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Invesco CurrencyShares Euro Currency Trust FXE

i

Market dataready · fetched 2026-10-22T11:59:40.396Z

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 · 2026-10-22T00:00:00.153123644Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:59:38.588901+00:00

Share price$103.71
1D-0.0%
AH$103.53$103.60$103.66$103.73$103.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXE
Sold putSold callAH

Invesco CurrencyShares Euro Currency Trust options

Live interpolated FXE call and put midpoint premiums by absolute delta.Invesco CurrencyShares Euro Currency Trust$0.15$1.69$3.22$4.76$6.30$100.35$101.81$103.28$104.74$106.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXE spot · $103.71FXE PRICE$0.31$0.37$0.33$0.43$0.52$0.61$0.70$0.79$0.88$0.97$1.21$1.75$2.28$0.38$0.33$0.37$0.49$0.61$0.73$0.87$1.07$1.28$1.48$2.79$3.80$5.85
PutsExpensive1.37×
CallsExpensive1.11×
SkewBearish+2.95 pp
Implied moveBearish±$1.57
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.619.7%3.1%101.2711.6%2.7%
25Δ105.858.6%2.4%102.587.5%1.4%
30Δ104.986.0%1.5%103.176.1%0.9%
35Δ104.756.0%1.4%103.396.4%0.8%
40Δ104.516.0%1.3%103.616.7%0.7%
45Δ104.286.1%1.1%103.837.0%0.6%
50Δ104.056.1%1.0%104.067.3%0.5%
55Δ103.775.9%0.8%104.377.5%0.4%
60Δ103.485.6%0.6%104.677.8%0.3%
65Δ103.195.3%0.4%104.978.0%0.2%
70Δ102.805.5%0.3%106.1312.9%0.4%
75Δ102.236.6%0.3%107.2015.1%0.3%
80Δ101.667.6%0.2%109.2919.7%0.3%

20Δ

Calls
Pseudo strike
106.61
IV
9.7%
B/E move
3.1%
Puts
Pseudo strike
101.27
IV
11.6%
B/E move
2.7%

25Δ

Calls
Pseudo strike
105.85
IV
8.6%
B/E move
2.4%
Puts
Pseudo strike
102.58
IV
7.5%
B/E move
1.4%

30Δ

Calls
Pseudo strike
104.98
IV
6.0%
B/E move
1.5%
Puts
Pseudo strike
103.17
IV
6.1%
B/E move
0.9%

35Δ

Calls
Pseudo strike
104.75
IV
6.0%
B/E move
1.4%
Puts
Pseudo strike
103.39
IV
6.4%
B/E move
0.8%

40Δ

Calls
Pseudo strike
104.51
IV
6.0%
B/E move
1.3%
Puts
Pseudo strike
103.61
IV
6.7%
B/E move
0.7%

45Δ

Calls
Pseudo strike
104.28
IV
6.1%
B/E move
1.1%
Puts
Pseudo strike
103.83
IV
7.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
104.05
IV
6.1%
B/E move
1.0%
Puts
Pseudo strike
104.06
IV
7.3%
B/E move
0.5%

55Δ

Calls
Pseudo strike
103.77
IV
5.9%
B/E move
0.8%
Puts
Pseudo strike
104.37
IV
7.5%
B/E move
0.4%

60Δ

Calls
Pseudo strike
103.48
IV
5.6%
B/E move
0.6%
Puts
Pseudo strike
104.67
IV
7.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
103.19
IV
5.3%
B/E move
0.4%
Puts
Pseudo strike
104.97
IV
8.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
102.80
IV
5.5%
B/E move
0.3%
Puts
Pseudo strike
106.13
IV
12.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
102.23
IV
6.6%
B/E move
0.3%
Puts
Pseudo strike
107.20
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
101.66
IV
7.6%
B/E move
0.2%
Puts
Pseudo strike
109.29
IV
19.7%
B/E move
0.3%

Options history

No recorded observations