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Invesco CurrencyShares Euro Currency Trust FXE

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Market datapartial · fetched 2026-10-24T04:25:01.628Z

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 · 2026-10-24T00:00:00.149448324Z

FundamentalsAlpha Vantage · unavailable

Share price$103.35
1D-0.0%
AH$103.27$103.33$103.38$103.44$103.505:30 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$0.54$1.32$2.10$2.88$3.66$98.23$100.70$103.17$105.64$108.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXE spot · $103.35FXE PRICE$1.07$1.07$0.93$0.78$0.63$0.63$0.79$0.95$1.12$1.53$2.19$2.40$2.57$1.07$1.10$1.15$0.62$1.23$1.16$1.10$1.04$1.47$2.05$2.63$3.43$2.50
PutsExpensive2.11×
CallsExpensive2.29×
SkewBearish+1.25 pp
Implied moveBearish±$1.89
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.1235.4%10.5%96.5632.5%7.6%
25Δ109.1826.3%6.7%99.1925.2%5.1%
30Δ107.6420.5%5.1%100.8220.6%3.6%
35Δ106.2014.9%3.5%102.639.5%1.3%
40Δ104.759.2%2.0%102.3815.9%2.1%
45Δ103.886.5%1.1%102.8813.3%1.6%
50Δ103.636.8%1.0%103.3810.7%1.0%
55Δ103.387.0%1.0%103.888.1%0.5%
60Δ103.137.3%0.9%104.468.8%0.3%
65Δ102.698.7%0.8%105.0610.5%0.3%
70Δ102.0511.1%0.9%105.6612.2%0.3%
75Δ101.5910.5%0.6%106.5114.3%0.3%
80Δ101.149.7%0.3%105.908.7%0.1%

20Δ

Calls
Pseudo strike
113.12
IV
35.4%
B/E move
10.5%
Puts
Pseudo strike
96.56
IV
32.5%
B/E move
7.6%

25Δ

Calls
Pseudo strike
109.18
IV
26.3%
B/E move
6.7%
Puts
Pseudo strike
99.19
IV
25.2%
B/E move
5.1%

30Δ

Calls
Pseudo strike
107.64
IV
20.5%
B/E move
5.1%
Puts
Pseudo strike
100.82
IV
20.6%
B/E move
3.6%

35Δ

Calls
Pseudo strike
106.20
IV
14.9%
B/E move
3.5%
Puts
Pseudo strike
102.63
IV
9.5%
B/E move
1.3%

40Δ

Calls
Pseudo strike
104.75
IV
9.2%
B/E move
2.0%
Puts
Pseudo strike
102.38
IV
15.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
103.88
IV
6.5%
B/E move
1.1%
Puts
Pseudo strike
102.88
IV
13.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
103.63
IV
6.8%
B/E move
1.0%
Puts
Pseudo strike
103.38
IV
10.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
103.38
IV
7.0%
B/E move
1.0%
Puts
Pseudo strike
103.88
IV
8.1%
B/E move
0.5%

60Δ

Calls
Pseudo strike
103.13
IV
7.3%
B/E move
0.9%
Puts
Pseudo strike
104.46
IV
8.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
102.69
IV
8.7%
B/E move
0.8%
Puts
Pseudo strike
105.06
IV
10.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
102.05
IV
11.1%
B/E move
0.9%
Puts
Pseudo strike
105.66
IV
12.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
101.59
IV
10.5%
B/E move
0.6%
Puts
Pseudo strike
106.51
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
101.14
IV
9.7%
B/E move
0.3%
Puts
Pseudo strike
105.90
IV
8.7%
B/E move
0.1%

Options history

No recorded observations