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EntrepreneurShares Series Trust ERShares Private-Public Crossover ETF XOVR

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Market dataready · fetched 2026-10-21T17:01:43.705Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:57:05.945463216Z

FundamentalsAlpha Vantage · ready

Share price$21.73
1D+1.1%
$21.10$21.28$21.46$21.63$21.815:30 AM6:30 AM9:00 AM1:00 PMXOVR
Sold putSold call

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$0.09$0.68$1.27$1.86$2.45$19.60$20.53$21.46$22.39$23.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XOVR spot · $21.73XOVR PRICE$0.38$0.38$0.28$0.15$0.19$0.22$0.26$0.30$0.33$0.37$0.50$0.64$0.79$0.27$0.38$0.38$0.38$0.38$0.45$0.55$0.64$0.83$1.07$1.62$2.28
PutsExpensive1.71×
CallsCheap0.93×
SkewBearish+37.85 pp
Implied moveBearish±$0.81
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.39219.4%18.6%20.07136.0%8.9%
25Δ23.81161.6%11.3%20.29144.4%8.4%
30Δ22.86103.0%6.5%20.74119.0%6.3%
35Δ22.0040.5%1.9%21.0898.7%4.7%
40Δ21.9240.0%1.7%21.4278.4%3.2%
45Δ21.8439.5%1.5%21.6275.7%2.6%
50Δ21.7539.1%1.3%21.7878.6%2.3%
55Δ21.6738.6%1.1%21.9581.4%2.0%
60Δ21.5938.1%0.9%22.1889.8%1.8%
65Δ21.5137.6%0.7%22.44100.9%1.7%
70Δ21.3642.0%0.6%22.99126.8%1.6%
75Δ21.2047.2%0.5%23.66154.3%1.6%
80Δ21.0452.4%0.5%

20Δ

Calls
Pseudo strike
25.39
IV
219.4%
B/E move
18.6%
Puts
Pseudo strike
20.07
IV
136.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
23.81
IV
161.6%
B/E move
11.3%
Puts
Pseudo strike
20.29
IV
144.4%
B/E move
8.4%

30Δ

Calls
Pseudo strike
22.86
IV
103.0%
B/E move
6.5%
Puts
Pseudo strike
20.74
IV
119.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
22.00
IV
40.5%
B/E move
1.9%
Puts
Pseudo strike
21.08
IV
98.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
21.92
IV
40.0%
B/E move
1.7%
Puts
Pseudo strike
21.42
IV
78.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
21.84
IV
39.5%
B/E move
1.5%
Puts
Pseudo strike
21.62
IV
75.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
21.75
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
21.78
IV
78.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
21.67
IV
38.6%
B/E move
1.1%
Puts
Pseudo strike
21.95
IV
81.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
21.59
IV
38.1%
B/E move
0.9%
Puts
Pseudo strike
22.18
IV
89.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
21.51
IV
37.6%
B/E move
0.7%
Puts
Pseudo strike
22.44
IV
100.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
21.36
IV
42.0%
B/E move
0.6%
Puts
Pseudo strike
22.99
IV
126.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
21.20
IV
47.2%
B/E move
0.5%
Puts
Pseudo strike
23.66
IV
154.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
21.04
IV
52.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

XOVR25.0738.2151.342026-07-23: 36.05%2026-07-24: 34.40%2026-07-27: 33.85%2026-07-28: 34.25%2026-07-29: 34.04%2026-07-30: 32.65%2026-07-31: 32.61%2026-08-03: 31.06%2026-08-04: 30.43%2026-08-05: 30.20%2026-08-06: 31.86%2026-08-07: 29.99%2026-08-11: 30.22%2026-08-12: 29.05%2026-08-13: 30.11%2026-08-14: 29.15%2026-08-18: 37.51%2026-08-20: 30.43%2026-08-21: 29.16%2026-08-24: 28.87%2026-08-25: 28.65%2026-08-26: 30.13%2026-08-27: 29.06%2026-08-28: 28.87%2026-08-31: 29.37%2026-09-01: 31.42%2026-09-02: 29.70%2026-09-03: 29.49%2026-09-04: 27.30%2026-09-08: 30.10%2026-09-09: 30.27%2026-09-10: 32.42%2026-09-11: 30.34%2026-09-16: 39.98%2026-09-17: 49.53%2026-09-18: 29.10%2026-09-21: 27.55%2026-09-22: 27.44%2026-09-23: 28.03%2026-09-24: 27.41%2026-09-25: 27.16%2026-09-28: 28.36%2026-09-29: 29.56%2026-09-30: 26.88%2026-10-01: 36.85%2026-10-02: 29.10%2026-10-05: 35.48%2026-10-06: 31.84%2026-10-07: 36.24%2026-10-08: 42.38%2026-10-09: 27.52%2026-10-12: 27.77%2026-10-13: 29.30%2026-10-14: 36.49%2026-10-15: 43.30%2026-10-16: 31.50%2026-10-19: 31.37%2026-10-20: 33.09%Jul 23Oct 20
Table
DateIV
36.05%
34.40%
33.85%
34.25%
34.04%
32.65%
32.61%
31.06%
30.43%
30.20%
31.86%
29.99%
30.22%
29.05%
30.11%
29.15%
37.51%
30.43%
29.16%
28.87%
28.65%
30.13%
29.06%
28.87%
29.37%
31.42%
29.70%
29.49%
27.30%
30.10%
30.27%
32.42%
30.34%
39.98%
49.53%
29.10%
27.55%
27.44%
28.03%
27.41%
27.16%
28.36%
29.56%
26.88%
36.85%
29.10%
35.48%
31.84%
36.24%
42.38%
27.52%
27.77%
29.30%
36.49%
43.30%
31.50%
31.37%
33.09%