# EDGAR Filing Document

**Accession Number:** 0001884021
**File Stem:** 0000894189-26-013322
**Filing Date:** 2026-4
**Character Count:** 5365
**Document Hash:** 751bfc744f8ff3a7b7c40965c5a51cd0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-013322.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000894189-26-013322

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Volatility Shares Trust
- **CENTRAL INDEX KEY:** 0001884021

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23785
- **FILM NUMBER:** 26907015

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 PGA BLVD.
- **STREET 2:** SUITE 4400
- **CITY:** PALM BEACH GARDENS
- **STATE:** FL
- **ZIP:** 33408
- **BUSINESS PHONE:** 646-499-0917

**MAIL ADDRESS:**
- **STREET 1:** 2000 PGA BLVD.
- **STREET 2:** SUITE 4400
- **CITY:** PALM BEACH GARDENS
- **STATE:** FL
- **ZIP:** 33408

## Series and Classes Contracts Data

### Volatility Premium Plus ETF (Series ID: S000079790)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000241153 | Volatility Premium Plus ETF | ZVOL            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Volatility Shares Trust

- **b. Investment Company Act file number:** 811-23785

- **c. CIK number of Registrant:** 0001884021

- **d. LEI of Registrant:** 54930004NGKHU04MBA84

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2000 PGA Boulevard

  - **City:** Palm Beach Gardens

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33408

  - **Telephone number:** 203-998-6005

**Item A.2. Information about the Series.**

- **a. Name of Series:** Volatility Premium Plus ETF

- **b. EDGAR series identifier (if any):** S000079790

- **c. LEI of Series:** 54930004PIFZQCY1G840

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $12501838.83

**Total Liabilities:** $13585.61

**Net Assets:** $12488253.22

**Amount of Assets Invested in Other Investment Companies:** $2083858.30

**Cash Not Reported:** $2190123.79

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241153 | 5.75%                | -0.34%               | -2.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.02                    | $0.00                                      |

**Designated Index Information**

- **Index Name:** S&P 500 VIX Mid-Term Futures Inverse Daily Index

- **Index Identifier:** SPVXMPI

### Schedule of Portfolio Investments

| Name                                 | Title                                | Identifiers            | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| US Bank Money Market Deposit Account | US Bank Money Market Deposit Account | CUSIP: N/A<br>LEI: N/A | Long             | STIV             | RF                | US        |  10395710 | NS      | $10395709.57  | 83.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CBOE VIX FUTURE   Jul26              | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |      -191 | NC      | $-166986.53   | -1.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CBOE VIX FUTURE   Aug26              | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |      -191 | NC      | $-119816.83   | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CBOE VIX FUTURE   Sep26              | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       -67 | NC      | $-17260.71    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CBOE VIX FUTURE   Jun26              | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |      -124 | NC      | $-77793.22    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Volatility Shares Trust

**Signature:** /s/ Chang Kim

**Name of Signer:** Chang Kim

**Title:** COO & CCO