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Volatility Shares Trust XRP ETF XRPI

i

Market dataready · fetched 2026-11-12T01:43:27.425Z

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 · 2026-11-11T23:50:52.546791737Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:43:26.485078+00:00

Share price$5.59
1D+0.4%
AH$5.60$5.64$5.69$5.73$5.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPI
Sold putSold callAH

Volatility Shares Trust XRP ETF options

Live interpolated XRPI call and put midpoint premiums by absolute delta.Volatility Shares Trust XRP ETF$0.45$0.64$0.84$1.03$1.22$3.61$4.59$5.56$6.54$7.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRPI spot · $5.59XRPI PRICE$0.47$0.47$0.48$0.49$0.50$0.54$0.60$0.66$0.73$0.79$0.92$1.16$0.47$0.47$0.47$0.51$0.55$0.59$0.63$0.66$0.71$0.82$0.93$1.03$1.14
PutsExpensive1.95×
Calls——
Skew——
Implied moveBearish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.06367.5%35.9%
25Δ13.43522.1%148.7%4.49302.7%28.2%
30Δ9.08379.7%70.9%4.92238.0%20.5%
35Δ8.11321.6%53.7%5.14212.1%17.1%
40Δ7.20265.1%37.5%5.32195.7%14.7%
45Δ6.28208.6%21.3%5.49179.2%12.2%
50Δ5.87184.7%14.7%5.67162.7%9.8%
55Δ5.68175.4%12.4%5.84146.2%7.4%
60Δ5.49166.2%10.2%6.02130.9%5.1%
65Δ5.31156.9%7.9%6.16124.8%4.4%
70Δ5.12147.6%5.6%6.31118.8%3.7%
75Δ4.89146.5%3.9%6.46112.7%2.9%
80Δ4.60158.9%3.1%6.61106.6%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
367.5%
B/E move
35.9%

25Δ

Calls
Pseudo strike
13.43
IV
522.1%
B/E move
148.7%
Puts
Pseudo strike
4.49
IV
302.7%
B/E move
28.2%

30Δ

Calls
Pseudo strike
9.08
IV
379.7%
B/E move
70.9%
Puts
Pseudo strike
4.92
IV
238.0%
B/E move
20.5%

35Δ

Calls
Pseudo strike
8.11
IV
321.6%
B/E move
53.7%
Puts
Pseudo strike
5.14
IV
212.1%
B/E move
17.1%

40Δ

Calls
Pseudo strike
7.20
IV
265.1%
B/E move
37.5%
Puts
Pseudo strike
5.32
IV
195.7%
B/E move
14.7%

45Δ

Calls
Pseudo strike
6.28
IV
208.6%
B/E move
21.3%
Puts
Pseudo strike
5.49
IV
179.2%
B/E move
12.2%

50Δ

Calls
Pseudo strike
5.87
IV
184.7%
B/E move
14.7%
Puts
Pseudo strike
5.67
IV
162.7%
B/E move
9.8%

55Δ

Calls
Pseudo strike
5.68
IV
175.4%
B/E move
12.4%
Puts
Pseudo strike
5.84
IV
146.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
5.49
IV
166.2%
B/E move
10.2%
Puts
Pseudo strike
6.02
IV
130.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
5.31
IV
156.9%
B/E move
7.9%
Puts
Pseudo strike
6.16
IV
124.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
5.12
IV
147.6%
B/E move
5.6%
Puts
Pseudo strike
6.31
IV
118.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
4.89
IV
146.5%
B/E move
3.9%
Puts
Pseudo strike
6.46
IV
112.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
4.60
IV
158.9%
B/E move
3.1%
Puts
Pseudo strike
6.61
IV
106.6%
B/E move
2.2%

Options history

IV · four-Friday blend108.49%
Daily EOD
XRPI89.7%99.8%109.9%2026-10-19: 101.76%2026-10-20: 96.47%2026-10-21: 91.14%2026-10-22: 91.44%2026-10-23: 96.87%2026-10-29: 98.60%2026-10-30: 108.49%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.76%
96.47%
91.14%
91.44%
96.87%
98.60%
108.49%