IntraAlpha
Create free account Start free

Bitwise XRP ETF XRP

i

Market dataready · fetched 2026-11-12T16:03:41.985Z

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 · 2026-11-12T16:02:45.359212184Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:41.388886+00:00

Share price$11.44
1D-1.0%
$11.33$11.39$11.45$11.51$11.575:30 AM6:30 AM9:00 AM1:00 PMXRP
Sold putSold call

Bitwise XRP ETF options

Live interpolated XRP call and put midpoint premiums by absolute delta.Bitwise XRP ETF$0.21$0.48$0.75$1.02$1.29$9.09$10.70$12.32$13.93$15.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XRP spot · $11.44XRP PRICE$0.24$0.27$0.36$0.45$0.54$0.63$0.71$0.80$0.94$1.07$1.21$0.44$0.47$0.31$0.42$0.54$0.65$0.77$0.88
Puts——
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.27201.1%22.8%
25Δ10.00165.4%16.7%
30Δ12.3177.5%9.7%
35Δ12.0072.1%7.4%11.0967.9%5.7%
40Δ11.8373.8%6.7%11.2671.6%5.3%
45Δ11.6775.7%6.0%11.4375.4%4.8%
50Δ11.5077.5%5.3%11.6079.1%4.3%
55Δ11.3379.3%4.6%11.7782.9%3.8%
60Δ11.1781.2%3.9%11.9486.6%3.3%
65Δ11.0083.0%3.2%
70Δ10.8080.9%2.7%
75Δ10.6178.8%2.2%
80Δ10.4176.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
201.1%
B/E move
22.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.00
IV
165.4%
B/E move
16.7%

30Δ

Calls
Pseudo strike
12.31
IV
77.5%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.00
IV
72.1%
B/E move
7.4%
Puts
Pseudo strike
11.09
IV
67.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
11.83
IV
73.8%
B/E move
6.7%
Puts
Pseudo strike
11.26
IV
71.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
11.67
IV
75.7%
B/E move
6.0%
Puts
Pseudo strike
11.43
IV
75.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
11.50
IV
77.5%
B/E move
5.3%
Puts
Pseudo strike
11.60
IV
79.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
11.33
IV
79.3%
B/E move
4.6%
Puts
Pseudo strike
11.77
IV
82.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
11.17
IV
81.2%
B/E move
3.9%
Puts
Pseudo strike
11.94
IV
86.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
11.00
IV
83.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.80
IV
80.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.61
IV
78.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.41
IV
76.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.06%
Daily EOD
XRP70.5%74.6%78.8%2026-10-19: 76.06%2026-10-20: 76.22%2026-10-21: 76.63%2026-10-22: 76.43%2026-10-23: 78.19%2026-10-26: 77.10%2026-10-27: 73.37%2026-10-28: 75.68%2026-10-29: 76.13%2026-10-30: 71.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.06%
76.22%
76.63%
76.43%
78.19%
77.10%
73.37%
75.68%
76.13%
71.06%