Currency exchange-traded funds (ETFs) and exchange-traded notes (ETNs) with listed US options can help investors manage their global currency exposures.

Currency ETFs and ETNs can increase help investors accomplish the following:

  • diversify portfolios
  • create exposure to the currency markets
  • hedge for inflation, portfolio risk, and foreign risk
  • add income
  • arbitrage options prices

Below is a list of currency ETFs and ETNs that carry US equity options. These options are SEC regulated securities and cleared by the Options Clearing Corporation.

ORATS covers all US options including those on currencies options following. The graphic below show the average options volume (avgOptVolu20d), open interest (oi), front month at-the-money implied volatilities (atmIvM1 & M2), and days to expiration (dtExm1 & m2).

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Using the ORATS API, the important options information is reported and conveniently accessible historically. For example, the graph below of the constant maturity implied volatility 30 days to expiration can be shown back to 2009. Below is for the most options volume ticker UUP, the Invesco DB US Dollar Index Bullish Fund.

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Here's an entire list of the options data available for each ticker ORATS covers, nearly 4500 of them: https://docs.orats.io/data-api-guide/definitions.html

 

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