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EPAM Systems Inc EPAM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T07:57:52.849Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-21T23:00:00.002678075Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:57:50.138631+00:00

Share price$134.00
1D+4.2%
AH$129$131$132$134$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPAM
Sold putSold callAH

EPAM Systems Inc options

Live interpolated EPAM call and put midpoint premiums by absolute delta.EPAM Systems Inc$1.80$8.50$15.21$21.91$28.62$98.94$115.50$132.06$148.63$165.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPAM spot · $134.00EPAM PRICE$2.52$3.33$4.25$5.14$6.24$7.46$8.73$10.21$11.95$13.77$15.73$18.01$20.27$2.95$3.96$5.07$6.30$7.62$9.13$10.73$12.43$14.80$17.23$19.58$22.87$26.69
PutsExpensive1.32×
CallsExpensive1.16×
SkewBullish-1.67 pp
Implied moveBearish±$19.46
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.5265.0%20.9%117.3663.6%14.6%
25Δ154.4564.3%17.7%120.9963.7%12.7%
30Δ150.4364.8%15.4%124.3063.7%11.0%
35Δ146.4163.5%13.1%127.4563.6%9.6%
40Δ142.9763.6%11.4%130.5363.4%8.3%
45Δ139.8464.7%9.9%133.5563.4%7.1%
50Δ136.6864.4%8.5%136.5763.1%6.1%
55Δ133.5564.9%7.3%139.6062.7%5.1%
60Δ130.4566.3%6.3%143.0363.7%4.3%
65Δ127.2566.4%5.2%146.4964.0%3.5%
70Δ123.9666.5%4.3%149.9063.1%2.7%
75Δ120.5166.6%3.4%154.0763.2%2.1%
80Δ117.1364.9%2.5%158.7263.1%1.5%

20Δ

Calls
Pseudo strike
159.52
IV
65.0%
B/E move
20.9%
Puts
Pseudo strike
117.36
IV
63.6%
B/E move
14.6%

25Δ

Calls
Pseudo strike
154.45
IV
64.3%
B/E move
17.7%
Puts
Pseudo strike
120.99
IV
63.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
150.43
IV
64.8%
B/E move
15.4%
Puts
Pseudo strike
124.30
IV
63.7%
B/E move
11.0%

35Δ

Calls
Pseudo strike
146.41
IV
63.5%
B/E move
13.1%
Puts
Pseudo strike
127.45
IV
63.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
142.97
IV
63.6%
B/E move
11.4%
Puts
Pseudo strike
130.53
IV
63.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
139.84
IV
64.7%
B/E move
9.9%
Puts
Pseudo strike
133.55
IV
63.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
136.68
IV
64.4%
B/E move
8.5%
Puts
Pseudo strike
136.57
IV
63.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
133.55
IV
64.9%
B/E move
7.3%
Puts
Pseudo strike
139.60
IV
62.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
130.45
IV
66.3%
B/E move
6.3%
Puts
Pseudo strike
143.03
IV
63.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
127.25
IV
66.4%
B/E move
5.2%
Puts
Pseudo strike
146.49
IV
64.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
123.96
IV
66.5%
B/E move
4.3%
Puts
Pseudo strike
149.90
IV
63.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
120.51
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
154.07
IV
63.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
117.13
IV
64.9%
B/E move
2.5%
Puts
Pseudo strike
158.72
IV
63.1%
B/E move
1.5%

Options history

No recorded observations