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Volatility Shares Trust XRP ETF XRPI

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Market datapartial · fetched 2026-10-22T21:55:24.909Z

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 · 2026-10-22T20:32:59.243233594Z

FundamentalsAlpha Vantage · unavailable

Share price$6.97
1D-1.9%
AH$6.96$7.00$7.05$7.09$7.145:30 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$0.37$0.81$1.26$1.70$2.15$4.18$5.52$6.85$8.19$9.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPI spot · $6.97XRPI PRICE$0.48$0.48$0.49$0.50$0.50$0.50$0.55$0.71$0.87$1.03$1.18$1.45$0.42$0.52$0.64$0.77$0.91$1.05$1.19$1.33$1.47$1.60$1.74$1.88$2.02
PutsExpensive1.85×
CallsExpensive1.91×
SkewBearish+11.73 pp
Implied moveBearish±$1.69
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.30153.7%29.9%
25Δ12.73216.5%89.5%5.75143.2%25.0%
30Δ9.85159.7%48.2%6.12135.1%21.3%
35Δ8.81131.7%33.5%6.39130.1%19.5%
40Δ7.93106.2%20.9%6.65125.1%17.6%
45Δ7.5890.6%15.9%6.92120.1%15.8%
50Δ7.2374.9%10.9%7.19115.1%13.9%
55Δ6.9366.0%7.4%7.46110.1%12.1%
60Δ6.7271.0%6.6%7.72105.1%10.2%
65Δ6.5175.9%5.8%7.99100.1%8.4%
70Δ6.3080.9%5.1%8.2695.1%6.5%
75Δ6.0985.9%4.3%8.5390.1%4.6%
80Δ5.7792.0%3.5%8.7985.1%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.30
IV
153.7%
B/E move
29.9%

25Δ

Calls
Pseudo strike
12.73
IV
216.5%
B/E move
89.5%
Puts
Pseudo strike
5.75
IV
143.2%
B/E move
25.0%

30Δ

Calls
Pseudo strike
9.85
IV
159.7%
B/E move
48.2%
Puts
Pseudo strike
6.12
IV
135.1%
B/E move
21.3%

35Δ

Calls
Pseudo strike
8.81
IV
131.7%
B/E move
33.5%
Puts
Pseudo strike
6.39
IV
130.1%
B/E move
19.5%

40Δ

Calls
Pseudo strike
7.93
IV
106.2%
B/E move
20.9%
Puts
Pseudo strike
6.65
IV
125.1%
B/E move
17.6%

45Δ

Calls
Pseudo strike
7.58
IV
90.6%
B/E move
15.9%
Puts
Pseudo strike
6.92
IV
120.1%
B/E move
15.8%

50Δ

Calls
Pseudo strike
7.23
IV
74.9%
B/E move
10.9%
Puts
Pseudo strike
7.19
IV
115.1%
B/E move
13.9%

55Δ

Calls
Pseudo strike
6.93
IV
66.0%
B/E move
7.4%
Puts
Pseudo strike
7.46
IV
110.1%
B/E move
12.1%

60Δ

Calls
Pseudo strike
6.72
IV
71.0%
B/E move
6.6%
Puts
Pseudo strike
7.72
IV
105.1%
B/E move
10.2%

65Δ

Calls
Pseudo strike
6.51
IV
75.9%
B/E move
5.8%
Puts
Pseudo strike
7.99
IV
100.1%
B/E move
8.4%

70Δ

Calls
Pseudo strike
6.30
IV
80.9%
B/E move
5.1%
Puts
Pseudo strike
8.26
IV
95.1%
B/E move
6.5%

75Δ

Calls
Pseudo strike
6.09
IV
85.9%
B/E move
4.3%
Puts
Pseudo strike
8.53
IV
90.1%
B/E move
4.6%

80Δ

Calls
Pseudo strike
5.77
IV
92.0%
B/E move
3.5%
Puts
Pseudo strike
8.79
IV
85.1%
B/E move
2.8%

Options history

No recorded observations