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Canary XRP ETF Shares of Beneficial Interest XRPC

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Market datapartial · fetched 2026-10-22T23:27:29.304Z

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 · 2026-10-22T20:49:06.732052823Z

FundamentalsAlpha Vantage · unavailable

Share price$13.73
1D-1.9%
AH$13.70$13.80$13.90$14.00$14.105:30 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$0.50$1.22$1.95$2.68$3.41$9.53$11.73$13.93$16.12$18.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPC spot · $13.73XRPC PRICE$0.57$0.58$0.70$0.75$0.88$0.98$1.06$1.24$1.46$1.70$2.05$2.40$2.91$0.62$0.70$0.79$0.89$1.18$1.50$1.67$1.74$1.81$2.00$2.36$2.75$3.20
PutsExpensive1.34×
CallsExpensive1.81×
SkewBullish-10.23 pp
Implied moveBearish±$2.72
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.54163.1%68.3%10.95121.6%24.8%
25Δ18.34119.2%37.8%11.77105.0%19.4%
30Δ17.18111.8%30.2%12.3894.0%15.6%
35Δ15.8595.3%21.0%12.9285.0%12.4%
40Δ15.2391.9%17.3%13.3888.8%11.1%
45Δ14.6685.8%13.9%13.8394.9%10.2%
50Δ14.1378.2%10.6%14.1992.1%8.8%
55Δ13.7177.9%8.9%14.5083.8%7.0%
60Δ13.3380.1%7.7%14.8275.4%5.3%
65Δ12.9382.6%6.6%15.1970.9%3.9%
70Δ12.4586.8%5.6%15.6671.7%3.1%
75Δ11.9791.0%4.7%16.1572.2%2.4%
80Δ11.3496.6%3.7%16.6971.7%1.7%

20Δ

Calls
Pseudo strike
22.54
IV
163.1%
B/E move
68.3%
Puts
Pseudo strike
10.95
IV
121.6%
B/E move
24.8%

25Δ

Calls
Pseudo strike
18.34
IV
119.2%
B/E move
37.8%
Puts
Pseudo strike
11.77
IV
105.0%
B/E move
19.4%

30Δ

Calls
Pseudo strike
17.18
IV
111.8%
B/E move
30.2%
Puts
Pseudo strike
12.38
IV
94.0%
B/E move
15.6%

35Δ

Calls
Pseudo strike
15.85
IV
95.3%
B/E move
21.0%
Puts
Pseudo strike
12.92
IV
85.0%
B/E move
12.4%

40Δ

Calls
Pseudo strike
15.23
IV
91.9%
B/E move
17.3%
Puts
Pseudo strike
13.38
IV
88.8%
B/E move
11.1%

45Δ

Calls
Pseudo strike
14.66
IV
85.8%
B/E move
13.9%
Puts
Pseudo strike
13.83
IV
94.9%
B/E move
10.2%

50Δ

Calls
Pseudo strike
14.13
IV
78.2%
B/E move
10.6%
Puts
Pseudo strike
14.19
IV
92.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
13.71
IV
77.9%
B/E move
8.9%
Puts
Pseudo strike
14.50
IV
83.8%
B/E move
7.0%

60Δ

Calls
Pseudo strike
13.33
IV
80.1%
B/E move
7.7%
Puts
Pseudo strike
14.82
IV
75.4%
B/E move
5.3%

65Δ

Calls
Pseudo strike
12.93
IV
82.6%
B/E move
6.6%
Puts
Pseudo strike
15.19
IV
70.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
12.45
IV
86.8%
B/E move
5.6%
Puts
Pseudo strike
15.66
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
11.97
IV
91.0%
B/E move
4.7%
Puts
Pseudo strike
16.15
IV
72.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
11.34
IV
96.6%
B/E move
3.7%
Puts
Pseudo strike
16.69
IV
71.7%
B/E move
1.7%

Options history

No recorded observations