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Invesco DB US Dollar Index Bearish Fund UDN

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Market datapartial · fetched 2026-10-22T23:45:06.526Z

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 · 2026-10-22T22:30:00.003800735Z

FundamentalsAlpha Vantage · unavailable

Share price$17.87
1D+0.1%
AH$17.83$17.85$17.87$17.89$17.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUDN
Sold putSold callAH

Invesco DB US Dollar Index Bearish Fund options

Live interpolated UDN call and put midpoint premiums by absolute delta.Invesco DB US Dollar Index Bearish Fund$0.00$1.11$2.21$3.32$4.42$15.87$16.65$17.43$18.22$19.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UDN spot · $17.87UDN PRICE$0.25$0.25$0.22$0.17$0.12$0.15$0.23$0.32$0.40$0.49$0.58$0.66$0.75$0.25$0.25$0.26$0.27$0.28$0.28$0.29$0.52$1.42$2.31$3.21$4.10$1.27
PutsExpensive2.54×
CallsExpensive1.38×
SkewBearish+17.33 pp
Implied moveBearish±$0.53
TiltBearish52.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2947.8%15.0%16.2743.3%10.4%
25Δ19.3435.8%9.6%16.9332.2%6.7%
30Δ18.8126.6%6.5%17.1628.1%5.4%
35Δ18.4818.5%4.4%17.3325.0%4.5%
40Δ18.1510.3%2.3%17.5121.8%3.5%
45Δ17.956.9%1.2%17.6918.6%2.6%
50Δ17.847.6%1.2%17.8715.4%1.7%
55Δ17.748.4%1.1%18.2116.6%1.0%
60Δ17.649.1%1.0%19.0531.4%1.3%
65Δ17.549.9%0.9%19.8946.2%1.6%
70Δ17.4410.6%0.8%20.7461.0%1.9%
75Δ17.3411.4%0.7%21.5875.9%2.2%
80Δ17.2412.1%0.6%19.0724.6%0.4%

20Δ

Calls
Pseudo strike
20.29
IV
47.8%
B/E move
15.0%
Puts
Pseudo strike
16.27
IV
43.3%
B/E move
10.4%

25Δ

Calls
Pseudo strike
19.34
IV
35.8%
B/E move
9.6%
Puts
Pseudo strike
16.93
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
18.81
IV
26.6%
B/E move
6.5%
Puts
Pseudo strike
17.16
IV
28.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
18.48
IV
18.5%
B/E move
4.4%
Puts
Pseudo strike
17.33
IV
25.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
18.15
IV
10.3%
B/E move
2.3%
Puts
Pseudo strike
17.51
IV
21.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
17.95
IV
6.9%
B/E move
1.2%
Puts
Pseudo strike
17.69
IV
18.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
17.84
IV
7.6%
B/E move
1.2%
Puts
Pseudo strike
17.87
IV
15.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
17.74
IV
8.4%
B/E move
1.1%
Puts
Pseudo strike
18.21
IV
16.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
17.64
IV
9.1%
B/E move
1.0%
Puts
Pseudo strike
19.05
IV
31.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
17.54
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
19.89
IV
46.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
17.44
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
20.74
IV
61.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
17.34
IV
11.4%
B/E move
0.7%
Puts
Pseudo strike
21.58
IV
75.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.24
IV
12.1%
B/E move
0.6%
Puts
Pseudo strike
19.07
IV
24.6%
B/E move
0.4%

Options history

No recorded observations