IntraAlpha
Create free account Start free

EntrepreneurShares Series Trust ERShares Private-Public Crossover ETF XOVR

i

Market dataready · fetched 2026-11-10T22:33:47.942Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:50:35.448643282Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:33:47.430495+00:00

Share price$20.01
1D-0.1%
AH$19.83$19.95$20.07$20.19$20.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXOVR
Sold putSold callAH

EntrepreneurShares Series Trust ERShares Private-Public Crossover ETF options

Live interpolated XOVR call and put midpoint premiums by absolute delta.EntrepreneurShares Series Trust ERShares Private-Public Crossover ETF$0.12$0.59$1.07$1.54$2.01$19.32$19.70$20.07$20.45$20.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XOVR spot · $20.01XOVR PRICE$0.17$0.24$0.32$0.40$0.47$0.52$0.56$0.59$0.62$1.50$0.47$0.18$0.23$0.28$0.34$0.39$0.46$0.52$0.59$0.65$1.27$1.88
Puts——
Calls——
Skew——
Implied moveBullish±$0.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.32216.2%15.8%
25Δ
30Δ20.5350.7%3.5%19.6046.3%2.9%
35Δ20.4053.9%3.2%19.7148.2%2.6%
40Δ20.2858.2%2.9%19.8250.2%2.4%
45Δ20.1662.5%2.7%19.9352.1%2.1%
50Δ20.0466.8%2.5%20.0453.1%1.8%
55Δ19.9264.9%2.2%20.1551.9%1.6%
60Δ19.8160.0%1.8%20.2750.8%1.3%
65Δ19.7055.1%1.4%20.3849.6%1.0%
70Δ19.5950.2%1.0%20.5048.6%0.8%
75Δ21.1268.8%0.7%
80Δ18.7191.7%1.0%21.7489.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.32
IV
216.2%
B/E move
15.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.53
IV
50.7%
B/E move
3.5%
Puts
Pseudo strike
19.60
IV
46.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
20.40
IV
53.9%
B/E move
3.2%
Puts
Pseudo strike
19.71
IV
48.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
20.28
IV
58.2%
B/E move
2.9%
Puts
Pseudo strike
19.82
IV
50.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
20.16
IV
62.5%
B/E move
2.7%
Puts
Pseudo strike
19.93
IV
52.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
20.04
IV
66.8%
B/E move
2.5%
Puts
Pseudo strike
20.04
IV
53.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
19.92
IV
64.9%
B/E move
2.2%
Puts
Pseudo strike
20.15
IV
51.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
19.81
IV
60.0%
B/E move
1.8%
Puts
Pseudo strike
20.27
IV
50.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
19.70
IV
55.1%
B/E move
1.4%
Puts
Pseudo strike
20.38
IV
49.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
19.59
IV
50.2%
B/E move
1.0%
Puts
Pseudo strike
20.50
IV
48.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.12
IV
68.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
18.71
IV
91.7%
B/E move
1.0%
Puts
Pseudo strike
21.74
IV
89.0%
B/E move
0.7%

Options history

IV · four-Friday blend35.27%
Daily close
XOVR23.8%37.9%51.9%2026-08-12: 29.05%2026-08-20: 33.90%2026-08-21: 29.16%2026-08-24: 28.78%2026-08-25: 28.63%2026-08-26: 30.12%2026-08-27: 29.05%2026-08-28: 28.70%2026-08-31: 29.37%2026-09-01: 31.45%2026-09-02: 29.75%2026-09-03: 29.52%2026-09-04: 25.75%2026-09-08: 30.71%2026-09-09: 30.18%2026-09-10: 32.42%2026-09-11: 30.34%2026-09-17: 45.84%2026-09-18: 29.11%2026-09-21: 27.59%2026-09-22: 27.60%2026-09-23: 28.71%2026-09-24: 27.51%2026-09-25: 27.17%2026-09-28: 28.38%2026-09-29: 27.56%2026-09-30: 26.90%2026-10-01: 36.95%2026-10-02: 29.10%2026-10-05: 35.32%2026-10-06: 31.50%2026-10-07: 36.02%2026-10-08: 43.00%2026-10-09: 27.30%2026-10-12: 27.95%2026-10-13: 29.49%2026-10-14: 33.21%2026-10-15: 43.30%2026-10-16: 31.42%2026-10-19: 31.77%2026-10-20: 37.49%2026-10-21: 36.44%2026-10-22: 45.59%2026-10-23: 31.57%2026-10-26: 35.11%2026-10-27: 34.25%2026-10-28: 36.45%2026-10-29: 50.00%2026-10-30: 35.27%Aug 12Sep 28Oct 30
49 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
29.05%
33.90%
29.16%
28.78%
28.63%
30.12%
29.05%
28.70%
29.37%
31.45%
29.75%
29.52%
25.75%
30.71%
30.18%
32.42%
30.34%
45.84%
29.11%
27.59%
27.60%
28.71%
27.51%
27.17%
28.38%
27.56%
26.90%
36.95%
29.10%
35.32%
31.50%
36.02%
43.00%
27.30%
27.95%
29.49%
33.21%
43.30%
31.42%
31.77%
37.49%
36.44%
45.59%
31.57%
35.11%
34.25%
36.45%
50.00%
35.27%