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Invesco DB US Dollar Index Bullish Fund UUP

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Market datapartial · fetched 2026-10-15T20:33:49.778Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003855789Z

FundamentalsAlpha Vantage · unavailable

Share price$29.00
1D-0.2%
AH$28.96$28.98$29.00$29.03$29.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUUP
Sold putSold callAH

Invesco DB US Dollar Index Bullish Fund options

Live interpolated UUP call and put midpoint premiums by absolute delta.Invesco DB US Dollar Index Bullish Fund$0.04$1.07$2.10$3.12$4.15$25.11$27.35$29.60$31.84$34.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $29.00OPTION PRICELive UUP spot · $29.00UUP PRICE$0.15$0.57$1.78$2.45$2.45$2.45$0.52$0.61$1.26$1.91$2.56$3.21$3.86$1.07$1.07$0.90$0.65$0.41$0.17$0.23$0.71$1.19$1.67$2.15$2.61$3.02
PutsExpensive35.18×
CallsExpensive54.26×
SkewBullish-79.67 pp
Implied moveBullish±$0.75
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5195.0%5.7%23.71557.4%21.9%
25Δ31.37209.6%10.1%25.57430.1%15.5%
30Δ35.64590.1%29.0%26.50334.2%11.7%
35Δ37.05800.0%36.2%27.20242.0%8.5%
40Δ33.90695.4%25.3%27.90149.7%5.2%
45Δ31.45569.7%16.9%28.6057.5%2.0%
50Δ29.37112.0%3.1%29.1720.4%0.2%
55Δ28.4633.4%0.3%29.5757.8%0.5%
60Δ27.8159.1%0.2%29.9695.3%0.8%
65Δ27.1684.8%0.2%30.36132.8%1.1%
70Δ26.51110.6%0.2%30.75170.2%1.4%
75Δ25.86136.3%0.2%31.20190.8%1.4%
80Δ25.20162.0%0.2%31.71184.0%1.1%

20Δ

Calls
Pseudo strike
30.51
IV
95.0%
B/E move
5.7%
Puts
Pseudo strike
23.71
IV
557.4%
B/E move
21.9%

25Δ

Calls
Pseudo strike
31.37
IV
209.6%
B/E move
10.1%
Puts
Pseudo strike
25.57
IV
430.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
35.64
IV
590.1%
B/E move
29.0%
Puts
Pseudo strike
26.50
IV
334.2%
B/E move
11.7%

35Δ

Calls
Pseudo strike
37.05
IV
800.0%
B/E move
36.2%
Puts
Pseudo strike
27.20
IV
242.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
33.90
IV
695.4%
B/E move
25.3%
Puts
Pseudo strike
27.90
IV
149.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
31.45
IV
569.7%
B/E move
16.9%
Puts
Pseudo strike
28.60
IV
57.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
29.37
IV
112.0%
B/E move
3.1%
Puts
Pseudo strike
29.17
IV
20.4%
B/E move
0.2%

55Δ

Calls
Pseudo strike
28.46
IV
33.4%
B/E move
0.3%
Puts
Pseudo strike
29.57
IV
57.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
27.81
IV
59.1%
B/E move
0.2%
Puts
Pseudo strike
29.96
IV
95.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
27.16
IV
84.8%
B/E move
0.2%
Puts
Pseudo strike
30.36
IV
132.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
26.51
IV
110.6%
B/E move
0.2%
Puts
Pseudo strike
30.75
IV
170.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
25.86
IV
136.3%
B/E move
0.2%
Puts
Pseudo strike
31.20
IV
190.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
25.20
IV
162.0%
B/E move
0.2%
Puts
Pseudo strike
31.71
IV
184.0%
B/E move
1.1%