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Grayscale XRP Trust ETF GXRP

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Market datapartial · fetched 2026-10-22T15:52:37.597Z

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 · 2026-10-22T15:37:56.30992461Z

FundamentalsAlpha Vantage · unavailable

Share price$25.57
1D-0.6%
$25.56$25.60$25.65$25.70$25.745:30 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$0.40$2.31$4.23$6.14$8.06$18.37$22.00$25.63$29.26$32.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXRP spot · $25.57GXRP PRICE$0.61$0.80$0.99$1.20$1.43$1.71$1.96$2.26$2.61$2.99$3.55$4.15$4.80$0.72$0.95$1.21$1.50$1.85$2.22$2.64$3.11$3.58$4.29$5.12$6.17$7.51
PutsExpensive1.20×
CallsExpensive1.61×
SkewNeutral+0.09 pp
Implied moveBearish±$4.60
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1983.8%28.3%21.7679.8%17.7%
25Δ30.8682.8%23.8%22.6378.4%15.2%
30Δ29.6880.8%19.9%23.4277.6%13.1%
35Δ28.6879.3%16.8%24.1577.6%11.4%
40Δ27.7978.2%14.3%24.8578.6%10.0%
45Δ27.0579.3%12.5%25.5778.7%8.7%
50Δ26.2877.5%10.4%26.3078.9%7.5%
55Δ25.5677.0%8.8%27.0579.4%6.4%
60Δ24.8577.2%7.4%27.8078.4%5.3%
65Δ24.1577.5%6.1%28.7380.4%4.4%
70Δ23.3580.6%5.2%29.7882.4%3.6%
75Δ22.5082.9%4.2%31.0284.9%2.8%
80Δ21.6084.0%3.2%32.5586.8%2.0%

20Δ

Calls
Pseudo strike
32.19
IV
83.8%
B/E move
28.3%
Puts
Pseudo strike
21.76
IV
79.8%
B/E move
17.7%

25Δ

Calls
Pseudo strike
30.86
IV
82.8%
B/E move
23.8%
Puts
Pseudo strike
22.63
IV
78.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
29.68
IV
80.8%
B/E move
19.9%
Puts
Pseudo strike
23.42
IV
77.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
28.68
IV
79.3%
B/E move
16.8%
Puts
Pseudo strike
24.15
IV
77.6%
B/E move
11.4%

40Δ

Calls
Pseudo strike
27.79
IV
78.2%
B/E move
14.3%
Puts
Pseudo strike
24.85
IV
78.6%
B/E move
10.0%

45Δ

Calls
Pseudo strike
27.05
IV
79.3%
B/E move
12.5%
Puts
Pseudo strike
25.57
IV
78.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
26.28
IV
77.5%
B/E move
10.4%
Puts
Pseudo strike
26.30
IV
78.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
25.56
IV
77.0%
B/E move
8.8%
Puts
Pseudo strike
27.05
IV
79.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
24.85
IV
77.2%
B/E move
7.4%
Puts
Pseudo strike
27.80
IV
78.4%
B/E move
5.3%

65Δ

Calls
Pseudo strike
24.15
IV
77.5%
B/E move
6.1%
Puts
Pseudo strike
28.73
IV
80.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
23.35
IV
80.6%
B/E move
5.2%
Puts
Pseudo strike
29.78
IV
82.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
22.50
IV
82.9%
B/E move
4.2%
Puts
Pseudo strike
31.02
IV
84.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
21.60
IV
84.0%
B/E move
3.2%
Puts
Pseudo strike
32.55
IV
86.8%
B/E move
2.0%

Options history

No recorded observations