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Invesco DB US Dollar Index Bullish Fund UUP

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Market dataready · fetched 2026-10-16T00:16:57.382Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.143801377Z

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$0.33$1.02$1.70$2.39$3.08$22.27$25.07$27.88$30.68$33.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UUP spot · $29.00UUP PRICE$0.73$1.07$1.07$1.03$0.87$0.72$0.56$0.40$0.61$1.00$1.39$1.78$2.17$2.45$2.45$1.28$1.59$0.55$1.00$2.27$2.74$2.64$2.54$2.47$2.68$2.88
PutsExpensive7.86×
CallsExpensive4.23×
SkewBearish+24.68 pp
Implied moveBearish±$2.83
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.5569.6%25.1%21.25179.4%35.2%
25Δ36.7690.8%30.5%23.82141.9%26.3%
30Δ33.4569.5%19.1%26.7366.1%12.2%
35Δ31.8255.4%13.3%27.1471.7%11.9%
40Δ31.1744.5%10.5%28.5123.5%3.6%
45Δ30.5233.5%7.7%29.3124.1%2.4%
50Δ29.8622.5%4.9%29.8051.9%5.1%
55Δ29.2111.6%2.1%30.1758.6%5.4%
60Δ28.7410.5%1.2%30.4550.5%4.1%
65Δ28.3514.2%1.2%30.7442.4%2.8%
70Δ27.9618.0%1.2%31.0334.9%1.5%
75Δ27.5721.7%1.2%31.3632.6%1.1%
80Δ27.1825.4%1.2%31.7030.4%0.7%

20Δ

Calls
Pseudo strike
35.55
IV
69.6%
B/E move
25.1%
Puts
Pseudo strike
21.25
IV
179.4%
B/E move
35.2%

25Δ

Calls
Pseudo strike
36.76
IV
90.8%
B/E move
30.5%
Puts
Pseudo strike
23.82
IV
141.9%
B/E move
26.3%

30Δ

Calls
Pseudo strike
33.45
IV
69.5%
B/E move
19.1%
Puts
Pseudo strike
26.73
IV
66.1%
B/E move
12.2%

35Δ

Calls
Pseudo strike
31.82
IV
55.4%
B/E move
13.3%
Puts
Pseudo strike
27.14
IV
71.7%
B/E move
11.9%

40Δ

Calls
Pseudo strike
31.17
IV
44.5%
B/E move
10.5%
Puts
Pseudo strike
28.51
IV
23.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
30.52
IV
33.5%
B/E move
7.7%
Puts
Pseudo strike
29.31
IV
24.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
29.86
IV
22.5%
B/E move
4.9%
Puts
Pseudo strike
29.80
IV
51.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
29.21
IV
11.6%
B/E move
2.1%
Puts
Pseudo strike
30.17
IV
58.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
28.74
IV
10.5%
B/E move
1.2%
Puts
Pseudo strike
30.45
IV
50.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
28.35
IV
14.2%
B/E move
1.2%
Puts
Pseudo strike
30.74
IV
42.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
27.96
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
31.03
IV
34.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
27.57
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
31.36
IV
32.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
27.18
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
31.70
IV
30.4%
B/E move
0.7%