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Invesco DB US Dollar Index Bullish Fund UUP

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Market dataready · fetched 2026-10-15T21:04:31.580Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · ready

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$25.10$27.35$29.60$31.85$34.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $29.00OPTION PRICELive UUP spot · $29.00UUP PRICE$0.15$0.58$1.84$2.45$2.45$2.45$0.51$0.61$1.26$1.91$2.56$3.21$3.86$1.07$1.07$0.90$0.66$0.41$0.17$0.23$0.71$1.19$1.67$2.15$2.61$3.02
PutsExpensive35.67×
CallsExpensive54.34×
SkewBullish-80.93 pp
Implied moveBullish±$0.74
TiltBullish20.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5196.0%5.7%23.71563.5%21.9%
25Δ31.43215.1%10.4%25.57434.9%15.5%
30Δ35.86609.4%30.0%26.50338.1%11.7%
35Δ36.91799.6%35.7%27.20245.0%8.5%
40Δ33.90703.1%25.3%27.90151.9%5.2%
45Δ31.45576.0%16.9%28.5958.8%2.0%
50Δ29.37111.6%3.0%29.1720.3%0.2%
55Δ28.4633.9%0.3%29.5658.2%0.5%
60Δ27.8159.9%0.2%29.9696.2%0.8%
65Δ27.1685.9%0.2%30.36134.1%1.1%
70Δ26.51111.9%0.2%30.75172.1%1.4%
75Δ25.85137.9%0.2%31.19192.9%1.4%
80Δ25.20163.9%0.2%31.71186.1%1.1%

20Δ

Calls
Pseudo strike
30.51
IV
96.0%
B/E move
5.7%
Puts
Pseudo strike
23.71
IV
563.5%
B/E move
21.9%

25Δ

Calls
Pseudo strike
31.43
IV
215.1%
B/E move
10.4%
Puts
Pseudo strike
25.57
IV
434.9%
B/E move
15.5%

30Δ

Calls
Pseudo strike
35.86
IV
609.4%
B/E move
30.0%
Puts
Pseudo strike
26.50
IV
338.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
36.91
IV
799.6%
B/E move
35.7%
Puts
Pseudo strike
27.20
IV
245.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
33.90
IV
703.1%
B/E move
25.3%
Puts
Pseudo strike
27.90
IV
151.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
31.45
IV
576.0%
B/E move
16.9%
Puts
Pseudo strike
28.59
IV
58.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
29.37
IV
111.6%
B/E move
3.0%
Puts
Pseudo strike
29.17
IV
20.3%
B/E move
0.2%

55Δ

Calls
Pseudo strike
28.46
IV
33.9%
B/E move
0.3%
Puts
Pseudo strike
29.56
IV
58.2%
B/E move
0.5%

60Δ

Calls
Pseudo strike
27.81
IV
59.9%
B/E move
0.2%
Puts
Pseudo strike
29.96
IV
96.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
27.16
IV
85.9%
B/E move
0.2%
Puts
Pseudo strike
30.36
IV
134.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
26.51
IV
111.9%
B/E move
0.2%
Puts
Pseudo strike
30.75
IV
172.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
25.85
IV
137.9%
B/E move
0.2%
Puts
Pseudo strike
31.19
IV
192.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
25.20
IV
163.9%
B/E move
0.2%
Puts
Pseudo strike
31.71
IV
186.1%
B/E move
1.1%