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Invesco CurrencyShares Swiss Franc Trust FXF

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Market datapartial · fetched 2026-10-22T23:06:58.593Z

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 · 2026-10-22T22:30:00.004242295Z

FundamentalsAlpha Vantage · unavailable

Share price$107.25
1D+0.4%
AH$106.72$106.87$107.02$107.17$107.325:30 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$0.36$1.70$3.05$4.39$5.74$102.24$104.67$107.10$109.53$111.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXF spot · $107.25FXF PRICE$0.95$0.51$0.93$0.88$0.73$0.87$1.33$1.79$1.93$1.94$1.94$1.99$2.88$0.50$0.72$0.95$1.18$0.88$1.10$1.47$1.80$2.08$2.38$2.83$3.69$5.35
PutsExpensive1.94×
CallsExpensive1.72×
SkewBearish+1.02 pp
Implied moveBearish±$2.80
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.7729.3%8.8%104.1214.4%3.4%
25Δ110.3812.3%3.4%104.6415.4%3.1%
30Δ110.4516.6%3.9%105.2116.1%2.8%
35Δ109.4413.4%2.9%105.8716.1%2.4%
40Δ108.499.2%1.8%106.8210.2%1.2%
45Δ107.838.1%1.3%107.3410.1%0.9%
50Δ107.4710.4%1.4%107.7411.6%0.9%
55Δ107.1112.8%1.5%108.1712.5%0.8%
60Δ106.8112.4%1.4%108.6312.4%0.7%
65Δ106.5310.9%1.1%109.1112.3%0.5%
70Δ106.269.4%0.9%109.7012.6%0.3%
75Δ105.958.1%0.6%110.6614.3%0.3%
80Δ104.889.5%0.5%112.3617.8%0.2%

20Δ

Calls
Pseudo strike
115.77
IV
29.3%
B/E move
8.8%
Puts
Pseudo strike
104.12
IV
14.4%
B/E move
3.4%

25Δ

Calls
Pseudo strike
110.38
IV
12.3%
B/E move
3.4%
Puts
Pseudo strike
104.64
IV
15.4%
B/E move
3.1%

30Δ

Calls
Pseudo strike
110.45
IV
16.6%
B/E move
3.9%
Puts
Pseudo strike
105.21
IV
16.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
109.44
IV
13.4%
B/E move
2.9%
Puts
Pseudo strike
105.87
IV
16.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
108.49
IV
9.2%
B/E move
1.8%
Puts
Pseudo strike
106.82
IV
10.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
107.83
IV
8.1%
B/E move
1.3%
Puts
Pseudo strike
107.34
IV
10.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
107.47
IV
10.4%
B/E move
1.4%
Puts
Pseudo strike
107.74
IV
11.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
107.11
IV
12.8%
B/E move
1.5%
Puts
Pseudo strike
108.17
IV
12.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
106.81
IV
12.4%
B/E move
1.4%
Puts
Pseudo strike
108.63
IV
12.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
106.53
IV
10.9%
B/E move
1.1%
Puts
Pseudo strike
109.11
IV
12.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
106.26
IV
9.4%
B/E move
0.9%
Puts
Pseudo strike
109.70
IV
12.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
105.95
IV
8.1%
B/E move
0.6%
Puts
Pseudo strike
110.66
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
104.88
IV
9.5%
B/E move
0.5%
Puts
Pseudo strike
112.36
IV
17.8%
B/E move
0.2%

Options history

No recorded observations