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EntrepreneurShares Series Trust ERShares Private-Public Crossover ETF XOVR

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Market dataready · fetched 2026-10-21T17:52:33.914Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:48:59.026142203Z

FundamentalsAlpha Vantage · ready

Share price$21.62
1D+0.6%
$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$0.00$0.85$1.69$2.54$3.38$20.00$20.79$21.57$22.35$23.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XOVR spot · $21.62XOVR PRICE$0.09$0.12$0.14$0.17$0.19$0.21$0.23$0.25$0.28$0.44$0.61$0.14$0.20$0.26$0.32$0.39$0.47$0.56$0.65$0.83$1.06$1.64$3.14
PutsExpensive1.28×
CallsCheap0.58×
SkewBearish+37.29 pp
Implied moveBearish±$0.70
TiltBearish56.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3951.5%4.0%
25Δ22.2249.5%3.3%21.0852.6%3.2%
30Δ22.0547.4%2.7%21.1956.2%2.9%
35Δ21.9445.0%2.2%21.3059.9%2.7%
40Δ21.8542.5%1.9%21.4063.6%2.5%
45Δ21.7640.0%1.6%21.5267.0%2.3%
50Δ21.6837.5%1.3%21.6668.5%2.0%
55Δ21.5935.0%1.0%21.8170.0%1.7%
60Δ21.5032.6%0.7%21.9571.5%1.5%
65Δ21.3342.2%0.7%22.1778.2%1.3%
70Δ21.1651.8%0.7%22.4387.6%1.2%
75Δ23.01112.5%1.1%
80Δ24.47177.9%1.4%

20Δ

Calls
Pseudo strike
22.39
IV
51.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
22.22
IV
49.5%
B/E move
3.3%
Puts
Pseudo strike
21.08
IV
52.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
22.05
IV
47.4%
B/E move
2.7%
Puts
Pseudo strike
21.19
IV
56.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
21.94
IV
45.0%
B/E move
2.2%
Puts
Pseudo strike
21.30
IV
59.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
21.85
IV
42.5%
B/E move
1.9%
Puts
Pseudo strike
21.40
IV
63.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
21.76
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
21.52
IV
67.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
21.68
IV
37.5%
B/E move
1.3%
Puts
Pseudo strike
21.66
IV
68.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
21.59
IV
35.0%
B/E move
1.0%
Puts
Pseudo strike
21.81
IV
70.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
21.50
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
21.95
IV
71.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
21.33
IV
42.2%
B/E move
0.7%
Puts
Pseudo strike
22.17
IV
78.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
21.16
IV
51.8%
B/E move
0.7%
Puts
Pseudo strike
22.43
IV
87.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.01
IV
112.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.47
IV
177.9%
B/E move
1.4%

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%