IntraAlpha
Create free account Start free

Franklin XRP ETF XRPZ

i

Market dataready · fetched 2026-11-08T20:16:38.125Z

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 · 2026-11-07T01:00:00.015911061Z

FundamentalsFranklin Templeton · ready · as of 2026-11-08 · fetched 2026-11-08T20:16:37.843581+00:00

Share price$12.72
1D-0.5%
AH$12.69$12.77$12.85$12.93$13.015:30 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$0.20$0.65$1.10$1.54$1.99$10.66$11.78$12.91$14.04$15.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPZ spot · $12.72XRPZ PRICE$0.25$0.31$0.37$0.43$0.49$0.55$0.67$0.81$0.95$1.09$1.29$1.58$1.86$0.26$0.29$0.33$0.42$0.50$0.59$0.67$0.77$0.92$1.07$1.23$1.38$1.80
PutsExpensive1.13×
CallsExpensive1.49×
SkewBullish-16.42 pp
Implied moveBalanced±$1.34
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.22103.7%21.6%11.1595.1%14.4%
25Δ14.6598.7%17.6%11.5982.2%11.2%
30Δ14.0990.8%13.6%12.0170.0%8.2%
35Δ13.7485.8%11.4%12.2169.1%7.2%
40Δ13.4281.3%9.4%12.4268.2%6.3%
45Δ13.1176.8%7.4%12.6267.3%5.4%
50Δ12.8576.6%6.2%12.8266.4%4.5%
55Δ12.6178.7%5.5%13.0265.6%3.6%
60Δ12.3780.8%4.8%13.2465.4%3.1%
65Δ12.1482.9%4.0%13.4665.3%2.6%
70Δ11.8586.1%3.3%13.6865.2%2.1%
75Δ11.5091.1%2.8%13.9165.1%1.6%
80Δ11.1496.0%2.2%14.3771.2%1.2%

20Δ

Calls
Pseudo strike
15.22
IV
103.7%
B/E move
21.6%
Puts
Pseudo strike
11.15
IV
95.1%
B/E move
14.4%

25Δ

Calls
Pseudo strike
14.65
IV
98.7%
B/E move
17.6%
Puts
Pseudo strike
11.59
IV
82.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
14.09
IV
90.8%
B/E move
13.6%
Puts
Pseudo strike
12.01
IV
70.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
13.74
IV
85.8%
B/E move
11.4%
Puts
Pseudo strike
12.21
IV
69.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
13.42
IV
81.3%
B/E move
9.4%
Puts
Pseudo strike
12.42
IV
68.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
13.11
IV
76.8%
B/E move
7.4%
Puts
Pseudo strike
12.62
IV
67.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
12.85
IV
76.6%
B/E move
6.2%
Puts
Pseudo strike
12.82
IV
66.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
12.61
IV
78.7%
B/E move
5.5%
Puts
Pseudo strike
13.02
IV
65.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
12.37
IV
80.8%
B/E move
4.8%
Puts
Pseudo strike
13.24
IV
65.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
12.14
IV
82.9%
B/E move
4.0%
Puts
Pseudo strike
13.46
IV
65.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
11.85
IV
86.1%
B/E move
3.3%
Puts
Pseudo strike
13.68
IV
65.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.50
IV
91.1%
B/E move
2.8%
Puts
Pseudo strike
13.91
IV
65.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
11.14
IV
96.0%
B/E move
2.2%
Puts
Pseudo strike
14.37
IV
71.2%
B/E move
1.2%

Options history

IV · four-Friday blend75.84%
Daily EOD
XRPZ73.2%74.6%76.0%2026-10-19: 73.72%2026-10-20: 73.37%2026-10-21: 74.44%2026-10-22: 74.57%2026-10-23: 75.54%2026-10-26: 74.76%2026-10-27: 74.54%2026-10-28: 73.92%2026-10-29: 73.42%2026-10-30: 75.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.72%
73.37%
74.44%
74.57%
75.54%
74.76%
74.54%
73.92%
73.42%
75.84%