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Grayscale XRP Trust ETF GXRP

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Market datapartial · fetched 2026-10-22T23:24:21.178Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.001487859Z

FundamentalsAlpha Vantage · unavailable

Share price$25.20
1D-2.1%
AH$25.13$25.29$25.45$25.61$25.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXRP
Sold putSold callAH

Grayscale XRP Trust ETF options

Live interpolated GXRP call and put midpoint premiums by absolute delta.Grayscale XRP Trust ETF$0.45$2.01$3.57$5.13$6.69$18.65$22.21$25.76$29.31$32.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXRP spot · $25.20GXRP PRICE$0.62$0.80$1.00$1.21$1.43$1.69$1.98$2.25$2.61$2.99$3.35$3.95$4.54$0.68$0.89$1.11$1.37$1.65$1.95$2.29$2.76$3.28$3.77$4.29$4.93$6.24
PutsExpensive1.12×
CallsExpensive1.65×
SkewBullish-7.51 pp
Implied moveBearish±$4.26
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0687.3%29.7%21.5676.4%17.1%
25Δ30.5284.1%24.3%22.4174.8%14.6%
30Δ29.3882.9%20.6%23.1773.3%12.5%
35Δ28.3881.8%17.5%23.8572.6%10.8%
40Δ27.4780.0%14.7%24.5172.0%9.3%
45Δ26.6679.3%12.5%25.1571.3%7.9%
50Δ25.9379.7%10.7%25.7870.6%6.8%
55Δ25.2078.1%8.9%26.4972.1%5.8%
60Δ24.4978.4%7.5%27.2373.7%5.0%
65Δ23.7978.6%6.2%27.9673.2%4.0%
70Δ23.1076.9%4.9%28.7071.7%3.1%
75Δ22.2779.6%4.0%29.5371.0%2.4%
80Δ21.4479.9%3.1%30.9976.1%1.8%

20Δ

Calls
Pseudo strike
32.06
IV
87.3%
B/E move
29.7%
Puts
Pseudo strike
21.56
IV
76.4%
B/E move
17.1%

25Δ

Calls
Pseudo strike
30.52
IV
84.1%
B/E move
24.3%
Puts
Pseudo strike
22.41
IV
74.8%
B/E move
14.6%

30Δ

Calls
Pseudo strike
29.38
IV
82.9%
B/E move
20.6%
Puts
Pseudo strike
23.17
IV
73.3%
B/E move
12.5%

35Δ

Calls
Pseudo strike
28.38
IV
81.8%
B/E move
17.5%
Puts
Pseudo strike
23.85
IV
72.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
27.47
IV
80.0%
B/E move
14.7%
Puts
Pseudo strike
24.51
IV
72.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
26.66
IV
79.3%
B/E move
12.5%
Puts
Pseudo strike
25.15
IV
71.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
25.93
IV
79.7%
B/E move
10.7%
Puts
Pseudo strike
25.78
IV
70.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
25.20
IV
78.1%
B/E move
8.9%
Puts
Pseudo strike
26.49
IV
72.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
24.49
IV
78.4%
B/E move
7.5%
Puts
Pseudo strike
27.23
IV
73.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
23.79
IV
78.6%
B/E move
6.2%
Puts
Pseudo strike
27.96
IV
73.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
23.10
IV
76.9%
B/E move
4.9%
Puts
Pseudo strike
28.70
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
22.27
IV
79.6%
B/E move
4.0%
Puts
Pseudo strike
29.53
IV
71.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
21.44
IV
79.9%
B/E move
3.1%
Puts
Pseudo strike
30.99
IV
76.1%
B/E move
1.8%

Options history

No recorded observations