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REX-Osprey XRP ETF XRPR

i

Market dataready · fetched 2026-11-03T22:16:45.517Z

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 · 2026-11-03T21:18:06.426541203Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:16:42.752793+00:00

Share price$10.46
1D+0.5%
AH$10.34$10.37$10.41$10.44$10.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPR
Sold putSold callAH

REX-Osprey XRP ETF options

Live interpolated XRPR call and put midpoint premiums by absolute delta.REX-Osprey XRP ETF$0.11$1.00$1.88$2.76$3.65$8.13$9.24$10.35$11.46$12.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPR spot · $10.46XRPR PRICE$0.21$0.24$0.29$0.35$0.40$0.52$0.64$0.76$0.88$1.00$1.10$1.20$1.30$0.22$0.27$0.31$0.38$0.53$0.68$0.83$0.98$1.17$1.40$1.63$3.16$3.39
PutsExpensive1.69×
CallsExpensive1.76×
SkewBearish+9.77 pp
Implied moveBearish±$1.47
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6791.8%23.1%9.1481.9%14.7%
25Δ11.9177.3%16.2%9.4575.3%12.2%
30Δ11.6174.1%13.8%9.7568.8%9.7%
35Δ11.3071.0%11.3%10.0464.4%7.6%
40Δ10.9968.0%9.0%10.2668.5%7.0%
45Δ10.7970.7%8.1%10.4772.6%6.4%
50Δ10.5873.4%7.3%10.6976.7%5.8%
55Δ10.3776.1%6.4%10.9080.8%5.2%
60Δ10.1678.8%5.6%11.1783.2%4.5%
65Δ9.9679.8%4.7%11.4784.3%3.8%
70Δ9.7874.8%4.0%11.7785.3%3.0%
75Δ9.6069.8%3.2%13.24132.6%3.6%
80Δ9.4264.9%2.4%13.58123.0%2.6%

20Δ

Calls
Pseudo strike
12.67
IV
91.8%
B/E move
23.1%
Puts
Pseudo strike
9.14
IV
81.9%
B/E move
14.7%

25Δ

Calls
Pseudo strike
11.91
IV
77.3%
B/E move
16.2%
Puts
Pseudo strike
9.45
IV
75.3%
B/E move
12.2%

30Δ

Calls
Pseudo strike
11.61
IV
74.1%
B/E move
13.8%
Puts
Pseudo strike
9.75
IV
68.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
11.30
IV
71.0%
B/E move
11.3%
Puts
Pseudo strike
10.04
IV
64.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
10.99
IV
68.0%
B/E move
9.0%
Puts
Pseudo strike
10.26
IV
68.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
10.79
IV
70.7%
B/E move
8.1%
Puts
Pseudo strike
10.47
IV
72.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
10.58
IV
73.4%
B/E move
7.3%
Puts
Pseudo strike
10.69
IV
76.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
10.37
IV
76.1%
B/E move
6.4%
Puts
Pseudo strike
10.90
IV
80.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
10.16
IV
78.8%
B/E move
5.6%
Puts
Pseudo strike
11.17
IV
83.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
9.96
IV
79.8%
B/E move
4.7%
Puts
Pseudo strike
11.47
IV
84.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.78
IV
74.8%
B/E move
4.0%
Puts
Pseudo strike
11.77
IV
85.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
9.60
IV
69.8%
B/E move
3.2%
Puts
Pseudo strike
13.24
IV
132.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
9.42
IV
64.9%
B/E move
2.4%
Puts
Pseudo strike
13.58
IV
123.0%
B/E move
2.6%

Options history

IV · four-Friday blend121.57%
Daily EOD
XRPR121.4%121.6%121.7%2026-10-28: 121.57%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
121.57%