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Canary XRP ETF Shares of Beneficial Interest XRPC

i

Market dataready · fetched 2026-11-03T14:44:06.158Z

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 · 2026-11-03T14:42:06.298572606Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:44:05.703585+00:00

Share price$13.54
1D-0.8%
$13.52$13.56$13.59$13.62$13.665:30 AM6:30 AM9:00 AM1:00 PMXRPC
Sold putSold call

Canary XRP ETF Shares of Beneficial Interest options

Live interpolated XRPC call and put midpoint premiums by absolute delta.Canary XRP ETF Shares of Beneficial Interest$0.31$0.92$1.52$2.13$2.73$10.53$11.72$12.91$14.10$15.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRPC spot · $13.54XRPC PRICE$0.42$0.38$0.47$0.57$0.67$0.79$0.91$1.03$1.18$1.39$1.61$1.82$0.55$0.62$0.69$0.76$0.81$0.83$0.84$0.86$1.00$1.41$1.82$2.19$2.56
PutsExpensive1.72×
Calls——
Skew——
Implied moveBearish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.96142.8%23.1%
25Δ16.27105.5%23.3%11.70123.9%18.1%
30Δ14.9272.7%13.0%12.28109.7%14.4%
35Δ14.6273.1%11.5%12.7598.4%11.5%
40Δ14.3273.5%10.0%13.1188.0%9.1%
45Δ14.0274.0%8.5%13.3578.7%7.5%
50Δ13.7573.3%7.4%13.5969.4%5.9%
55Δ13.4872.5%6.3%13.8360.1%4.2%
60Δ13.2171.8%5.2%14.1356.5%3.0%
65Δ12.9371.5%4.2%14.5666.6%2.9%
70Δ12.6272.5%3.5%15.0076.7%2.7%
75Δ12.3173.6%2.8%15.4477.6%2.1%
80Δ12.0074.6%2.1%15.8978.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
142.8%
B/E move
23.1%

25Δ

Calls
Pseudo strike
16.27
IV
105.5%
B/E move
23.3%
Puts
Pseudo strike
11.70
IV
123.9%
B/E move
18.1%

30Δ

Calls
Pseudo strike
14.92
IV
72.7%
B/E move
13.0%
Puts
Pseudo strike
12.28
IV
109.7%
B/E move
14.4%

35Δ

Calls
Pseudo strike
14.62
IV
73.1%
B/E move
11.5%
Puts
Pseudo strike
12.75
IV
98.4%
B/E move
11.5%

40Δ

Calls
Pseudo strike
14.32
IV
73.5%
B/E move
10.0%
Puts
Pseudo strike
13.11
IV
88.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
14.02
IV
74.0%
B/E move
8.5%
Puts
Pseudo strike
13.35
IV
78.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
13.75
IV
73.3%
B/E move
7.4%
Puts
Pseudo strike
13.59
IV
69.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.48
IV
72.5%
B/E move
6.3%
Puts
Pseudo strike
13.83
IV
60.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
13.21
IV
71.8%
B/E move
5.2%
Puts
Pseudo strike
14.13
IV
56.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
12.93
IV
71.5%
B/E move
4.2%
Puts
Pseudo strike
14.56
IV
66.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
12.62
IV
72.5%
B/E move
3.5%
Puts
Pseudo strike
15.00
IV
76.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.31
IV
73.6%
B/E move
2.8%
Puts
Pseudo strike
15.44
IV
77.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.00
IV
74.6%
B/E move
2.1%
Puts
Pseudo strike
15.89
IV
78.5%
B/E move
1.5%

Options history

IV · four-Friday blend77.40%
Daily EOD
XRPC71.9%76.0%80.2%2026-10-19: 73.29%2026-10-20: 77.97%2026-10-21: 76.55%2026-10-22: 78.96%2026-10-23: 73.78%2026-10-26: 79.62%2026-10-27: 75.89%2026-10-28: 72.43%2026-10-29: 76.29%2026-10-30: 77.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.29%
77.97%
76.55%
78.96%
73.78%
79.62%
75.89%
72.43%
76.29%
77.40%