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Bitwise XRP ETF XRP

i

Market dataready · fetched 2026-11-07T21:28:42.924Z

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 · 2026-11-07T01:00:00.027332269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:28:42.526133+00:00

Share price$13.06
1D+0.2%
AH$13.03$13.11$13.20$13.29$13.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRP
Sold putSold callAH

Bitwise XRP ETF options

Live interpolated XRP call and put midpoint premiums by absolute delta.Bitwise XRP ETF$0.15$0.62$1.08$1.55$2.02$10.99$12.13$13.27$14.42$15.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XRP spot · $13.06XRP PRICE$0.22$0.29$0.36$0.44$0.53$0.62$0.72$0.82$1.02$1.22$1.42$1.64$1.88$0.20$0.25$0.30$0.35$0.40$0.44$0.57$0.70$0.83$0.96$1.10$1.52
Puts——
CallsExpensive1.34×
Skew——
Implied moveBullish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.2386.5%18.3%11.6871.3%12.1%
25Δ14.7382.2%15.0%12.1164.2%9.2%
30Δ14.3981.9%13.0%12.3260.7%7.9%
35Δ14.0581.7%10.9%12.5457.2%6.6%
40Δ13.7780.8%9.5%12.7653.7%5.3%
45Δ13.5179.7%8.2%12.9750.2%4.1%
50Δ13.2478.6%6.9%13.1750.9%3.5%
55Δ12.9778.0%5.6%13.3652.2%3.1%
60Δ12.6981.8%5.0%13.5553.5%2.7%
65Δ12.4185.6%4.3%13.7354.8%2.2%
70Δ12.1289.4%3.6%13.9256.2%1.8%
75Δ11.8190.3%3.0%14.3865.4%1.5%
80Δ11.4789.1%2.3%

20Δ

Calls
Pseudo strike
15.23
IV
86.5%
B/E move
18.3%
Puts
Pseudo strike
11.68
IV
71.3%
B/E move
12.1%

25Δ

Calls
Pseudo strike
14.73
IV
82.2%
B/E move
15.0%
Puts
Pseudo strike
12.11
IV
64.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
14.39
IV
81.9%
B/E move
13.0%
Puts
Pseudo strike
12.32
IV
60.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
14.05
IV
81.7%
B/E move
10.9%
Puts
Pseudo strike
12.54
IV
57.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
13.77
IV
80.8%
B/E move
9.5%
Puts
Pseudo strike
12.76
IV
53.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
13.51
IV
79.7%
B/E move
8.2%
Puts
Pseudo strike
12.97
IV
50.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
13.24
IV
78.6%
B/E move
6.9%
Puts
Pseudo strike
13.17
IV
50.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
12.97
IV
78.0%
B/E move
5.6%
Puts
Pseudo strike
13.36
IV
52.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
12.69
IV
81.8%
B/E move
5.0%
Puts
Pseudo strike
13.55
IV
53.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
12.41
IV
85.6%
B/E move
4.3%
Puts
Pseudo strike
13.73
IV
54.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
12.12
IV
89.4%
B/E move
3.6%
Puts
Pseudo strike
13.92
IV
56.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.81
IV
90.3%
B/E move
3.0%
Puts
Pseudo strike
14.38
IV
65.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
11.47
IV
89.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.06%
Daily EOD
XRP70.5%74.6%78.8%2026-10-19: 76.06%2026-10-20: 76.22%2026-10-21: 76.63%2026-10-22: 76.43%2026-10-23: 78.19%2026-10-26: 77.10%2026-10-27: 73.37%2026-10-28: 75.68%2026-10-29: 76.13%2026-10-30: 71.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.06%
76.22%
76.63%
76.43%
78.19%
77.10%
73.37%
75.68%
76.13%
71.06%