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Invesco CurrencyShares Swiss Franc Trust FXF

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Market datapartial · fetched 2026-10-22T15:08:37.293Z

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 · 2026-10-22T14:51:44.031143747Z

FundamentalsAlpha Vantage · unavailable

Share price$106.86
1D+0.0%
$106.72$106.78$106.83$106.89$106.955:30 AM6:30 AM9:00 AM1:00 PMFXF
Sold putSold call

Invesco CurrencyShares Swiss Franc Trust options

Live interpolated FXF call and put midpoint premiums by absolute delta.Invesco CurrencyShares Swiss Franc Trust$0.39$1.54$2.69$3.84$4.99$102.42$104.52$106.62$108.72$110.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXF spot · $106.86FXF PRICE$0.51$0.91$1.32$1.72$1.18$0.87$1.12$1.55$2.07$2.72$3.36$4.01$4.66
PutsExpensive1.69×
CallsExpensive1.46×
SkewBearish+1.57 pp
Implied moveBullish±$2.85
TiltBearish65.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ107.946.8%1.5%
40Δ107.679.2%1.6%106.1913.7%1.7%
45Δ107.4011.6%1.7%106.848.6%0.8%
50Δ107.1414.0%1.9%107.328.7%0.6%
55Δ107.7510.5%0.6%
60Δ108.3211.8%0.6%
65Δ109.0912.5%0.5%
70Δ109.8513.3%0.3%
75Δ110.6214.0%0.2%
80Δ111.3914.7%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
107.94
IV
6.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
107.67
IV
9.2%
B/E move
1.6%
Puts
Pseudo strike
106.19
IV
13.7%
B/E move
1.7%

45Δ

Calls
Pseudo strike
107.40
IV
11.6%
B/E move
1.7%
Puts
Pseudo strike
106.84
IV
8.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
107.14
IV
14.0%
B/E move
1.9%
Puts
Pseudo strike
107.32
IV
8.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.75
IV
10.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.32
IV
11.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.09
IV
12.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.85
IV
13.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.62
IV
14.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.39
IV
14.7%
B/E move
0.1%

Options history

No recorded observations