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Invesco CurrencyShares Swiss Franc Trust FXF

i

Market dataready · fetched 2026-11-13T06:11:57.535Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.131303324Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T06:11:57.737613+00:00

Share price$105.35
1D-0.3%
AH$105.18$105.30$105.43$105.56$105.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXF
Sold putSold callAH

Invesco CurrencyShares Swiss Franc Trust options

Live interpolated FXF call and put midpoint premiums by absolute delta.Invesco CurrencyShares Swiss Franc Trust$0.34$0.68$1.01$1.34$1.67$103.29$104.59$105.90$107.21$108.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXF spot · $105.35FXF PRICE$0.93$1.02$0.50$0.63$0.76$0.89$1.02$1.16$1.30$1.43$1.57$0.38$0.41$0.45$0.48$0.60$0.71$0.82$0.93$1.08$1.26$1.45
Puts——
Calls——
Skew——
Implied moveBullish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ103.4917.9%2.1%
30Δ108.0831.8%3.5%104.0115.7%1.7%
35Δ107.3029.2%2.8%104.5213.5%1.2%
40Δ105.8711.7%1.0%105.0211.5%0.8%
45Δ105.6412.1%0.9%105.2311.5%0.7%
50Δ105.4112.5%0.8%105.4511.5%0.6%
55Δ105.1912.9%0.7%105.6611.6%0.5%
60Δ104.9613.1%0.6%105.8811.6%0.4%
65Δ104.7312.7%0.5%106.1111.6%0.3%
70Δ104.5112.3%0.4%106.3611.5%0.2%
75Δ104.2811.8%0.3%106.6211.4%0.2%
80Δ104.0511.4%0.3%

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
103.49
IV
17.9%
B/E move
2.1%

30Δ

Calls
Pseudo strike
108.08
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
104.01
IV
15.7%
B/E move
1.7%

35Δ

Calls
Pseudo strike
107.30
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
104.52
IV
13.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
105.87
IV
11.7%
B/E move
1.0%
Puts
Pseudo strike
105.02
IV
11.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
105.64
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
105.23
IV
11.5%
B/E move
0.7%

50Δ

Calls
Pseudo strike
105.41
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
105.45
IV
11.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
105.19
IV
12.9%
B/E move
0.7%
Puts
Pseudo strike
105.66
IV
11.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
104.96
IV
13.1%
B/E move
0.6%
Puts
Pseudo strike
105.88
IV
11.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
104.73
IV
12.7%
B/E move
0.5%
Puts
Pseudo strike
106.11
IV
11.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
104.51
IV
12.3%
B/E move
0.4%
Puts
Pseudo strike
106.36
IV
11.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
104.28
IV
11.8%
B/E move
0.3%
Puts
Pseudo strike
106.62
IV
11.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
104.05
IV
11.4%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend9.07%
Daily close
FXF6.2%12.2%18.2%2026-08-17: 9.72%2026-08-18: 8.76%2026-08-19: 15.57%2026-08-20: 17.38%2026-08-21: 7.55%2026-08-24: 7.70%2026-08-25: 8.05%2026-08-26: 8.80%2026-08-27: 8.45%2026-08-28: 8.21%2026-08-31: 7.80%2026-09-01: 11.02%2026-09-02: 8.65%2026-09-03: 8.80%2026-09-04: 7.44%2026-09-08: 7.89%2026-09-09: 7.50%2026-09-10: 8.38%2026-09-11: 7.39%2026-09-14: 10.57%2026-09-15: 13.84%2026-09-16: 12.72%2026-09-17: 11.82%2026-09-18: 7.27%2026-09-21: 7.00%2026-09-22: 8.22%2026-09-23: 7.82%2026-09-24: 7.54%2026-09-25: 8.24%2026-09-28: 7.21%2026-09-29: 7.79%2026-09-30: 7.38%2026-10-01: 9.31%2026-10-02: 9.56%2026-10-05: 11.16%2026-10-06: 9.63%2026-10-07: 9.22%2026-10-08: 9.84%2026-10-09: 9.67%2026-10-12: 11.00%2026-10-13: 9.81%2026-10-14: 12.19%2026-10-15: 13.31%2026-10-16: 8.77%2026-10-19: 8.73%2026-10-20: 9.29%2026-10-21: 9.38%2026-10-22: 10.56%2026-10-23: 9.60%2026-10-26: 9.19%2026-10-27: 9.47%2026-10-28: 11.26%2026-10-29: 10.19%2026-10-30: 9.07%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
9.72%
8.76%
15.57%
17.38%
7.55%
7.70%
8.05%
8.80%
8.45%
8.21%
7.80%
11.02%
8.65%
8.80%
7.44%
7.89%
7.50%
8.38%
7.39%
10.57%
13.84%
12.72%
11.82%
7.27%
7.00%
8.22%
7.82%
7.54%
8.24%
7.21%
7.79%
7.38%
9.31%
9.56%
11.16%
9.63%
9.22%
9.84%
9.67%
11.00%
9.81%
12.19%
13.31%
8.77%
8.73%
9.29%
9.38%
10.56%
9.60%
9.19%
9.47%
11.26%
10.19%
9.07%