Canary XRP ETF (XRPC) Options History
Historical options analytics archive for XRPC with monthly max pain, implied volatility, gamma exposure, and put/call data.
7 months of complete options data available.
XRPC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XRPC. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 95.6% | 6.4% | $12.00 | $26.9K | -$566.6K | 0.11 |
| 2026-05 | 20 | 67.1% | - | $13.00 | $59.5K | -$1.5M | 0.07 |
| 2026-04 | 21 | 96.8% | - | $15.00 | $34.3K | -$1.2M | 0.10 |
| 2026-03 | 22 | 86.9% | - | $15.00 | $28.2K | -$730.9K | 1.61 |
| 2026-02 | 19 | 94.8% | - | $15.00 | $24.8K | -$711.8K | 0.41 |
| 2026-01 | 20 | 71.0% | - | $20.00 | $45.9K | -$1.3M | 0.48 |
This archive aggregates XRPC's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how XRPC option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 95.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.11.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked XRPC history questions
- How much options history is available for XRPC?
- This archive holds 7 months of XRPC options analytics, spanning 2025-12 through 2026-06. Each entry is a monthly rollup of XRPC's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the XRPC archive.
- What data does each monthly XRPC aggregate contain?
- Every monthly row summarizes that month of XRPC option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 95.6%, an average IV rank of 6.4%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.11.
- How is the XRPC options-history archive built and how often does it update?
- The archive is derived from XRPC's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how XRPC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.