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Grayscale XRP Trust ETF GXRP

i

Market dataready · fetched 2026-11-13T01:28:36.940Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.146784233Z

FundamentalsGrayscale · ready · as of 2026-11-12 · fetched 2026-11-13T01:28:36.417860+00:00

Share price$20.05
1D+0.1%
AH$19.65$19.76$19.87$19.97$20.085:30 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$0.19$1.23$2.28$3.32$4.36$16.20$18.70$21.20$23.70$26.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXRP spot · $20.05GXRP PRICE$0.30$0.35$0.47$0.58$0.68$0.73$0.77$0.84$0.96$1.08$1.20$1.32$1.48$0.31$0.36$0.44$0.55$0.67$0.79$0.97$1.17$1.38$1.68$2.10$2.72$4.06
PutsCheap0.84×
CallsExpensive2.12×
SkewBearish+9.44 pp
Implied moveBearish±$1.74
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9399.3%15.9%18.1189.7%11.2%
25Δ22.0085.1%11.5%18.6379.6%8.9%
30Δ21.6486.9%10.3%19.0872.6%7.0%
35Δ21.2988.6%9.1%19.3672.6%6.2%
40Δ20.9388.3%7.8%19.6472.6%5.4%
45Δ20.5879.5%6.3%19.9172.6%4.6%
50Δ20.2370.6%4.8%20.2174.1%4.0%
55Δ19.9264.2%3.6%20.5276.2%3.5%
60Δ19.7062.5%3.0%20.8378.3%3.0%
65Δ19.4760.8%2.5%21.2282.1%2.6%
70Δ19.2559.1%2.0%21.7187.9%2.2%
75Δ19.0257.3%1.4%22.3997.6%1.9%
80Δ18.7953.1%1.1%23.76122.0%1.7%

20Δ

Calls
Pseudo strike
22.93
IV
99.3%
B/E move
15.9%
Puts
Pseudo strike
18.11
IV
89.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
22.00
IV
85.1%
B/E move
11.5%
Puts
Pseudo strike
18.63
IV
79.6%
B/E move
8.9%

30Δ

Calls
Pseudo strike
21.64
IV
86.9%
B/E move
10.3%
Puts
Pseudo strike
19.08
IV
72.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
21.29
IV
88.6%
B/E move
9.1%
Puts
Pseudo strike
19.36
IV
72.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
20.93
IV
88.3%
B/E move
7.8%
Puts
Pseudo strike
19.64
IV
72.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
20.58
IV
79.5%
B/E move
6.3%
Puts
Pseudo strike
19.91
IV
72.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
20.23
IV
70.6%
B/E move
4.8%
Puts
Pseudo strike
20.21
IV
74.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
19.92
IV
64.2%
B/E move
3.6%
Puts
Pseudo strike
20.52
IV
76.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
19.70
IV
62.5%
B/E move
3.0%
Puts
Pseudo strike
20.83
IV
78.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
19.47
IV
60.8%
B/E move
2.5%
Puts
Pseudo strike
21.22
IV
82.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
19.25
IV
59.1%
B/E move
2.0%
Puts
Pseudo strike
21.71
IV
87.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
19.02
IV
57.3%
B/E move
1.4%
Puts
Pseudo strike
22.39
IV
97.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
18.79
IV
53.1%
B/E move
1.1%
Puts
Pseudo strike
23.76
IV
122.0%
B/E move
1.7%

Options history

IV · four-Friday blend77.17%
Daily close
GXRP55.7%70.1%84.5%2026-08-14: 57.67%2026-08-17: 60.35%2026-08-18: 62.69%2026-08-19: 66.96%2026-08-20: 73.96%2026-08-24: 67.96%2026-08-25: 68.39%2026-08-26: 67.41%2026-08-27: 68.95%2026-08-28: 66.72%2026-08-31: 66.89%2026-09-01: 68.83%2026-09-02: 67.57%2026-09-03: 68.54%2026-09-04: 67.68%2026-09-08: 72.54%2026-09-09: 70.40%2026-09-10: 69.02%2026-09-11: 66.79%2026-09-14: 71.06%2026-09-15: 73.81%2026-09-16: 74.31%2026-09-17: 72.21%2026-09-18: 65.36%2026-09-21: 67.41%2026-09-22: 68.55%2026-09-23: 71.69%2026-09-24: 70.12%2026-09-25: 74.02%2026-09-28: 76.98%2026-09-29: 75.48%2026-09-30: 74.22%2026-10-01: 73.12%2026-10-02: 72.10%2026-10-05: 73.30%2026-10-06: 74.79%2026-10-07: 74.17%2026-10-08: 75.07%2026-10-09: 72.29%2026-10-12: 76.54%2026-10-13: 78.47%2026-10-14: 80.35%2026-10-15: 82.50%2026-10-16: 76.06%2026-10-19: 73.66%2026-10-20: 74.90%2026-10-21: 74.41%2026-10-22: 75.95%2026-10-23: 76.71%2026-10-26: 76.31%2026-10-27: 75.40%2026-10-28: 74.45%2026-10-29: 73.56%2026-10-30: 77.17%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
57.67%
60.35%
62.69%
66.96%
73.96%
67.96%
68.39%
67.41%
68.95%
66.72%
66.89%
68.83%
67.57%
68.54%
67.68%
72.54%
70.40%
69.02%
66.79%
71.06%
73.81%
74.31%
72.21%
65.36%
67.41%
68.55%
71.69%
70.12%
74.02%
76.98%
75.48%
74.22%
73.12%
72.10%
73.30%
74.79%
74.17%
75.07%
72.29%
76.54%
78.47%
80.35%
82.50%
76.06%
73.66%
74.90%
74.41%
75.95%
76.71%
76.31%
75.40%
74.45%
73.56%
77.17%