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Canary XRP ETF Shares of Beneficial Interest XRPC

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Market dataready · fetched 2026-10-22T19:28:35.328Z

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 · 2026-10-22T19:27:35.50905318Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T19:23:11.516133+00:00

Share price$13.91
1D-0.6%
$13.78$13.86$13.94$14.02$14.105:30 AM6:30 AM9:00 AM1:00 PMXRPC
Sold putSold call

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$0.47$1.40$2.33$3.25$4.18$9.46$11.64$13.83$16.01$18.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPC spot · $13.91XRPC PRICE$0.57$0.63$0.69$0.73$0.79$0.84$0.90$1.04$1.29$1.54$1.83$2.16$2.52$0.63$0.72$0.82$0.96$1.30$1.63$1.71$1.79$1.95$2.35$2.80$3.32$3.91
PutsExpensive1.43×
CallsExpensive1.63×
SkewBearish+4.13 pp
Implied moveBearish±$2.61
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.62160.1%66.8%11.08121.8%24.9%
25Δ18.95126.8%40.7%11.93105.1%19.4%
30Δ17.31109.3%29.5%12.5395.3%15.8%
35Δ15.9490.7%19.9%13.0989.1%12.8%
40Δ15.3982.2%16.3%13.5696.0%11.9%
45Δ14.8473.6%12.7%14.02102.1%10.9%
50Δ14.2965.1%9.2%14.3893.2%8.9%
55Δ13.8462.8%7.0%14.7384.4%6.9%
60Δ13.4967.3%6.3%15.1378.3%5.2%
65Δ13.1571.8%5.6%15.6580.4%4.4%
70Δ12.7575.1%4.8%16.2182.3%3.6%
75Δ12.3077.6%3.9%16.8483.8%2.8%
80Δ11.8280.0%3.1%17.5483.9%2.0%

20Δ

Calls
Pseudo strike
22.62
IV
160.1%
B/E move
66.8%
Puts
Pseudo strike
11.08
IV
121.8%
B/E move
24.9%

25Δ

Calls
Pseudo strike
18.95
IV
126.8%
B/E move
40.7%
Puts
Pseudo strike
11.93
IV
105.1%
B/E move
19.4%

30Δ

Calls
Pseudo strike
17.31
IV
109.3%
B/E move
29.5%
Puts
Pseudo strike
12.53
IV
95.3%
B/E move
15.8%

35Δ

Calls
Pseudo strike
15.94
IV
90.7%
B/E move
19.9%
Puts
Pseudo strike
13.09
IV
89.1%
B/E move
12.8%

40Δ

Calls
Pseudo strike
15.39
IV
82.2%
B/E move
16.3%
Puts
Pseudo strike
13.56
IV
96.0%
B/E move
11.9%

45Δ

Calls
Pseudo strike
14.84
IV
73.6%
B/E move
12.7%
Puts
Pseudo strike
14.02
IV
102.1%
B/E move
10.9%

50Δ

Calls
Pseudo strike
14.29
IV
65.1%
B/E move
9.2%
Puts
Pseudo strike
14.38
IV
93.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
13.84
IV
62.8%
B/E move
7.0%
Puts
Pseudo strike
14.73
IV
84.4%
B/E move
6.9%

60Δ

Calls
Pseudo strike
13.49
IV
67.3%
B/E move
6.3%
Puts
Pseudo strike
15.13
IV
78.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
13.15
IV
71.8%
B/E move
5.6%
Puts
Pseudo strike
15.65
IV
80.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
12.75
IV
75.1%
B/E move
4.8%
Puts
Pseudo strike
16.21
IV
82.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
12.30
IV
77.6%
B/E move
3.9%
Puts
Pseudo strike
16.84
IV
83.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
11.82
IV
80.0%
B/E move
3.1%
Puts
Pseudo strike
17.54
IV
83.9%
B/E move
2.0%

Options history

No recorded observations