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Invesco CurrencyShares Euro Currency Trust FXE

i

Market datapartial · fetched 2026-11-11T14:41:33.457Z

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 · 2026-11-11T14:41:06.395160991Z

FundamentalsAlpha Vantage · unavailable

Share price$102.34
1D-0.1%
$102.27$102.33$102.39$102.44$102.505:30 AM6:30 AM9:00 AM1:00 PMFXE
Sold putSold call

Invesco CurrencyShares Euro Currency Trust options

Live interpolated FXE call and put midpoint premiums by absolute delta.Invesco CurrencyShares Euro Currency Trust$0.22$0.75$1.29$1.83$2.36$100.09$101.19$102.29$103.39$104.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FXE spot · $102.34FXE PRICE$0.28$0.37$0.41$0.42$0.46$0.51$0.57$0.62$0.68$2.07$2.14$2.21$0.38$0.38$0.38$0.39$0.43$0.51$0.59$0.67$0.75$0.83$1.17$1.62$2.06
PutsExpensive1.13×
Calls——
Skew——
Implied moveBearish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.6115.2%2.5%99.7220.4%2.9%
25Δ104.1715.3%2.1%100.7815.4%1.9%
30Δ103.7013.8%1.7%101.3212.7%1.4%
35Δ103.2111.5%1.3%101.7410.6%1.0%
40Δ102.9010.1%1.0%102.079.2%0.7%
45Δ102.719.5%0.9%102.249.0%0.6%
50Δ102.539.0%0.7%102.428.8%0.5%
55Δ102.358.5%0.6%102.608.6%0.4%
60Δ102.177.9%0.5%102.778.4%0.3%
65Δ102.958.2%0.2%
70Δ100.9618.4%0.7%103.339.6%0.2%
75Δ100.7816.5%0.6%103.7911.7%0.2%
80Δ100.6114.6%0.5%104.2713.0%0.1%

20Δ

Calls
Pseudo strike
104.61
IV
15.2%
B/E move
2.5%
Puts
Pseudo strike
99.72
IV
20.4%
B/E move
2.9%

25Δ

Calls
Pseudo strike
104.17
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
100.78
IV
15.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
103.70
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
101.32
IV
12.7%
B/E move
1.4%

35Δ

Calls
Pseudo strike
103.21
IV
11.5%
B/E move
1.3%
Puts
Pseudo strike
101.74
IV
10.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
102.90
IV
10.1%
B/E move
1.0%
Puts
Pseudo strike
102.07
IV
9.2%
B/E move
0.7%

45Δ

Calls
Pseudo strike
102.71
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
102.24
IV
9.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
102.53
IV
9.0%
B/E move
0.7%
Puts
Pseudo strike
102.42
IV
8.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
102.35
IV
8.5%
B/E move
0.6%
Puts
Pseudo strike
102.60
IV
8.6%
B/E move
0.4%

60Δ

Calls
Pseudo strike
102.17
IV
7.9%
B/E move
0.5%
Puts
Pseudo strike
102.77
IV
8.4%
B/E move
0.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.95
IV
8.2%
B/E move
0.2%

70Δ

Calls
Pseudo strike
100.96
IV
18.4%
B/E move
0.7%
Puts
Pseudo strike
103.33
IV
9.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
100.78
IV
16.5%
B/E move
0.6%
Puts
Pseudo strike
103.79
IV
11.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
100.61
IV
14.6%
B/E move
0.5%
Puts
Pseudo strike
104.27
IV
13.0%
B/E move
0.1%

Options history

IV · four-Friday blend8.15%
Daily close
FXE5.5%8.0%10.4%2026-08-13: 7.13%2026-08-14: 6.39%2026-08-17: 6.44%2026-08-18: 6.67%2026-08-19: 8.26%2026-08-20: 10.09%2026-08-21: 6.50%2026-08-24: 6.06%2026-08-25: 6.19%2026-08-26: 6.83%2026-08-27: 6.50%2026-08-28: 6.45%2026-08-31: 6.33%2026-09-01: 5.85%2026-09-02: 6.33%2026-09-03: 6.92%2026-09-04: 5.89%2026-09-08: 5.89%2026-09-09: 6.90%2026-09-10: 6.76%2026-09-11: 6.15%2026-09-16: 8.57%2026-09-21: 6.11%2026-09-22: 6.56%2026-09-23: 6.26%2026-09-24: 6.39%2026-09-25: 7.15%2026-09-28: 6.39%2026-09-29: 6.44%2026-09-30: 6.04%2026-10-01: 7.32%2026-10-02: 7.15%2026-10-05: 7.32%2026-10-06: 7.26%2026-10-07: 8.43%2026-10-08: 7.72%2026-10-09: 8.24%2026-10-12: 7.38%2026-10-14: 7.81%2026-10-16: 7.01%2026-10-19: 6.88%2026-10-20: 7.55%2026-10-21: 7.14%2026-10-22: 7.60%2026-10-23: 7.61%2026-10-26: 7.17%2026-10-27: 8.26%2026-10-28: 8.79%2026-10-29: 7.64%2026-10-30: 8.15%Aug 13Sep 23Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
7.13%
6.39%
6.44%
6.67%
8.26%
10.09%
6.50%
6.06%
6.19%
6.83%
6.50%
6.45%
6.33%
5.85%
6.33%
6.92%
5.89%
5.89%
6.90%
6.76%
6.15%
8.57%
6.11%
6.56%
6.26%
6.39%
7.15%
6.39%
6.44%
6.04%
7.32%
7.15%
7.32%
7.26%
8.43%
7.72%
8.24%
7.38%
7.81%
7.01%
6.88%
7.55%
7.14%
7.60%
7.61%
7.17%
8.26%
8.79%
7.64%
8.15%