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Invesco DB US Dollar Index Bearish Fund UDN

i

Market dataready · fetched 2026-11-12T02:30:54.757Z

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 · 2026-11-12T01:00:00.138519568Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:30:53.700309+00:00

Share price$17.66
1D-0.2%
AH$17.64$17.66$17.67$17.68$17.705:30 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$0.09$0.34$0.59$0.84$1.09$15.98$16.71$17.45$18.18$18.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UDN spot · $17.66UDN PRICE$0.38$0.38$0.12$0.17$0.23$0.28$0.34$0.39$0.44$0.50$0.55$0.61$0.66$0.38$0.38$0.38$0.38$0.40$0.41$0.43$0.44$0.46$0.47$0.61$0.81$1.01
PutsExpensive4.71×
CallsExpensive3.84×
SkewBearish+15.45 pp
Implied moveBearish±$0.76
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.69136.8%24.9%15.43114.7%14.7%
25Δ19.8899.6%14.7%16.2388.1%10.2%
30Δ17.9318.1%2.2%16.7570.1%7.3%
35Δ17.8518.6%2.1%17.0858.8%5.5%
40Δ17.7719.1%1.9%17.2253.6%4.7%
45Δ17.6819.6%1.7%17.3748.3%4.0%
50Δ17.6020.1%1.6%17.5143.1%3.2%
55Δ17.5220.6%1.4%17.6637.8%2.5%
60Δ17.4321.1%1.2%17.8132.6%1.8%
65Δ17.3521.6%1.1%17.9527.3%1.0%
70Δ17.2622.1%0.9%18.1527.2%0.7%
75Δ17.1822.6%0.7%18.3729.8%0.6%
80Δ17.1023.1%0.6%18.6032.3%0.4%

20Δ

Calls
Pseudo strike
21.69
IV
136.8%
B/E move
24.9%
Puts
Pseudo strike
15.43
IV
114.7%
B/E move
14.7%

25Δ

Calls
Pseudo strike
19.88
IV
99.6%
B/E move
14.7%
Puts
Pseudo strike
16.23
IV
88.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
17.93
IV
18.1%
B/E move
2.2%
Puts
Pseudo strike
16.75
IV
70.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
17.85
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
17.08
IV
58.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
17.77
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
17.22
IV
53.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
17.68
IV
19.6%
B/E move
1.7%
Puts
Pseudo strike
17.37
IV
48.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
17.60
IV
20.1%
B/E move
1.6%
Puts
Pseudo strike
17.51
IV
43.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
17.52
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
17.66
IV
37.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
17.43
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
17.81
IV
32.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
17.35
IV
21.6%
B/E move
1.1%
Puts
Pseudo strike
17.95
IV
27.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
17.26
IV
22.1%
B/E move
0.9%
Puts
Pseudo strike
18.15
IV
27.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
17.18
IV
22.6%
B/E move
0.7%
Puts
Pseudo strike
18.37
IV
29.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
17.10
IV
23.1%
B/E move
0.6%
Puts
Pseudo strike
18.60
IV
32.3%
B/E move
0.4%

Options history

IV · four-Friday blend22.54%
Daily EOD
UDN11.0%18.4%25.8%2026-10-21: 14.96%2026-10-22: 12.00%2026-10-27: 24.79%2026-10-30: 22.54%Oct 21Oct 22Oct 30
4 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
14.96%
12.00%
24.79%
22.54%