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Invesco CurrencyShares Canadian Dollar Trust FXC

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Market datapartial · fetched 2026-10-23T00:00:18.160Z

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 · 2026-10-23T00:00:00.1770114Z

FundamentalsAlpha Vantage · unavailable

Share price$69.73
1D+0.2%
AH$69.58$69.64$69.70$69.76$69.815:30 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$0.17$1.44$2.71$3.98$5.25$65.77$67.59$69.42$71.25$73.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXC spot · $69.73FXC PRICE$0.88$0.88$0.88$0.88$0.79$0.41$0.31$0.42$0.53$0.63$0.74$0.85$1.57$0.73$0.88$0.88$0.88$0.84$0.76$0.69$0.84$1.04$1.24$1.50$2.56$4.88
PutsExpensive3.68×
CallsExpensive2.68×
SkewBearish+3.14 pp
Implied moveBearish±$1.00
TiltBearish29.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9042.3%13.0%65.1132.1%7.7%
25Δ74.5731.3%8.2%66.3829.1%6.1%
30Δ72.7924.6%5.6%67.7522.9%4.1%
35Δ71.7820.2%4.2%68.6318.6%2.8%
40Δ70.8614.9%2.8%69.1915.1%2.0%
45Δ70.267.0%1.4%69.5712.0%1.3%
50Δ69.903.7%0.7%69.948.8%0.7%
55Δ69.734.0%0.6%70.228.7%0.5%
60Δ69.564.3%0.5%70.499.1%0.4%
65Δ69.394.6%0.4%70.759.6%0.3%
70Δ69.224.9%0.3%71.0710.4%0.2%
75Δ69.045.2%0.2%72.0815.3%0.3%
80Δ68.348.4%0.3%74.3324.4%0.4%

20Δ

Calls
Pseudo strike
77.90
IV
42.3%
B/E move
13.0%
Puts
Pseudo strike
65.11
IV
32.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
74.57
IV
31.3%
B/E move
8.2%
Puts
Pseudo strike
66.38
IV
29.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
72.79
IV
24.6%
B/E move
5.6%
Puts
Pseudo strike
67.75
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
71.78
IV
20.2%
B/E move
4.2%
Puts
Pseudo strike
68.63
IV
18.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
70.86
IV
14.9%
B/E move
2.8%
Puts
Pseudo strike
69.19
IV
15.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
70.26
IV
7.0%
B/E move
1.4%
Puts
Pseudo strike
69.57
IV
12.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
69.90
IV
3.7%
B/E move
0.7%
Puts
Pseudo strike
69.94
IV
8.8%
B/E move
0.7%

55Δ

Calls
Pseudo strike
69.73
IV
4.0%
B/E move
0.6%
Puts
Pseudo strike
70.22
IV
8.7%
B/E move
0.5%

60Δ

Calls
Pseudo strike
69.56
IV
4.3%
B/E move
0.5%
Puts
Pseudo strike
70.49
IV
9.1%
B/E move
0.4%

65Δ

Calls
Pseudo strike
69.39
IV
4.6%
B/E move
0.4%
Puts
Pseudo strike
70.75
IV
9.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
69.22
IV
4.9%
B/E move
0.3%
Puts
Pseudo strike
71.07
IV
10.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
69.04
IV
5.2%
B/E move
0.2%
Puts
Pseudo strike
72.08
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
68.34
IV
8.4%
B/E move
0.3%
Puts
Pseudo strike
74.33
IV
24.4%
B/E move
0.4%

Options history

No recorded observations