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REX-Osprey XRP ETF XRPR

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Market dataready · fetched 2026-10-22T22:59:08.885Z

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 · 2026-10-22T22:30:08.404988496Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:59:07.429928+00:00

Share price$10.64
1D-1.7%
AH$10.66$10.71$10.76$10.81$10.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPR
Sold putSold callAH

REX-Osprey XRP ETF options

Live interpolated XRPR call and put midpoint premiums by absolute delta.REX-Osprey XRP ETF$0.33$0.94$1.54$2.15$2.75$7.33$9.06$10.80$12.54$14.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPR spot · $10.64XRPR PRICE$0.40$0.54$0.63$0.68$0.75$0.84$0.92$1.03$1.15$1.26$1.47$1.69$1.91$0.46$0.63$0.75$0.86$0.93$0.99$1.06$1.22$1.43$1.64$1.91$2.24$2.58
PutsExpensive1.46×
CallsExpensive1.91×
SkewBullish-11.00 pp
Implied moveBearish±$1.98
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.48129.3%49.2%8.62111.1%23.3%
25Δ15.14142.3%47.4%9.02118.0%21.2%
30Δ13.92132.2%36.7%9.48110.6%17.9%
35Δ12.74113.5%26.1%9.95103.1%14.6%
40Δ11.99103.2%19.8%10.2894.5%12.1%
45Δ11.5096.4%16.0%10.5985.8%9.8%
50Δ11.0289.5%12.3%10.9077.1%7.4%
55Δ10.6985.7%10.2%11.2174.4%6.0%
60Δ10.3782.1%8.2%11.5374.4%5.1%
65Δ10.0578.5%6.3%11.8474.5%4.1%
70Δ9.7278.5%5.1%12.2074.5%3.3%
75Δ9.3879.1%4.1%12.6174.5%2.5%
80Δ9.0579.7%3.1%13.0374.6%1.8%

20Δ

Calls
Pseudo strike
15.48
IV
129.3%
B/E move
49.2%
Puts
Pseudo strike
8.62
IV
111.1%
B/E move
23.3%

25Δ

Calls
Pseudo strike
15.14
IV
142.3%
B/E move
47.4%
Puts
Pseudo strike
9.02
IV
118.0%
B/E move
21.2%

30Δ

Calls
Pseudo strike
13.92
IV
132.2%
B/E move
36.7%
Puts
Pseudo strike
9.48
IV
110.6%
B/E move
17.9%

35Δ

Calls
Pseudo strike
12.74
IV
113.5%
B/E move
26.1%
Puts
Pseudo strike
9.95
IV
103.1%
B/E move
14.6%

40Δ

Calls
Pseudo strike
11.99
IV
103.2%
B/E move
19.8%
Puts
Pseudo strike
10.28
IV
94.5%
B/E move
12.1%

45Δ

Calls
Pseudo strike
11.50
IV
96.4%
B/E move
16.0%
Puts
Pseudo strike
10.59
IV
85.8%
B/E move
9.8%

50Δ

Calls
Pseudo strike
11.02
IV
89.5%
B/E move
12.3%
Puts
Pseudo strike
10.90
IV
77.1%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.69
IV
85.7%
B/E move
10.2%
Puts
Pseudo strike
11.21
IV
74.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
10.37
IV
82.1%
B/E move
8.2%
Puts
Pseudo strike
11.53
IV
74.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
10.05
IV
78.5%
B/E move
6.3%
Puts
Pseudo strike
11.84
IV
74.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
9.72
IV
78.5%
B/E move
5.1%
Puts
Pseudo strike
12.20
IV
74.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
9.38
IV
79.1%
B/E move
4.1%
Puts
Pseudo strike
12.61
IV
74.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
9.05
IV
79.7%
B/E move
3.1%
Puts
Pseudo strike
13.03
IV
74.6%
B/E move
1.8%

Options history

No recorded observations