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Volatility Shares Trust 2x XRP ETF XRPT

i

Market dataready · fetched 2026-11-13T02:28:58.679Z

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 · 2026-11-13T00:53:35.529961554Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:28:58.141035+00:00

Share price$16.97
1D+0.5%
AH$16.42$16.64$16.87$17.09$17.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPT
Sold putSold callAH

Volatility Shares Trust 2x XRP ETF options

Live interpolated XRPT call and put midpoint premiums by absolute delta.Volatility Shares Trust 2x XRP ETF$0.63$1.85$3.07$4.28$5.50$10.02$15.09$20.17$25.25$30.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XRPT spot · $16.97XRPT PRICE$1.14$0.80$1.09$1.38$1.61$1.75$1.89$2.03$2.24$2.44$2.91$0.76$1.03$1.29$1.68$2.11$2.23$2.32$2.41$4.10$5.15
Puts——
Calls——
Skew——
Implied moveBearish±$3.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ23.48298.2%45.0%
35Δ18.86147.0%15.8%16.19114.4%9.1%
40Δ18.52167.1%15.6%16.55124.2%8.5%
45Δ18.19187.2%15.3%16.92134.1%7.9%
50Δ17.70192.5%13.8%17.41144.0%7.3%
55Δ17.01178.2%10.5%17.95153.9%6.7%
60Δ16.49164.9%8.3%18.27143.3%5.5%
65Δ15.98151.9%6.1%18.57130.5%4.3%
70Δ15.56144.4%4.8%18.86117.8%3.1%
75Δ15.13136.8%3.5%20.56162.4%3.1%
80Δ14.52142.2%2.7%21.72169.3%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
23.48
IV
298.2%
B/E move
45.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.86
IV
147.0%
B/E move
15.8%
Puts
Pseudo strike
16.19
IV
114.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
18.52
IV
167.1%
B/E move
15.6%
Puts
Pseudo strike
16.55
IV
124.2%
B/E move
8.5%

45Δ

Calls
Pseudo strike
18.19
IV
187.2%
B/E move
15.3%
Puts
Pseudo strike
16.92
IV
134.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
17.70
IV
192.5%
B/E move
13.8%
Puts
Pseudo strike
17.41
IV
144.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
17.01
IV
178.2%
B/E move
10.5%
Puts
Pseudo strike
17.95
IV
153.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
16.49
IV
164.9%
B/E move
8.3%
Puts
Pseudo strike
18.27
IV
143.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.98
IV
151.9%
B/E move
6.1%
Puts
Pseudo strike
18.57
IV
130.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
15.56
IV
144.4%
B/E move
4.8%
Puts
Pseudo strike
18.86
IV
117.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.13
IV
136.8%
B/E move
3.5%
Puts
Pseudo strike
20.56
IV
162.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
14.52
IV
142.2%
B/E move
2.7%
Puts
Pseudo strike
21.72
IV
169.3%
B/E move
2.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations