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Volatility Shares Trust 2x XRP ETF XRPT

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Market datapartial · fetched 2026-10-22T20:11:47.132Z

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 · 2026-10-22T20:08:19.268780435Z

FundamentalsAlpha Vantage · unavailable

Share price$27.96
1D-2.9%
AH$27.84$28.18$28.52$28.85$29.195:30 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$0.79$4.55$8.31$12.07$15.84$13.42$22.00$30.57$39.15$47.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPT spot · $27.96XRPT PRICE$1.20$1.64$1.93$2.29$2.70$3.21$3.47$4.16$4.67$5.47$6.51$7.22$8.53$1.54$2.11$2.88$3.38$4.40$4.71$6.00$7.00$9.07$9.63$10.35$11.53$14.75
PutsExpensive1.06×
CallsExpensive1.33×
SkewBullish-10.88 pp
Implied moveBearish±$9.48
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.84167.4%71.8%21.67142.7%28.0%
25Δ44.15174.5%63.8%23.21143.1%24.6%
30Δ39.28159.5%47.4%24.55150.7%22.5%
35Δ36.56154.4%39.0%26.05142.9%18.9%
40Δ34.17150.2%31.8%27.57149.8%17.2%
45Δ32.32150.6%27.1%28.77137.3%14.0%
50Δ30.28138.4%20.7%30.47144.3%12.5%
55Δ28.97144.9%18.5%32.00143.0%10.6%
60Δ27.43140.9%14.8%34.39153.8%9.5%
65Δ26.05146.3%12.7%35.52143.3%7.4%
70Δ24.55155.8%11.1%36.75134.3%5.6%
75Δ23.05150.8%8.3%38.33129.2%4.2%
80Δ21.26158.9%6.5%41.84136.9%3.1%

20Δ

Calls
Pseudo strike
46.84
IV
167.4%
B/E move
71.8%
Puts
Pseudo strike
21.67
IV
142.7%
B/E move
28.0%

25Δ

Calls
Pseudo strike
44.15
IV
174.5%
B/E move
63.8%
Puts
Pseudo strike
23.21
IV
143.1%
B/E move
24.6%

30Δ

Calls
Pseudo strike
39.28
IV
159.5%
B/E move
47.4%
Puts
Pseudo strike
24.55
IV
150.7%
B/E move
22.5%

35Δ

Calls
Pseudo strike
36.56
IV
154.4%
B/E move
39.0%
Puts
Pseudo strike
26.05
IV
142.9%
B/E move
18.9%

40Δ

Calls
Pseudo strike
34.17
IV
150.2%
B/E move
31.8%
Puts
Pseudo strike
27.57
IV
149.8%
B/E move
17.2%

45Δ

Calls
Pseudo strike
32.32
IV
150.6%
B/E move
27.1%
Puts
Pseudo strike
28.77
IV
137.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
30.28
IV
138.4%
B/E move
20.7%
Puts
Pseudo strike
30.47
IV
144.3%
B/E move
12.5%

55Δ

Calls
Pseudo strike
28.97
IV
144.9%
B/E move
18.5%
Puts
Pseudo strike
32.00
IV
143.0%
B/E move
10.6%

60Δ

Calls
Pseudo strike
27.43
IV
140.9%
B/E move
14.8%
Puts
Pseudo strike
34.39
IV
153.8%
B/E move
9.5%

65Δ

Calls
Pseudo strike
26.05
IV
146.3%
B/E move
12.7%
Puts
Pseudo strike
35.52
IV
143.3%
B/E move
7.4%

70Δ

Calls
Pseudo strike
24.55
IV
155.8%
B/E move
11.1%
Puts
Pseudo strike
36.75
IV
134.3%
B/E move
5.6%

75Δ

Calls
Pseudo strike
23.05
IV
150.8%
B/E move
8.3%
Puts
Pseudo strike
38.33
IV
129.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
21.26
IV
158.9%
B/E move
6.5%
Puts
Pseudo strike
41.84
IV
136.9%
B/E move
3.1%

Options history

No recorded observations