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).

null

 

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.

null

 

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

 

related posts

Finding The At-The-Money Strike Given Ticker and Trade Date
Sep
17
Data, options quotes, data api, straddle

Finding The At-The-Money Strike Given Ticker and Trade Date

We had a question today, "Can I get the nearest ATM strike for a given ticker and tradeDate?"

Read Post
We Offer 2-Minute Options Market Quotes Snapshots
Aug
20
Markets, options quotes, liquidity, volume

We Offer 2-Minute Options Market Quotes Snapshots

In addition to our near end-of-day options quotes, greeks and theoretical price data, we offer...

Read Post

We're here, if you need us.

Still curious how we can help you?




LET'S CHAT