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Franklin XRP ETF XRPZ

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Market datapartial · fetched 2026-10-22T18:29:39.913Z

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 · 2026-10-22T18:28:32.360653452Z

FundamentalsAlpha Vantage · unavailable

Share price$14.13
1D-1.9%
$14.10$14.20$14.30$14.39$14.495:30 AM6:30 AM9:00 AM1:00 PMXRPZ
Sold putSold call

Franklin XRP ETF options

Live interpolated XRPZ call and put midpoint premiums by absolute delta.Franklin XRP ETF$0.24$1.14$2.05$2.95$3.85$10.48$12.44$14.41$16.37$18.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPZ spot · $14.13XRPZ PRICE$0.34$0.44$0.56$0.68$0.81$0.95$1.14$1.33$1.55$1.79$2.04$2.36$2.73$0.39$0.52$0.64$0.78$0.92$1.08$1.27$1.47$1.72$2.05$2.41$3.00$3.59
PutsExpensive1.20×
CallsExpensive1.51×
SkewBullish-10.45 pp
Implied moveBearish±$2.41
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8885.1%28.9%12.0678.4%17.4%
25Δ17.0783.1%23.9%12.5176.8%15.1%
30Δ16.4682.1%20.5%12.9775.2%12.8%
35Δ15.9081.2%17.3%13.3573.4%11.0%
40Δ15.4280.3%14.9%13.7371.7%9.4%
45Δ14.9579.6%12.5%14.1070.2%7.9%
50Δ14.5581.1%11.0%14.4569.5%6.7%
55Δ14.1482.7%9.5%14.8068.7%5.6%
60Δ13.7283.5%8.1%15.1968.9%4.7%
65Δ13.3084.0%6.8%15.6370.2%3.9%
70Δ12.8684.6%5.5%16.1071.6%3.1%
75Δ12.3985.3%4.4%16.7873.5%2.5%
80Δ11.8786.8%3.3%17.4675.5%1.8%

20Δ

Calls
Pseudo strike
17.88
IV
85.1%
B/E move
28.9%
Puts
Pseudo strike
12.06
IV
78.4%
B/E move
17.4%

25Δ

Calls
Pseudo strike
17.07
IV
83.1%
B/E move
23.9%
Puts
Pseudo strike
12.51
IV
76.8%
B/E move
15.1%

30Δ

Calls
Pseudo strike
16.46
IV
82.1%
B/E move
20.5%
Puts
Pseudo strike
12.97
IV
75.2%
B/E move
12.8%

35Δ

Calls
Pseudo strike
15.90
IV
81.2%
B/E move
17.3%
Puts
Pseudo strike
13.35
IV
73.4%
B/E move
11.0%

40Δ

Calls
Pseudo strike
15.42
IV
80.3%
B/E move
14.9%
Puts
Pseudo strike
13.73
IV
71.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
14.95
IV
79.6%
B/E move
12.5%
Puts
Pseudo strike
14.10
IV
70.2%
B/E move
7.9%

50Δ

Calls
Pseudo strike
14.55
IV
81.1%
B/E move
11.0%
Puts
Pseudo strike
14.45
IV
69.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
14.14
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
14.80
IV
68.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
13.72
IV
83.5%
B/E move
8.1%
Puts
Pseudo strike
15.19
IV
68.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
13.30
IV
84.0%
B/E move
6.8%
Puts
Pseudo strike
15.63
IV
70.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
12.86
IV
84.6%
B/E move
5.5%
Puts
Pseudo strike
16.10
IV
71.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.39
IV
85.3%
B/E move
4.4%
Puts
Pseudo strike
16.78
IV
73.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
11.87
IV
86.8%
B/E move
3.3%
Puts
Pseudo strike
17.46
IV
75.5%
B/E move
1.8%

Options history

No recorded observations