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Volatility Shares Trust 2x XRP ETF XRPT

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Market dataready · fetched 2026-10-22T18:29:16.826Z

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 · 2026-10-22T18:27:38.933280659Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:29:14.457295+00:00

Share price$27.96
1D-2.9%
$27.84$28.18$28.52$28.85$29.195:30 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$0.76$3.87$6.98$10.10$13.21$14.07$22.47$30.86$39.26$47.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPT spot · $27.96XRPT PRICE$1.10$1.48$1.79$2.15$2.45$3.06$3.58$4.20$4.95$5.72$6.48$7.22$8.53$1.48$1.93$2.53$3.17$3.84$4.49$5.25$6.20$7.33$9.22$9.86$11.11$12.31
PutsFair0.98×
CallsExpensive1.29×
SkewBullish-16.60 pp
Implied moveBearish±$8.82
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.80149.7%60.6%21.79138.4%27.4%
25Δ41.61155.0%54.1%23.34134.1%23.5%
30Δ37.87145.8%41.8%24.70135.5%20.7%
35Δ35.51142.3%34.7%26.04135.9%18.2%
40Δ33.09133.0%27.1%27.38134.7%15.8%
45Δ31.99142.7%25.3%28.68131.7%13.5%
50Δ30.46143.7%21.7%29.99130.0%11.5%
55Δ29.00146.7%18.7%31.42130.2%9.8%
60Δ27.58152.3%16.4%32.98131.1%8.3%
65Δ26.08155.1%13.7%35.17138.6%7.2%
70Δ24.55154.9%11.0%36.31129.4%5.4%
75Δ23.05150.9%8.3%37.94125.8%4.1%
80Δ21.26159.0%6.5%39.48120.0%2.8%

20Δ

Calls
Pseudo strike
43.80
IV
149.7%
B/E move
60.6%
Puts
Pseudo strike
21.79
IV
138.4%
B/E move
27.4%

25Δ

Calls
Pseudo strike
41.61
IV
155.0%
B/E move
54.1%
Puts
Pseudo strike
23.34
IV
134.1%
B/E move
23.5%

30Δ

Calls
Pseudo strike
37.87
IV
145.8%
B/E move
41.8%
Puts
Pseudo strike
24.70
IV
135.5%
B/E move
20.7%

35Δ

Calls
Pseudo strike
35.51
IV
142.3%
B/E move
34.7%
Puts
Pseudo strike
26.04
IV
135.9%
B/E move
18.2%

40Δ

Calls
Pseudo strike
33.09
IV
133.0%
B/E move
27.1%
Puts
Pseudo strike
27.38
IV
134.7%
B/E move
15.8%

45Δ

Calls
Pseudo strike
31.99
IV
142.7%
B/E move
25.3%
Puts
Pseudo strike
28.68
IV
131.7%
B/E move
13.5%

50Δ

Calls
Pseudo strike
30.46
IV
143.7%
B/E move
21.7%
Puts
Pseudo strike
29.99
IV
130.0%
B/E move
11.5%

55Δ

Calls
Pseudo strike
29.00
IV
146.7%
B/E move
18.7%
Puts
Pseudo strike
31.42
IV
130.2%
B/E move
9.8%

60Δ

Calls
Pseudo strike
27.58
IV
152.3%
B/E move
16.4%
Puts
Pseudo strike
32.98
IV
131.1%
B/E move
8.3%

65Δ

Calls
Pseudo strike
26.08
IV
155.1%
B/E move
13.7%
Puts
Pseudo strike
35.17
IV
138.6%
B/E move
7.2%

70Δ

Calls
Pseudo strike
24.55
IV
154.9%
B/E move
11.0%
Puts
Pseudo strike
36.31
IV
129.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
23.05
IV
150.9%
B/E move
8.3%
Puts
Pseudo strike
37.94
IV
125.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
21.26
IV
159.0%
B/E move
6.5%
Puts
Pseudo strike
39.48
IV
120.0%
B/E move
2.8%

Options history

No recorded observations