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Franklin XRP ETF XRPZ

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Market dataready · fetched 2026-10-24T05:33:25.749Z

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 · 2026-10-24T00:00:00.16522354Z

FundamentalsFranklin Templeton · ready · as of 2026-09-30 · fetched 2026-10-24T05:33:25.436543+00:00

Share price$14.13
1D-0.3%
AH$14.09$14.16$14.23$14.30$14.375:30 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$0.23$1.25$2.27$3.28$4.30$10.43$12.30$14.17$16.04$17.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPZ spot · $14.13XRPZ PRICE$0.34$0.44$0.55$0.66$0.76$0.87$0.98$1.10$1.33$1.61$1.89$2.21$2.53$0.39$0.50$0.60$0.74$0.88$1.05$1.32$1.59$1.88$2.19$2.58$3.13$4.01
PutsExpensive1.29×
CallsExpensive1.52×
SkewBullish-2.22 pp
Implied moveBearish±$2.30
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8887.4%28.9%12.0680.2%17.4%
25Δ17.0786.1%23.9%12.5477.0%14.8%
30Δ16.4384.1%20.2%13.0174.0%12.2%
35Δ15.8481.6%16.8%13.3772.4%10.6%
40Δ15.3278.0%13.8%13.7370.7%9.0%
45Δ14.8674.7%11.3%14.1070.3%7.6%
50Δ14.4871.8%9.4%14.4973.3%6.8%
55Δ14.1068.9%7.5%14.8876.4%6.0%
60Δ13.7271.6%6.5%15.3077.3%5.1%
65Δ13.3376.2%5.7%15.7377.3%4.1%
70Δ12.9480.3%5.0%16.2478.5%3.3%
75Δ12.4981.3%4.0%16.8981.7%2.6%
80Δ12.0382.2%3.0%17.8686.1%2.0%

20Δ

Calls
Pseudo strike
17.88
IV
87.4%
B/E move
28.9%
Puts
Pseudo strike
12.06
IV
80.2%
B/E move
17.4%

25Δ

Calls
Pseudo strike
17.07
IV
86.1%
B/E move
23.9%
Puts
Pseudo strike
12.54
IV
77.0%
B/E move
14.8%

30Δ

Calls
Pseudo strike
16.43
IV
84.1%
B/E move
20.2%
Puts
Pseudo strike
13.01
IV
74.0%
B/E move
12.2%

35Δ

Calls
Pseudo strike
15.84
IV
81.6%
B/E move
16.8%
Puts
Pseudo strike
13.37
IV
72.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
15.32
IV
78.0%
B/E move
13.8%
Puts
Pseudo strike
13.73
IV
70.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
14.86
IV
74.7%
B/E move
11.3%
Puts
Pseudo strike
14.10
IV
70.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
14.48
IV
71.8%
B/E move
9.4%
Puts
Pseudo strike
14.49
IV
73.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
14.10
IV
68.9%
B/E move
7.5%
Puts
Pseudo strike
14.88
IV
76.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
13.72
IV
71.6%
B/E move
6.5%
Puts
Pseudo strike
15.30
IV
77.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
13.33
IV
76.2%
B/E move
5.7%
Puts
Pseudo strike
15.73
IV
77.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
12.94
IV
80.3%
B/E move
5.0%
Puts
Pseudo strike
16.24
IV
78.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
12.49
IV
81.3%
B/E move
4.0%
Puts
Pseudo strike
16.89
IV
81.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
12.03
IV
82.2%
B/E move
3.0%
Puts
Pseudo strike
17.86
IV
86.1%
B/E move
2.0%

Options history

No recorded observations