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Invesco CurrencyShares Euro Currency Trust FXE

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Market datapartial · fetched 2026-10-22T18:01:06.296Z

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 · 2026-10-22T17:41:22.856805404Z

FundamentalsAlpha Vantage · unavailable

Share price$103.58
1D+0.2%
$103.25$103.36$103.47$103.57$103.685:30 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$0.04$1.72$3.41$5.09$6.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFXE PRICE$0.23$0.25$0.31$0.38$0.45$0.51$0.33$0.40$0.49$0.62$0.74$0.87$1.12$1.42$1.72$3.24$4.76$6.28
PutsExpensive1.39×
CallsFair0.98×
SkewBearish+3.99 pp
Implied move——
TiltBearish82.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.997.5%2.5%
25Δ105.105.8%1.7%102.387.6%1.5%
30Δ104.805.5%1.5%102.817.1%1.1%
35Δ104.575.4%1.3%103.146.9%0.9%
40Δ104.355.3%1.2%103.417.0%0.8%
45Δ104.125.2%1.0%103.677.2%0.6%
50Δ103.937.3%0.5%
55Δ104.267.8%0.4%
60Δ104.638.6%0.4%
65Δ105.009.3%0.3%
70Δ106.5512.7%0.3%
75Δ108.1016.2%0.2%
80Δ109.6619.6%0.2%

20Δ

Calls
Pseudo strike
105.99
IV
7.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
105.10
IV
5.8%
B/E move
1.7%
Puts
Pseudo strike
102.38
IV
7.6%
B/E move
1.5%

30Δ

Calls
Pseudo strike
104.80
IV
5.5%
B/E move
1.5%
Puts
Pseudo strike
102.81
IV
7.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
104.57
IV
5.4%
B/E move
1.3%
Puts
Pseudo strike
103.14
IV
6.9%
B/E move
0.9%

40Δ

Calls
Pseudo strike
104.35
IV
5.3%
B/E move
1.2%
Puts
Pseudo strike
103.41
IV
7.0%
B/E move
0.8%

45Δ

Calls
Pseudo strike
104.12
IV
5.2%
B/E move
1.0%
Puts
Pseudo strike
103.67
IV
7.2%
B/E move
0.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.93
IV
7.3%
B/E move
0.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.26
IV
7.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.63
IV
8.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.00
IV
9.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.55
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.10
IV
16.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.66
IV
19.6%
B/E move
0.2%

Options history

No recorded observations