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Invesco CurrencyShares Canadian Dollar Trust FXC

i

Market dataready · fetched 2026-11-12T01:13:26.656Z

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 · 2026-11-12T01:00:00.139829832Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:13:26.194237+00:00

Share price$68.59
1D+0.0%
AH$68.54$68.59$68.65$68.70$68.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXC
Sold putSold callAH

Invesco CurrencyShares Canadian Dollar Trust options

Live interpolated FXC call and put midpoint premiums by absolute delta.Invesco CurrencyShares Canadian Dollar Trust$2.36$2.52$2.67$2.83$2.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFXC PRICE$2.45$2.65$2.90$2.92$2.93$2.94$2.45$2.45$2.45$2.41$2.38$2.42$2.47$2.52
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.80137.8%14.9%
30Δ78.29134.1%17.7%63.68110.1%10.7%
35Δ65.6890.3%7.8%
40Δ67.1274.1%5.7%
45Δ
50Δ
55Δ
60Δ67.5748.2%2.4%
65Δ66.9745.8%1.9%70.1434.6%1.2%
70Δ66.6940.6%1.5%70.3731.1%0.9%
75Δ66.4135.4%1.1%70.6127.6%0.7%
80Δ66.1230.2%0.7%70.8524.1%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.80
IV
137.8%
B/E move
14.9%

30Δ

Calls
Pseudo strike
78.29
IV
134.1%
B/E move
17.7%
Puts
Pseudo strike
63.68
IV
110.1%
B/E move
10.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.68
IV
90.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.12
IV
74.1%
B/E move
5.7%

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
67.57
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
66.97
IV
45.8%
B/E move
1.9%
Puts
Pseudo strike
70.14
IV
34.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
66.69
IV
40.6%
B/E move
1.5%
Puts
Pseudo strike
70.37
IV
31.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
66.41
IV
35.4%
B/E move
1.1%
Puts
Pseudo strike
70.61
IV
27.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
66.12
IV
30.2%
B/E move
0.7%
Puts
Pseudo strike
70.85
IV
24.1%
B/E move
0.4%

Options history

IV · four-Friday blend12.24%
Daily close
FXC2.9%26.4%49.8%2026-08-13: 14.31%2026-08-14: 15.13%2026-08-17: 21.07%2026-08-18: 22.83%2026-08-19: 18.44%2026-08-20: 46.57%2026-08-21: 7.04%2026-08-24: 6.76%2026-08-25: 8.95%2026-08-26: 10.29%2026-08-27: 6.42%2026-08-28: 9.22%2026-08-31: 11.38%2026-09-01: 11.99%2026-09-03: 7.53%2026-09-08: 9.18%2026-09-09: 8.40%2026-09-10: 15.86%2026-09-11: 13.00%2026-09-15: 23.96%2026-09-16: 28.95%2026-09-18: 8.61%2026-09-21: 6.15%2026-09-22: 11.71%2026-09-23: 11.44%2026-09-24: 14.40%2026-09-25: 9.55%2026-09-28: 6.66%2026-09-29: 6.51%2026-09-30: 12.53%2026-10-02: 7.63%2026-10-06: 12.92%2026-10-07: 27.27%2026-10-08: 13.16%2026-10-09: 9.98%2026-10-12: 19.04%2026-10-13: 10.84%2026-10-14: 12.26%2026-10-15: 14.06%2026-10-16: 13.92%2026-10-19: 13.69%2026-10-20: 9.48%2026-10-21: 8.75%2026-10-23: 9.65%2026-10-26: 11.17%2026-10-27: 9.27%2026-10-28: 20.10%2026-10-29: 10.01%2026-10-30: 12.24%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.31%
15.13%
21.07%
22.83%
18.44%
46.57%
7.04%
6.76%
8.95%
10.29%
6.42%
9.22%
11.38%
11.99%
7.53%
9.18%
8.40%
15.86%
13.00%
23.96%
28.95%
8.61%
6.15%
11.71%
11.44%
14.40%
9.55%
6.66%
6.51%
12.53%
7.63%
12.92%
27.27%
13.16%
9.98%
19.04%
10.84%
12.26%
14.06%
13.92%
13.69%
9.48%
8.75%
9.65%
11.17%
9.27%
20.10%
10.01%
12.24%