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Invesco CurrencyShares British Pound Sterling Trust FXB

i

Market dataready · fetched 2026-11-04T04:56:54.046Z

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 · 2026-11-04T01:00:00.120542733Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:56:53.666663+00:00

Share price$128.81
1D-0.0%
AH$128.84$128.89$128.95$129.00$129.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXB
Sold putSold callAH

Invesco CurrencyShares British Pound Sterling Trust options

Live interpolated FXB call and put midpoint premiums by absolute delta.Invesco CurrencyShares British Pound Sterling Trust$0.17$0.89$1.61$2.33$3.05$127.34$128.37$129.40$130.42$131.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXB spot · $128.81FXB PRICE$0.25$0.32$0.40$0.49$0.61$0.73$0.85$0.96$1.07$1.18$1.30$2.76$2.85$0.28$0.36$0.43$0.51$0.59$0.68$0.80$0.99$1.18$1.36$1.72$2.15
Puts——
CallsExpensive1.51×
Skew——
Implied moveBullish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.028.2%1.9%127.029.0%1.6%
25Δ130.637.9%1.7%127.468.6%1.3%
30Δ130.257.7%1.4%127.908.2%1.0%
35Δ129.907.5%1.2%128.237.8%0.9%
40Δ129.627.6%1.1%128.527.5%0.7%
45Δ129.357.6%1.0%128.827.2%0.5%
50Δ129.077.7%0.9%129.107.0%0.4%
55Δ128.827.5%0.8%129.377.3%0.3%
60Δ128.597.2%0.7%129.647.5%0.3%
65Δ128.356.9%0.6%129.917.7%0.2%
70Δ128.116.6%0.5%130.348.3%0.2%
75Δ126.7912.4%0.6%130.839.1%0.1%
80Δ126.4711.1%0.4%

20Δ

Calls
Pseudo strike
131.02
IV
8.2%
B/E move
1.9%
Puts
Pseudo strike
127.02
IV
9.0%
B/E move
1.6%

25Δ

Calls
Pseudo strike
130.63
IV
7.9%
B/E move
1.7%
Puts
Pseudo strike
127.46
IV
8.6%
B/E move
1.3%

30Δ

Calls
Pseudo strike
130.25
IV
7.7%
B/E move
1.4%
Puts
Pseudo strike
127.90
IV
8.2%
B/E move
1.0%

35Δ

Calls
Pseudo strike
129.90
IV
7.5%
B/E move
1.2%
Puts
Pseudo strike
128.23
IV
7.8%
B/E move
0.9%

40Δ

Calls
Pseudo strike
129.62
IV
7.6%
B/E move
1.1%
Puts
Pseudo strike
128.52
IV
7.5%
B/E move
0.7%

45Δ

Calls
Pseudo strike
129.35
IV
7.6%
B/E move
1.0%
Puts
Pseudo strike
128.82
IV
7.2%
B/E move
0.5%

50Δ

Calls
Pseudo strike
129.07
IV
7.7%
B/E move
0.9%
Puts
Pseudo strike
129.10
IV
7.0%
B/E move
0.4%

55Δ

Calls
Pseudo strike
128.82
IV
7.5%
B/E move
0.8%
Puts
Pseudo strike
129.37
IV
7.3%
B/E move
0.3%

60Δ

Calls
Pseudo strike
128.59
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
129.64
IV
7.5%
B/E move
0.3%

65Δ

Calls
Pseudo strike
128.35
IV
6.9%
B/E move
0.6%
Puts
Pseudo strike
129.91
IV
7.7%
B/E move
0.2%

70Δ

Calls
Pseudo strike
128.11
IV
6.6%
B/E move
0.5%
Puts
Pseudo strike
130.34
IV
8.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
126.79
IV
12.4%
B/E move
0.6%
Puts
Pseudo strike
130.83
IV
9.1%
B/E move
0.1%

80Δ

Calls
Pseudo strike
126.47
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend7.41%
Daily close
FXB4.7%10.5%16.4%2026-08-05: 6.03%2026-08-06: 6.35%2026-08-07: 5.88%2026-08-10: 7.51%2026-08-11: 7.24%2026-08-12: 7.00%2026-08-13: 7.01%2026-08-14: 7.05%2026-08-17: 6.86%2026-08-18: 6.83%2026-08-19: 7.97%2026-08-20: 8.81%2026-08-24: 5.48%2026-08-26: 6.21%2026-08-27: 5.55%2026-08-28: 6.02%2026-08-31: 6.43%2026-09-01: 6.29%2026-09-02: 6.93%2026-09-03: 6.41%2026-09-04: 5.93%2026-09-08: 6.99%2026-09-09: 6.17%2026-09-10: 6.03%2026-09-11: 6.10%2026-09-14: 9.54%2026-09-16: 12.45%2026-09-17: 15.57%2026-09-18: 7.20%2026-09-21: 7.13%2026-09-22: 6.98%2026-09-23: 7.70%2026-09-24: 7.45%2026-09-25: 7.80%2026-09-28: 7.95%2026-09-29: 8.35%2026-09-30: 7.41%2026-10-01: 7.75%2026-10-02: 7.60%2026-10-05: 8.48%2026-10-06: 8.16%2026-10-07: 7.70%2026-10-08: 8.28%2026-10-09: 8.24%2026-10-12: 8.33%2026-10-13: 8.17%2026-10-14: 8.92%2026-10-15: 8.98%2026-10-16: 7.51%2026-10-19: 7.90%2026-10-20: 7.61%2026-10-21: 7.44%2026-10-22: 7.53%2026-10-23: 7.29%2026-10-26: 7.60%2026-10-27: 7.61%2026-10-28: 8.27%2026-10-29: 7.75%2026-10-30: 7.41%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
6.03%
6.35%
5.88%
7.51%
7.24%
7.00%
7.01%
7.05%
6.86%
6.83%
7.97%
8.81%
5.48%
6.21%
5.55%
6.02%
6.43%
6.29%
6.93%
6.41%
5.93%
6.99%
6.17%
6.03%
6.10%
9.54%
12.45%
15.57%
7.20%
7.13%
6.98%
7.70%
7.45%
7.80%
7.95%
8.35%
7.41%
7.75%
7.60%
8.48%
8.16%
7.70%
8.28%
8.24%
8.33%
8.17%
8.92%
8.98%
7.51%
7.90%
7.61%
7.44%
7.53%
7.29%
7.60%
7.61%
8.27%
7.75%
7.41%