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Volatility Shares Trust 2x XRP ETF XRPT

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Market datapartial · fetched 2026-10-23T02:01:06.842Z

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 · 2026-10-22T23:13:29.772089136Z

FundamentalsAlpha Vantage · unavailable

Share price$28.07
1D-3.7%
AH$27.62$28.02$28.42$28.81$29.215:30 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$0.76$4.79$8.82$12.85$16.88$13.39$21.98$30.56$39.14$47.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPT spot · $28.07XRPT PRICE$1.20$1.64$1.92$2.33$2.69$3.19$3.48$4.13$4.62$5.42$6.49$7.14$8.34$1.55$2.17$2.88$3.44$4.52$4.71$6.12$7.18$9.25$9.66$10.62$11.97$15.72
PutsExpensive1.07×
CallsExpensive1.31×
SkewBullish-7.49 pp
Implied moveBearish±$9.60
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.85167.2%71.2%21.74143.2%28.1%
25Δ44.15174.1%63.1%23.26145.4%24.8%
30Δ39.24158.1%46.6%24.65150.4%22.5%
35Δ36.88157.0%39.7%26.15144.5%19.1%
40Δ34.25149.3%31.6%27.71152.3%17.4%
45Δ32.34148.5%26.6%28.88136.6%13.9%
50Δ30.40138.2%20.7%30.65146.0%12.6%
55Δ29.03142.9%18.1%32.24145.2%10.7%
60Δ27.51138.2%14.5%34.64155.5%9.5%
65Δ26.15143.7%12.5%35.66143.3%7.4%
70Δ24.66154.1%10.9%37.10136.5%5.7%
75Δ23.19147.5%8.0%38.85132.5%4.2%
80Δ21.49153.0%6.2%42.89143.3%3.2%

20Δ

Calls
Pseudo strike
46.85
IV
167.2%
B/E move
71.2%
Puts
Pseudo strike
21.74
IV
143.2%
B/E move
28.1%

25Δ

Calls
Pseudo strike
44.15
IV
174.1%
B/E move
63.1%
Puts
Pseudo strike
23.26
IV
145.4%
B/E move
24.8%

30Δ

Calls
Pseudo strike
39.24
IV
158.1%
B/E move
46.6%
Puts
Pseudo strike
24.65
IV
150.4%
B/E move
22.5%

35Δ

Calls
Pseudo strike
36.88
IV
157.0%
B/E move
39.7%
Puts
Pseudo strike
26.15
IV
144.5%
B/E move
19.1%

40Δ

Calls
Pseudo strike
34.25
IV
149.3%
B/E move
31.6%
Puts
Pseudo strike
27.71
IV
152.3%
B/E move
17.4%

45Δ

Calls
Pseudo strike
32.34
IV
148.5%
B/E move
26.6%
Puts
Pseudo strike
28.88
IV
136.6%
B/E move
13.9%

50Δ

Calls
Pseudo strike
30.40
IV
138.2%
B/E move
20.7%
Puts
Pseudo strike
30.65
IV
146.0%
B/E move
12.6%

55Δ

Calls
Pseudo strike
29.03
IV
142.9%
B/E move
18.1%
Puts
Pseudo strike
32.24
IV
145.2%
B/E move
10.7%

60Δ

Calls
Pseudo strike
27.51
IV
138.2%
B/E move
14.5%
Puts
Pseudo strike
34.64
IV
155.5%
B/E move
9.5%

65Δ

Calls
Pseudo strike
26.15
IV
143.7%
B/E move
12.5%
Puts
Pseudo strike
35.66
IV
143.3%
B/E move
7.4%

70Δ

Calls
Pseudo strike
24.66
IV
154.1%
B/E move
10.9%
Puts
Pseudo strike
37.10
IV
136.5%
B/E move
5.7%

75Δ

Calls
Pseudo strike
23.19
IV
147.5%
B/E move
8.0%
Puts
Pseudo strike
38.85
IV
132.5%
B/E move
4.2%

80Δ

Calls
Pseudo strike
21.49
IV
153.0%
B/E move
6.2%
Puts
Pseudo strike
42.89
IV
143.3%
B/E move
3.2%

Options history

No recorded observations