45
IV
9.4%
B/E move
2.2%

25Δ

Calls
Pseudo strike
130.80
IV
5.8%
B/E move
1.7%
Puts
Pseudo strike
127.04
IV
9.3%
B/E move
1.8%

30Δ

Calls
Pseudo strike
130.41
IV
5.5%
B/E move
1.5%
Puts
Pseudo strike
127.56
IV
9.1%
B/E move
1.5%

35Δ

Calls
Pseudo strike
130.03
IV
5.2%
B/E move
1.2%
Puts
Pseudo strike
128.06
IV
8.9%
B/E move
1.2%

40Δ

Calls
Pseudo strike
129.78
IV
5.2%
B/E move
1.1%
Puts
Pseudo strike
128.48
IV
9.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
129.54
IV
5.1%
B/E move
1.0%
Puts
Pseudo strike
128.90
IV
9.0%
B/E move
0.9%

50Δ

Calls
Pseudo strike
129.30
IV
5.1%
B/E move
0.9%
Puts
Pseudo strike
129.34
IV
9.4%
B/E move
0.7%

55Δ

Calls
Pseudo strike
129.06
IV
5.1%
B/E move
0.8%
Puts
Pseudo strike
129.79
IV
9.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
128.62
IV
5.8%
B/E move
0.8%
Puts
Pseudo strike
130.26
IV
10.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
128.12
IV
6.8%
B/E move
0.7%
Puts
Pseudo strike
130.74
IV
10.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
127.62
IV
7.8%
B/E move
0.7%
Puts
Pseudo strike
131.37
IV
10.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
127.12
IV
8.7%
B/E move
0.7%
Puts
Pseudo strike
132.23
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
127.32
IV
5.7%
B/E move
0.4%
Puts
Pseudo strike
133.37
IV
12.6%
B/E move
0.1%

Options history

No recorded observations