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Invesco CurrencyShares British Pound Sterling Trust FXB

i

Market dataready · fetched 2026-11-06T21:07:26.568Z

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 · 2026-11-06T21:00:00.323628244Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:07:25.903628+00:00

Share price$128.27
1D-0.1%
AH$128.20$128.28$128.36$128.44$128.525:30 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$0.15$1.35$2.55$3.74$4.94$125.48$126.88$128.28$129.68$131.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXB spot · $128.27FXB PRICE$0.28$0.35$0.43$0.50$0.58$0.72$0.85$0.99$1.17$1.50$1.82$2.00$2.11$0.35$0.37$0.41$0.46$0.51$0.61$0.70$0.80$0.90$1.42$2.48$3.53$4.59
PutsExpensive1.62×
CallsExpensive1.76×
SkewNeutral-0.05 pp
Implied moveBullish±$1.56
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.7410.2%2.1%125.9612.2%2.1%
25Δ130.179.6%1.8%126.839.9%1.4%
30Δ129.749.0%1.5%127.308.7%1.1%
35Δ129.378.6%1.2%127.677.8%0.8%
40Δ129.008.1%1.0%128.027.0%0.6%
45Δ128.738.2%0.9%128.246.9%0.5%
50Δ128.478.3%0.8%128.456.8%0.4%
55Δ128.208.4%0.7%128.676.6%0.3%
60Δ127.918.7%0.6%128.886.5%0.2%
65Δ127.529.4%0.6%129.497.5%0.2%
70Δ127.1310.2%0.5%130.589.8%0.1%
75Δ126.879.7%0.5%131.6712.2%0.1%
80Δ126.678.7%0.4%132.7714.5%0.1%

20Δ

Calls
Pseudo strike
130.74
IV
10.2%
B/E move
2.1%
Puts
Pseudo strike
125.96
IV
12.2%
B/E move
2.1%

25Δ

Calls
Pseudo strike
130.17
IV
9.6%
B/E move
1.8%
Puts
Pseudo strike
126.83
IV
9.9%
B/E move
1.4%

30Δ

Calls
Pseudo strike
129.74
IV
9.0%
B/E move
1.5%
Puts
Pseudo strike
127.30
IV
8.7%
B/E move
1.1%

35Δ

Calls
Pseudo strike
129.37
IV
8.6%
B/E move
1.2%
Puts
Pseudo strike
127.67
IV
7.8%
B/E move
0.8%

40Δ

Calls
Pseudo strike
129.00
IV
8.1%
B/E move
1.0%
Puts
Pseudo strike
128.02
IV
7.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
128.73
IV
8.2%
B/E move
0.9%
Puts
Pseudo strike
128.24
IV
6.9%
B/E move
0.5%

50Δ

Calls
Pseudo strike
128.47
IV
8.3%
B/E move
0.8%
Puts
Pseudo strike
128.45
IV
6.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
128.20
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
128.67
IV
6.6%
B/E move
0.3%

60Δ

Calls
Pseudo strike
127.91
IV
8.7%
B/E move
0.6%
Puts
Pseudo strike
128.88
IV
6.5%
B/E move
0.2%

65Δ

Calls
Pseudo strike
127.52
IV
9.4%
B/E move
0.6%
Puts
Pseudo strike
129.49
IV
7.5%
B/E move
0.2%

70Δ

Calls
Pseudo strike
127.13
IV
10.2%
B/E move
0.5%
Puts
Pseudo strike
130.58
IV
9.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
126.87
IV
9.7%
B/E move
0.5%
Puts
Pseudo strike
131.67
IV
12.2%
B/E move
0.1%

80Δ

Calls
Pseudo strike
126.67
IV
8.7%
B/E move
0.4%
Puts
Pseudo strike
132.77
IV
14.5%
B/E move
0.1%

Options history

IV · four-Friday blend7.41%
Daily close
FXB4.7%10.5%16.4%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 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%