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Invesco CurrencyShares Japanese Yen Trust FXY

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Market datapartial · fetched 2026-10-22T20:44:59.972Z

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 · 2026-10-22T20:10:00.003822573Z

FundamentalsAlpha Vantage · unavailable

Share price$58.44
1D+0.3%
AH$58.19$58.27$58.34$58.41$58.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXY
Sold putSold callAH

Invesco CurrencyShares Japanese Yen Trust options

Live interpolated FXY call and put midpoint premiums by absolute delta.Invesco CurrencyShares Japanese Yen Trust$0.27$1.32$2.37$3.43$4.48$53.73$55.71$57.69$59.67$61.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXY spot · $58.44FXY PRICE$0.38$0.67$0.69$0.61$0.53$0.54$0.61$0.68$0.75$0.82$1.09$2.40$2.14$0.67$0.71$0.67$0.63$0.76$1.19$1.63$2.14$2.68$2.68$2.69$2.69$4.18
PutsExpensive2.05×
CallsExpensive1.21×
SkewBearish+9.10 pp
Implied moveBearish±$2.24
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3723.4%7.4%54.3434.3%8.2%
25Δ62.0228.0%7.3%55.0431.5%7.0%
30Δ61.3125.0%6.1%56.1724.6%5.0%
35Δ60.3218.7%4.3%57.2917.7%3.0%
40Δ59.3412.4%2.4%58.1314.9%1.8%
45Δ58.889.9%1.7%58.4818.9%2.0%
50Δ58.709.4%1.5%58.8422.9%2.1%
55Δ58.529.0%1.3%59.3726.2%2.1%
60Δ58.338.6%1.1%60.0128.6%1.9%
65Δ58.158.1%0.9%60.2825.5%1.4%
70Δ57.809.1%0.8%60.5422.5%1.0%
75Δ56.6317.7%1.0%60.8019.4%0.6%
80Δ56.7514.3%0.8%62.3724.8%0.4%

20Δ

Calls
Pseudo strike
62.37
IV
23.4%
B/E move
7.4%
Puts
Pseudo strike
54.34
IV
34.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
62.02
IV
28.0%
B/E move
7.3%
Puts
Pseudo strike
55.04
IV
31.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
61.31
IV
25.0%
B/E move
6.1%
Puts
Pseudo strike
56.17
IV
24.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
60.32
IV
18.7%
B/E move
4.3%
Puts
Pseudo strike
57.29
IV
17.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
59.34
IV
12.4%
B/E move
2.4%
Puts
Pseudo strike
58.13
IV
14.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
58.88
IV
9.9%
B/E move
1.7%
Puts
Pseudo strike
58.48
IV
18.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
58.70
IV
9.4%
B/E move
1.5%
Puts
Pseudo strike
58.84
IV
22.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
58.52
IV
9.0%
B/E move
1.3%
Puts
Pseudo strike
59.37
IV
26.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
58.33
IV
8.6%
B/E move
1.1%
Puts
Pseudo strike
60.01
IV
28.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
58.15
IV
8.1%
B/E move
0.9%
Puts
Pseudo strike
60.28
IV
25.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
57.80
IV
9.1%
B/E move
0.8%
Puts
Pseudo strike
60.54
IV
22.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.63
IV
17.7%
B/E move
1.0%
Puts
Pseudo strike
60.80
IV
19.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
56.75
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
62.37
IV
24.8%
B/E move
0.4%

Options history

No recorded observations