Proshares Ultra XRP ETF UXRP
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Market dataready · fetched 2026-11-12T02:51:14.434Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.034926585Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:14.085335+00:00
Proshares Ultra XRP ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.82 | 470.5% | 41.5% | |||
| 25Δ | 7.12 | 175.7% | 18.5% | |||
| 30Δ | 12.40 | 340.5% | 58.5% | 7.42 | 169.7% | 16.1% |
| 35Δ | 12.15 | 373.5% | 57.6% | 7.71 | 163.7% | 13.7% |
| 40Δ | 8.01 | 157.9% | 11.3% | |||
| 45Δ | 8.73 | 149.4% | 12.8% | 8.26 | 155.8% | 9.9% |
| 50Δ | 8.49 | 155.1% | 11.5% | 8.51 | 153.8% | 8.5% |
| 55Δ | 8.25 | 160.7% | 10.1% | 8.77 | 151.7% | 7.1% |
| 60Δ | 8.01 | 166.4% | 8.7% | 9.03 | 149.6% | 5.8% |
| 65Δ | 9.35 | 146.7% | 5.0% | |||
| 70Δ | 9.68 | 143.8% | 4.1% | |||
| 75Δ | 10.01 | 140.9% | 3.3% | |||
| 80Δ | 10.33 | 138.0% | 2.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.82
- IV
- 470.5%
- B/E move
- 41.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.12
- IV
- 175.7%
- B/E move
- 18.5%
30Δ
- Pseudo strike
- 12.40
- IV
- 340.5%
- B/E move
- 58.5%
- Pseudo strike
- 7.42
- IV
- 169.7%
- B/E move
- 16.1%
35Δ
- Pseudo strike
- 12.15
- IV
- 373.5%
- B/E move
- 57.6%
- Pseudo strike
- 7.71
- IV
- 163.7%
- B/E move
- 13.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.01
- IV
- 157.9%
- B/E move
- 11.3%
45Δ
- Pseudo strike
- 8.73
- IV
- 149.4%
- B/E move
- 12.8%
- Pseudo strike
- 8.26
- IV
- 155.8%
- B/E move
- 9.9%
50Δ
- Pseudo strike
- 8.49
- IV
- 155.1%
- B/E move
- 11.5%
- Pseudo strike
- 8.51
- IV
- 153.8%
- B/E move
- 8.5%
55Δ
- Pseudo strike
- 8.25
- IV
- 160.7%
- B/E move
- 10.1%
- Pseudo strike
- 8.77
- IV
- 151.7%
- B/E move
- 7.1%
60Δ
- Pseudo strike
- 8.01
- IV
- 166.4%
- B/E move
- 8.7%
- Pseudo strike
- 9.03
- IV
- 149.6%
- B/E move
- 5.8%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.35
- IV
- 146.7%
- B/E move
- 5.0%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.68
- IV
- 143.8%
- B/E move
- 4.1%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.01
- IV
- 140.9%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.33
- IV
- 138.0%
- B/E move
- 2.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 128.03% | |
| 161.30% |