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Volatility Shares Trust 2x XRP ETF XRPT

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Market datapartial · fetched 2026-10-23T16:44:49.470Z

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 · 2026-10-23T16:39:45.617554888Z

FundamentalsAlpha Vantage · unavailable

Share price$28.28
1D-0.2%
$27.91$28.13$28.36$28.59$28.815:30 AM6:30 AM9:00 AM1:00 PMXRPT
Sold putSold call

Volatility Shares Trust 2x XRP ETF options

Live interpolated XRPT call and put midpoint premiums by absolute delta.Volatility Shares Trust 2x XRP ETF$0.84$4.82$8.80$12.78$16.76$13.64$21.77$29.91$38.04$46.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPT spot · $28.28XRPT PRICE$1.27$1.52$1.74$2.04$2.52$2.99$3.66$3.98$4.63$5.39$6.30$6.83$7.56$1.38$2.12$2.97$3.45$4.00$5.12$6.33$6.63$9.20$10.24$12.17$13.39$15.61
PutsExpensive1.09×
CallsExpensive1.29×
SkewBearish+1.33 pp
Implied moveBearish±$9.99
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.30181.2%78.8%22.31131.0%26.0%
25Δ42.09158.5%54.2%23.55143.0%24.2%
30Δ37.64141.7%39.3%24.83155.4%22.7%
35Δ35.03133.6%31.1%26.34146.6%19.1%
40Δ33.62138.1%27.8%27.72140.5%16.1%
45Δ32.07139.2%24.0%29.27147.5%14.6%
50Δ30.88148.5%22.1%30.98151.6%12.8%
55Δ29.08137.5%16.9%32.03138.3%10.2%
60Δ27.72139.8%14.4%34.80156.8%9.5%
65Δ26.33143.5%12.1%36.35151.3%7.7%
70Δ24.88149.2%10.2%38.72152.2%6.1%
75Δ23.55140.0%7.4%40.39145.4%4.5%
80Δ22.21134.7%5.3%42.98143.3%3.2%

20Δ

Calls
Pseudo strike
49.30
IV
181.2%
B/E move
78.8%
Puts
Pseudo strike
22.31
IV
131.0%
B/E move
26.0%

25Δ

Calls
Pseudo strike
42.09
IV
158.5%
B/E move
54.2%
Puts
Pseudo strike
23.55
IV
143.0%
B/E move
24.2%

30Δ

Calls
Pseudo strike
37.64
IV
141.7%
B/E move
39.3%
Puts
Pseudo strike
24.83
IV
155.4%
B/E move
22.7%

35Δ

Calls
Pseudo strike
35.03
IV
133.6%
B/E move
31.1%
Puts
Pseudo strike
26.34
IV
146.6%
B/E move
19.1%

40Δ

Calls
Pseudo strike
33.62
IV
138.1%
B/E move
27.8%
Puts
Pseudo strike
27.72
IV
140.5%
B/E move
16.1%

45Δ

Calls
Pseudo strike
32.07
IV
139.2%
B/E move
24.0%
Puts
Pseudo strike
29.27
IV
147.5%
B/E move
14.6%

50Δ

Calls
Pseudo strike
30.88
IV
148.5%
B/E move
22.1%
Puts
Pseudo strike
30.98
IV
151.6%
B/E move
12.8%

55Δ

Calls
Pseudo strike
29.08
IV
137.5%
B/E move
16.9%
Puts
Pseudo strike
32.03
IV
138.3%
B/E move
10.2%

60Δ

Calls
Pseudo strike
27.72
IV
139.8%
B/E move
14.4%
Puts
Pseudo strike
34.80
IV
156.8%
B/E move
9.5%

65Δ

Calls
Pseudo strike
26.33
IV
143.5%
B/E move
12.1%
Puts
Pseudo strike
36.35
IV
151.3%
B/E move
7.7%

70Δ

Calls
Pseudo strike
24.88
IV
149.2%
B/E move
10.2%
Puts
Pseudo strike
38.72
IV
152.2%
B/E move
6.1%

75Δ

Calls
Pseudo strike
23.55
IV
140.0%
B/E move
7.4%
Puts
Pseudo strike
40.39
IV
145.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
22.21
IV
134.7%
B/E move
5.3%
Puts
Pseudo strike
42.98
IV
143.3%
B/E move
3.2%

Options history

No recorded observations