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REX-Osprey XRP ETF XRPR

i

Market dataready · fetched 2026-11-12T02:26:06.730Z

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 · 2026-11-12T01:00:08.293629716Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:26:06.245676+00:00

Share price$8.69
1D+0.5%
AH$8.58$8.62$8.66$8.70$8.745:30 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$0.45$0.66$0.87$1.08$1.29$6.46$7.69$8.92$10.15$11.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPR spot · $8.69XRPR PRICE$0.47$0.47$0.47$0.48$0.51$0.54$0.58$0.64$0.70$0.75$0.81$0.86$1.23$0.47$0.48$0.50$0.53$0.57$0.61$0.65$0.69$0.79$0.89$0.99$1.09$1.19
PutsExpensive1.35×
CallsExpensive3.52×
SkewBullish-30.88 pp
Implied moveBearish±$1.24
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.41415.2%117.3%6.69262.2%28.5%
25Δ13.07291.1%55.8%7.32209.6%21.4%
30Δ11.02218.9%32.2%7.81171.0%15.9%
35Δ10.00172.1%20.5%8.13148.7%12.5%
40Δ9.58153.0%16.1%8.34136.6%10.6%
45Δ9.17133.9%11.7%8.55124.5%8.7%
50Δ8.90121.7%9.1%8.76112.4%6.7%
55Δ8.72114.4%7.7%8.97100.3%4.8%
60Δ8.55107.1%6.4%9.1395.0%4.0%
65Δ8.3899.8%5.0%9.2990.8%3.4%
70Δ8.2192.5%3.7%9.4486.6%2.8%
75Δ8.0385.2%2.3%9.5982.4%2.1%
80Δ7.6194.2%1.8%9.7578.2%1.5%

20Δ

Calls
Pseudo strike
18.41
IV
415.2%
B/E move
117.3%
Puts
Pseudo strike
6.69
IV
262.2%
B/E move
28.5%

25Δ

Calls
Pseudo strike
13.07
IV
291.1%
B/E move
55.8%
Puts
Pseudo strike
7.32
IV
209.6%
B/E move
21.4%

30Δ

Calls
Pseudo strike
11.02
IV
218.9%
B/E move
32.2%
Puts
Pseudo strike
7.81
IV
171.0%
B/E move
15.9%

35Δ

Calls
Pseudo strike
10.00
IV
172.1%
B/E move
20.5%
Puts
Pseudo strike
8.13
IV
148.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
9.58
IV
153.0%
B/E move
16.1%
Puts
Pseudo strike
8.34
IV
136.6%
B/E move
10.6%

45Δ

Calls
Pseudo strike
9.17
IV
133.9%
B/E move
11.7%
Puts
Pseudo strike
8.55
IV
124.5%
B/E move
8.7%

50Δ

Calls
Pseudo strike
8.90
IV
121.7%
B/E move
9.1%
Puts
Pseudo strike
8.76
IV
112.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
8.72
IV
114.4%
B/E move
7.7%
Puts
Pseudo strike
8.97
IV
100.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
8.55
IV
107.1%
B/E move
6.4%
Puts
Pseudo strike
9.13
IV
95.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
8.38
IV
99.8%
B/E move
5.0%
Puts
Pseudo strike
9.29
IV
90.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
8.21
IV
92.5%
B/E move
3.7%
Puts
Pseudo strike
9.44
IV
86.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
8.03
IV
85.2%
B/E move
2.3%
Puts
Pseudo strike
9.59
IV
82.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
7.61
IV
94.2%
B/E move
1.8%
Puts
Pseudo strike
9.75
IV
78.2%
B/E move
1.5%

Options history

IV · four-Friday blend121.57%
Daily EOD
XRPR121.4%121.6%121.7%2026-10-28: 121.57%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
121.57%