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Invesco CurrencyShares Japanese Yen Trust FXY

i

Market dataready · fetched 2026-11-12T16:04:59.217Z

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 · 2026-11-12T16:03:41.996079997Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:04:58.201283+00:00

Share price$57.29
1D-0.1%
$57.24$57.28$57.32$57.36$57.405:30 AM6:30 AM9:00 AM1:00 PMFXY
Sold putSold call

Invesco CurrencyShares Japanese Yen Trust options

Live interpolated FXY call and put midpoint premiums by absolute delta.Invesco CurrencyShares Japanese Yen Trust$0.15$0.49$0.84$1.18$1.53$56.52$56.96$57.40$57.84$58.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXY spot · $57.29FXY PRICE$0.27$0.19$0.24$0.29$0.34$0.39$0.45$0.50$0.55$0.84$1.13$1.43$0.26$0.30$0.35$0.40$0.45$0.50$0.55$0.60$0.65$0.70
Puts——
Calls——
Skew——
Implied moveBalanced±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.3826.6%4.1%
25Δ
30Δ57.8510.5%1.3%
35Δ57.7310.5%1.2%56.9312.4%1.1%
40Δ57.6110.5%1.1%57.0612.3%0.9%
45Δ57.4910.5%0.9%57.1711.8%0.8%
50Δ57.3710.5%0.8%57.2811.3%0.7%
55Δ57.2510.5%0.7%57.3910.8%0.6%
60Δ57.1210.5%0.6%57.5010.4%0.5%
65Δ57.0010.5%0.5%57.619.9%0.4%
70Δ56.7012.9%0.4%57.729.4%0.3%
75Δ56.3915.3%0.4%57.838.9%0.2%
80Δ56.0817.7%0.4%57.948.5%0.1%

20Δ

Calls
Pseudo strike
59.38
IV
26.6%
B/E move
4.1%
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
57.85
IV
10.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
57.73
IV
10.5%
B/E move
1.2%
Puts
Pseudo strike
56.93
IV
12.4%
B/E move
1.1%

40Δ

Calls
Pseudo strike
57.61
IV
10.5%
B/E move
1.1%
Puts
Pseudo strike
57.06
IV
12.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
57.49
IV
10.5%
B/E move
0.9%
Puts
Pseudo strike
57.17
IV
11.8%
B/E move
0.8%

50Δ

Calls
Pseudo strike
57.37
IV
10.5%
B/E move
0.8%
Puts
Pseudo strike
57.28
IV
11.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
57.25
IV
10.5%
B/E move
0.7%
Puts
Pseudo strike
57.39
IV
10.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
57.12
IV
10.5%
B/E move
0.6%
Puts
Pseudo strike
57.50
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
57.00
IV
10.5%
B/E move
0.5%
Puts
Pseudo strike
57.61
IV
9.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
56.70
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
57.72
IV
9.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
56.39
IV
15.3%
B/E move
0.4%
Puts
Pseudo strike
57.83
IV
8.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
56.08
IV
17.7%
B/E move
0.4%
Puts
Pseudo strike
57.94
IV
8.5%
B/E move
0.1%

Options history

IV · four-Friday blend9.11%
Daily EOD
FXY8.7%11.0%13.4%2026-10-19: 10.59%2026-10-20: 11.25%2026-10-21: 13.05%2026-10-22: 12.87%2026-10-23: 9.24%2026-10-26: 11.65%2026-10-27: 10.59%2026-10-28: 11.82%2026-10-29: 9.02%2026-10-30: 9.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
10.59%
11.25%
13.05%
12.87%
9.24%
11.65%
10.59%
11.82%
9.02%
9.11%