AInvestOption Pilot Program
Options/UXRP
U

UXRPProshares Ultra XRP ETF

Options Analysis Report
AUM $49M|ARCX
● 2026-08-31$15.83
BULLISH
Analysis: 2026-08-28 EOD data
1Y -89.3%YTD -70.0%7D -15.1%
49
30D
±31.9%
9%

UXRP Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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UXRP Gamma Walls

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Value

Is IV priced right?

4.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 98.2% — elevated vs history

<1.05x

IV/HV 0.78x — IV ≤ HV

Sector Relative≤50%

Sector percentile 99% — above sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 126.5% — crisis-level IV

<80%

Effective IV 182.4% (ATM 126.5% + spread 27.9% + bias) — expensive

<3.0%

Total drag 39.39% (spread 27.93% + slippage 11.46%) — high friction

≥5.0

Vega efficiency 0.54 (vega 1.506 / spread 27.93%) — spread drag

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +46%, Raw: +42%)
|net sentiment| ≥25%

Conviction-weighted: +46% (strong bullish) — Raw: +42%

≥15%

|OI skew| 45.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +10.2%, OI skew +45.7% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +50%, ATM: -43%, OTM: +85% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 25% — very bullish vs sector

Activity

Unusual activity?

4.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 5.3% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +57.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 70% — active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 18% — patient

≥30

Conviction +46 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 27.9% — wide

≥10,000

OI 929 — thin

≥500

Volume 49/day — thin

≤$0.50

$1.40 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 99% — much wider than sector

≥100 contracts

Depth 122.30000000000001 contracts (bid:59.7 ask:62.6) — adequate

<1.0%

Avg slippage 11.46% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -14.3% — contango

<30 or >70

IV percentile 98% — seller opportunity

≥10pts kink

IV kink -21.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 35.95 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +46% @ 74% consistency — STRONG directional (bullish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV fair, bullish flow
Long Puts4.2
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on UXRP

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