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Franklin XRP ETF XRPZ

i

Market dataready · fetched 2026-11-13T02:54:02.228Z

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 · 2026-11-13T01:00:00.034016374Z

FundamentalsFranklin Templeton · ready · as of 2026-11-11 · fetched 2026-11-13T02:54:01.710986+00:00

Share price$11.25
1D+1.0%
AH$11.01$11.09$11.18$11.26$11.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPZ
Sold putSold callAH

Franklin XRP ETF options

Live interpolated XRPZ call and put midpoint premiums by absolute delta.Franklin XRP ETF$0.13$0.59$1.05$1.51$1.97$9.05$10.51$11.97$13.43$14.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPZ spot · $11.25XRPZ PRICE$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.39$0.42$0.46$0.62$0.78$0.94$0.22$0.27$0.31$0.36$0.40$0.55$0.69$0.83$0.97$1.13$1.36$1.60$1.84
PutsCheap0.94×
CallsExpensive1.27×
SkewBearish+28.16 pp
Implied moveBearish±$1.05
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.96104.5%16.8%9.93112.6%13.7%
25Δ12.5493.3%13.3%10.23102.7%11.4%
30Δ12.1182.0%9.8%10.4994.7%9.5%
35Δ11.8975.3%8.1%10.7586.8%7.6%
40Δ11.7470.4%7.0%11.0179.3%5.8%
45Δ11.5965.5%6.0%11.2182.9%5.2%
50Δ11.4460.6%4.9%11.4186.6%4.7%
55Δ11.2955.6%3.8%11.6290.2%4.1%
60Δ11.1450.7%2.8%11.8293.9%3.6%
65Δ10.9946.3%1.8%12.0397.3%3.1%
70Δ10.8049.0%1.5%12.3398.4%2.5%
75Δ10.6151.7%1.3%12.6399.5%2.0%
80Δ10.4354.4%1.0%12.93100.6%1.5%

20Δ

Calls
Pseudo strike
12.96
IV
104.5%
B/E move
16.8%
Puts
Pseudo strike
9.93
IV
112.6%
B/E move
13.7%

25Δ

Calls
Pseudo strike
12.54
IV
93.3%
B/E move
13.3%
Puts
Pseudo strike
10.23
IV
102.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
12.11
IV
82.0%
B/E move
9.8%
Puts
Pseudo strike
10.49
IV
94.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
11.89
IV
75.3%
B/E move
8.1%
Puts
Pseudo strike
10.75
IV
86.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
11.74
IV
70.4%
B/E move
7.0%
Puts
Pseudo strike
11.01
IV
79.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
11.59
IV
65.5%
B/E move
6.0%
Puts
Pseudo strike
11.21
IV
82.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
11.44
IV
60.6%
B/E move
4.9%
Puts
Pseudo strike
11.41
IV
86.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
11.29
IV
55.6%
B/E move
3.8%
Puts
Pseudo strike
11.62
IV
90.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
11.14
IV
50.7%
B/E move
2.8%
Puts
Pseudo strike
11.82
IV
93.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
10.99
IV
46.3%
B/E move
1.8%
Puts
Pseudo strike
12.03
IV
97.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
10.80
IV
49.0%
B/E move
1.5%
Puts
Pseudo strike
12.33
IV
98.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.61
IV
51.7%
B/E move
1.3%
Puts
Pseudo strike
12.63
IV
99.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.43
IV
54.4%
B/E move
1.0%
Puts
Pseudo strike
12.93
IV
100.6%
B/E move
1.5%

Options history

IV · four-Friday blend75.84%
Daily EOD
XRPZ73.2%74.6%76.0%2026-10-19: 73.72%2026-10-20: 73.37%2026-10-21: 74.44%2026-10-22: 74.57%2026-10-23: 75.54%2026-10-26: 74.76%2026-10-27: 74.54%2026-10-28: 73.92%2026-10-29: 73.42%2026-10-30: 75.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.72%
73.37%
74.44%
74.57%
75.54%
74.76%
74.54%
73.92%
73.42%
75.84%