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Invesco CurrencyShares Euro Currency Trust FXE

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Market datapartial · fetched 2026-10-23T23:14:30.154Z

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 · 2026-10-23T22:30:00.004128927Z

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$0.53$1.33$2.12$2.92$3.72$98.24$100.70$103.16$105.62$108.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXE spot · $103.35FXE PRICE$1.07$1.07$0.93$0.78$0.63$0.62$0.78$0.95$1.11$1.49$2.16$2.40$2.57$1.07$1.10$1.15$0.62$1.23$1.16$1.10$1.04$1.50$2.08$2.65$3.49$2.78
PutsExpensive2.11×
CallsExpensive2.27×
SkewBearish+1.34 pp
Implied moveBearish±$1.88
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.1235.3%10.5%96.5732.3%7.6%
25Δ109.1926.2%6.7%99.1925.1%5.1%
30Δ107.6620.5%5.1%100.8220.5%3.6%
35Δ106.2214.9%3.5%102.649.4%1.3%
40Δ104.799.3%2.0%102.3915.6%2.1%
45Δ103.896.3%1.1%102.9013.0%1.6%
50Δ103.646.6%1.0%103.4010.4%1.0%
55Δ103.396.8%1.0%103.917.9%0.5%
60Δ103.147.1%0.9%104.498.8%0.3%
65Δ102.728.3%0.8%105.0910.5%0.3%
70Δ102.0810.7%0.9%105.6912.2%0.3%
75Δ101.6010.4%0.6%106.5614.2%0.3%
80Δ101.149.6%0.4%106.179.5%0.0%

20Δ

Calls
Pseudo strike
113.12
IV
35.3%
B/E move
10.5%
Puts
Pseudo strike
96.57
IV
32.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
109.19
IV
26.2%
B/E move
6.7%
Puts
Pseudo strike
99.19
IV
25.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
107.66
IV
20.5%
B/E move
5.1%
Puts
Pseudo strike
100.82
IV
20.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
106.22
IV
14.9%
B/E move
3.5%
Puts
Pseudo strike
102.64
IV
9.4%
B/E move
1.3%

40Δ

Calls
Pseudo strike
104.79
IV
9.3%
B/E move
2.0%
Puts
Pseudo strike
102.39
IV
15.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
103.89
IV
6.3%
B/E move
1.1%
Puts
Pseudo strike
102.90
IV
13.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
103.64
IV
6.6%
B/E move
1.0%
Puts
Pseudo strike
103.40
IV
10.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
103.39
IV
6.8%
B/E move
1.0%
Puts
Pseudo strike
103.91
IV
7.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
103.14
IV
7.1%
B/E move
0.9%
Puts
Pseudo strike
104.49
IV
8.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
102.72
IV
8.3%
B/E move
0.8%
Puts
Pseudo strike
105.09
IV
10.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
102.08
IV
10.7%
B/E move
0.9%
Puts
Pseudo strike
105.69
IV
12.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
101.60
IV
10.4%
B/E move
0.6%
Puts
Pseudo strike
106.56
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
101.14
IV
9.6%
B/E move
0.4%
Puts
Pseudo strike
106.17
IV
9.5%
B/E move
0.0%

Options history

No recorded observations