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Franklin XRP ETF XRPZ

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Market datapartial · fetched 2026-10-22T23:24:08.781Z

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 · 2026-10-22T22:30:00.001520739Z

FundamentalsAlpha Vantage · unavailable

Share price$14.16
1D-1.9%
AH$14.06$14.17$14.28$14.38$14.495:30 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$0.24$1.17$2.09$3.02$3.95$10.46$12.43$14.40$16.37$18.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPZ spot · $14.16XRPZ PRICE$0.34$0.45$0.56$0.67$0.80$0.94$1.13$1.32$1.50$1.68$1.86$2.22$2.59$0.39$0.52$0.65$0.79$0.93$1.10$1.29$1.49$1.76$2.10$2.50$3.04$3.68
PutsExpensive1.23×
CallsExpensive1.46×
SkewBullish-6.65 pp
Implied moveBearish±$2.42
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9085.1%28.8%12.0779.1%17.5%
25Δ17.1784.4%24.4%12.5377.4%15.2%
30Δ16.5282.5%20.6%12.9975.8%12.8%
35Δ15.9280.5%17.2%13.3874.0%11.1%
40Δ15.4479.5%14.7%13.7672.3%9.4%
45Δ14.9778.7%12.3%14.1371.0%7.9%
50Δ14.5780.1%10.9%14.4970.3%6.8%
55Δ14.1781.5%9.4%14.8569.7%5.7%
60Δ13.7780.7%7.9%15.2570.3%4.7%
65Δ13.3878.2%6.4%15.7071.7%4.0%
70Δ12.9975.8%4.9%16.2173.7%3.2%
75Δ12.5078.6%4.0%16.8476.6%2.5%
80Δ12.0281.5%3.1%17.5878.6%1.9%

20Δ

Calls
Pseudo strike
17.90
IV
85.1%
B/E move
28.8%
Puts
Pseudo strike
12.07
IV
79.1%
B/E move
17.5%

25Δ

Calls
Pseudo strike
17.17
IV
84.4%
B/E move
24.4%
Puts
Pseudo strike
12.53
IV
77.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
16.52
IV
82.5%
B/E move
20.6%
Puts
Pseudo strike
12.99
IV
75.8%
B/E move
12.8%

35Δ

Calls
Pseudo strike
15.92
IV
80.5%
B/E move
17.2%
Puts
Pseudo strike
13.38
IV
74.0%
B/E move
11.1%

40Δ

Calls
Pseudo strike
15.44
IV
79.5%
B/E move
14.7%
Puts
Pseudo strike
13.76
IV
72.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
14.97
IV
78.7%
B/E move
12.3%
Puts
Pseudo strike
14.13
IV
71.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
14.57
IV
80.1%
B/E move
10.9%
Puts
Pseudo strike
14.49
IV
70.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
14.17
IV
81.5%
B/E move
9.4%
Puts
Pseudo strike
14.85
IV
69.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
13.77
IV
80.7%
B/E move
7.9%
Puts
Pseudo strike
15.25
IV
70.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
13.38
IV
78.2%
B/E move
6.4%
Puts
Pseudo strike
15.70
IV
71.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
12.99
IV
75.8%
B/E move
4.9%
Puts
Pseudo strike
16.21
IV
73.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
12.50
IV
78.6%
B/E move
4.0%
Puts
Pseudo strike
16.84
IV
76.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
12.02
IV
81.5%
B/E move
3.1%
Puts
Pseudo strike
17.58
IV
78.6%
B/E move
1.9%

Options history

No recorded observations