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Canary XRP ETF Shares of Beneficial Interest XRPC

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Market dataready · fetched 2026-11-12T02:25:06.867Z

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 · 2026-11-11T22:44:10.680561867Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:25:06.207984+00:00

Share price$11.00
1D+0.9%
AH$11.15$11.22$11.30$11.37$11.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPC
Sold putSold callAH

Canary XRP ETF Shares of Beneficial Interest options

Live interpolated XRPC call and put midpoint premiums by absolute delta.Canary XRP ETF Shares of Beneficial Interest$0.21$0.70$1.19$1.68$2.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 PRICEXRPC PRICE$0.26$0.34$0.42$0.50$0.58$0.69$0.87$1.04$1.22$1.49$2.03$0.50$0.47$0.47$0.48$0.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.71223.7%25.3%
25Δ
30Δ11.9084.2%10.6%10.06133.3%12.8%
35Δ11.7185.7%9.5%10.33115.1%10.4%
40Δ11.5187.2%8.5%10.6096.9%8.0%
45Δ11.3288.7%7.4%10.8778.7%5.5%
50Δ11.1290.2%6.3%
55Δ10.9193.1%5.5%
60Δ10.6798.2%4.8%
65Δ10.42103.4%4.2%
70Δ10.18108.6%3.6%
75Δ9.85119.4%3.1%
80Δ9.28145.5%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
223.7%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.90
IV
84.2%
B/E move
10.6%
Puts
Pseudo strike
10.06
IV
133.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
11.71
IV
85.7%
B/E move
9.5%
Puts
Pseudo strike
10.33
IV
115.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
11.51
IV
87.2%
B/E move
8.5%
Puts
Pseudo strike
10.60
IV
96.9%
B/E move
8.0%

45Δ

Calls
Pseudo strike
11.32
IV
88.7%
B/E move
7.4%
Puts
Pseudo strike
10.87
IV
78.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
11.12
IV
90.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.91
IV
93.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.67
IV
98.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.42
IV
103.4%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.18
IV
108.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.85
IV
119.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.28
IV
145.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.40%
Daily EOD
XRPC71.9%76.0%80.2%2026-10-19: 73.29%2026-10-20: 77.97%2026-10-21: 76.55%2026-10-22: 78.96%2026-10-23: 73.78%2026-10-26: 79.62%2026-10-27: 75.89%2026-10-28: 72.43%2026-10-29: 76.29%2026-10-30: 77.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.29%
77.97%
76.55%
78.96%
73.78%
79.62%
75.89%
72.43%
76.29%
77.40%