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Grayscale XRP Trust ETF GXRP

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Market datapartial · fetched 2026-10-23T17:39:31.903Z

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 · 2026-10-23T16:32:36.375236161Z

FundamentalsAlpha Vantage · unavailable

Share price$25.36
1D-0.5%
$25.32$25.39$25.46$25.52$25.595:30 AM6:30 AM9:00 AM1:00 PMGXRP
Sold putSold call

Grayscale XRP Trust ETF options

Live interpolated GXRP call and put midpoint premiums by absolute delta.Grayscale XRP Trust ETF$0.37$2.43$4.50$6.57$8.64$18.46$21.92$25.38$28.85$32.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXRP spot · $25.36GXRP PRICE$0.59$0.78$0.98$1.19$1.42$1.68$2.00$2.33$2.65$2.99$3.37$3.90$4.50$0.68$0.99$1.36$1.73$2.09$2.46$2.83$3.20$3.57$4.27$5.52$6.78$8.04
PutsExpensive1.27×
CallsExpensive1.81×
SkewBullish-0.81 pp
Implied moveBearish±$4.83
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7683.2%27.6%21.6777.7%17.2%
25Δ30.5982.3%23.8%22.5276.4%15.1%
30Δ29.4381.5%19.9%23.2376.6%13.7%
35Δ28.4680.5%16.9%23.9576.9%12.3%
40Δ27.6079.5%14.4%24.6777.1%11.0%
45Δ26.7878.9%12.2%25.3977.3%9.6%
50Δ26.0779.1%10.7%26.1177.6%8.2%
55Δ25.3679.2%9.2%26.8377.8%6.8%
60Δ24.6579.4%7.7%27.5578.1%5.4%
65Δ23.9479.5%6.2%28.5379.2%4.3%
70Δ23.2478.1%4.9%29.9881.8%3.6%
75Δ22.4578.1%3.9%31.4284.3%2.8%
80Δ21.6278.7%3.0%32.8786.9%2.1%

20Δ

Calls
Pseudo strike
31.76
IV
83.2%
B/E move
27.6%
Puts
Pseudo strike
21.67
IV
77.7%
B/E move
17.2%

25Δ

Calls
Pseudo strike
30.59
IV
82.3%
B/E move
23.8%
Puts
Pseudo strike
22.52
IV
76.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
29.43
IV
81.5%
B/E move
19.9%
Puts
Pseudo strike
23.23
IV
76.6%
B/E move
13.7%

35Δ

Calls
Pseudo strike
28.46
IV
80.5%
B/E move
16.9%
Puts
Pseudo strike
23.95
IV
76.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
27.60
IV
79.5%
B/E move
14.4%
Puts
Pseudo strike
24.67
IV
77.1%
B/E move
11.0%

45Δ

Calls
Pseudo strike
26.78
IV
78.9%
B/E move
12.2%
Puts
Pseudo strike
25.39
IV
77.3%
B/E move
9.6%

50Δ

Calls
Pseudo strike
26.07
IV
79.1%
B/E move
10.7%
Puts
Pseudo strike
26.11
IV
77.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
25.36
IV
79.2%
B/E move
9.2%
Puts
Pseudo strike
26.83
IV
77.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
24.65
IV
79.4%
B/E move
7.7%
Puts
Pseudo strike
27.55
IV
78.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
23.94
IV
79.5%
B/E move
6.2%
Puts
Pseudo strike
28.53
IV
79.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
23.24
IV
78.1%
B/E move
4.9%
Puts
Pseudo strike
29.98
IV
81.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
22.45
IV
78.1%
B/E move
3.9%
Puts
Pseudo strike
31.42
IV
84.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
21.62
IV
78.7%
B/E move
3.0%
Puts
Pseudo strike
32.87
IV
86.9%
B/E move
2.1%

Options history

No recorded observations