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EPAM SYSTEMS, INC. EPAM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-12T00:48:46.059Z

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: 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 · 2026-11-12T00:00:00.003487333Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:45.686797+00:00

Share price$162.82
1D+0.9%
AH$160$161$162$164$1655:30 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.$1.03$4.77$8.50$12.24$15.97$122.88$147.27$171.66$196.05$220.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPAM spot · $162.82EPAM PRICE$1.44$1.94$2.45$3.03$3.66$4.28$5.24$6.24$7.24$8.79$10.33$12.47$14.90$1.59$2.07$2.50$2.92$3.44$4.14$4.85$5.56$6.55$7.58$8.62$9.77$10.97
PutsCheap0.44×
CallsCheap0.29×
SkewBullish-9.64 pp
Implied moveBullish±$10.09
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.2352.2%8.5%152.3152.8%7.4%
25Δ172.9852.2%7.4%154.7352.0%6.2%
30Δ170.7752.1%6.4%156.7449.4%5.3%
35Δ168.8252.0%5.5%158.7046.7%4.3%
40Δ167.0151.8%4.8%160.4844.8%3.5%
45Δ165.2051.7%4.1%161.9344.7%3.1%
50Δ163.4752.9%3.6%163.3744.6%2.6%
55Δ161.7454.4%3.2%164.8244.5%2.2%
60Δ160.0155.8%2.7%166.3744.5%1.8%
65Δ157.8758.0%2.4%167.9344.4%1.5%
70Δ155.7260.1%2.0%169.5044.3%1.2%
75Δ153.0363.1%1.6%171.1043.2%0.9%
80Δ150.0766.5%1.3%172.7341.5%0.7%

20Δ

Calls
Pseudo strike
175.23
IV
52.2%
B/E move
8.5%
Puts
Pseudo strike
152.31
IV
52.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
172.98
IV
52.2%
B/E move
7.4%
Puts
Pseudo strike
154.73
IV
52.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
170.77
IV
52.1%
B/E move
6.4%
Puts
Pseudo strike
156.74
IV
49.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
168.82
IV
52.0%
B/E move
5.5%
Puts
Pseudo strike
158.70
IV
46.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
167.01
IV
51.8%
B/E move
4.8%
Puts
Pseudo strike
160.48
IV
44.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
165.20
IV
51.7%
B/E move
4.1%
Puts
Pseudo strike
161.93
IV
44.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
163.47
IV
52.9%
B/E move
3.6%
Puts
Pseudo strike
163.37
IV
44.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
161.74
IV
54.4%
B/E move
3.2%
Puts
Pseudo strike
164.82
IV
44.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
160.01
IV
55.8%
B/E move
2.7%
Puts
Pseudo strike
166.37
IV
44.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
157.87
IV
58.0%
B/E move
2.4%
Puts
Pseudo strike
167.93
IV
44.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
155.72
IV
60.1%
B/E move
2.0%
Puts
Pseudo strike
169.50
IV
44.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
153.03
IV
63.1%
B/E move
1.6%
Puts
Pseudo strike
171.10
IV
43.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
150.07
IV
66.5%
B/E move
1.3%
Puts
Pseudo strike
172.73
IV
41.5%
B/E move
0.7%

Options history

IV · four-Friday blend58.66%
Daily close
EPAM45.2%52.4%59.7%2026-08-13: 51.06%2026-08-14: 50.27%2026-08-17: 53.67%2026-08-18: 53.18%2026-08-19: 52.95%2026-08-21: 51.22%2026-08-24: 51.84%2026-08-25: 51.53%2026-08-26: 50.90%2026-08-27: 50.44%2026-08-28: 50.82%2026-08-31: 50.51%2026-09-01: 50.50%2026-09-02: 48.53%2026-09-03: 46.22%2026-09-04: 48.05%2026-09-08: 50.22%2026-09-09: 48.70%2026-09-10: 48.76%2026-09-11: 48.16%2026-09-14: 51.37%2026-09-15: 51.37%2026-09-16: 52.57%2026-09-18: 51.07%2026-09-21: 52.88%2026-09-22: 51.17%2026-09-23: 50.88%2026-09-24: 51.37%2026-09-25: 50.95%2026-09-28: 52.81%2026-09-29: 52.45%2026-09-30: 50.76%2026-10-01: 53.19%2026-10-02: 52.89%2026-10-05: 51.79%2026-10-06: 52.01%2026-10-07: 53.00%2026-10-08: 52.82%2026-10-09: 53.35%2026-10-12: 53.17%2026-10-13: 53.81%2026-10-14: 55.76%2026-10-16: 54.78%2026-10-19: 54.93%2026-10-20: 54.97%2026-10-21: 55.38%2026-10-22: 56.92%2026-10-23: 56.27%2026-10-26: 57.16%2026-10-27: 57.10%2026-10-28: 57.03%2026-10-29: 57.00%2026-10-30: 58.66%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.06%
50.27%
53.67%
53.18%
52.95%
51.22%
51.84%
51.53%
50.90%
50.44%
50.82%
50.51%
50.50%
48.53%
46.22%
48.05%
50.22%
48.70%
48.76%
48.16%
51.37%
51.37%
52.57%
51.07%
52.88%
51.17%
50.88%
51.37%
50.95%
52.81%
52.45%
50.76%
53.19%
52.89%
51.79%
52.01%
53.00%
52.82%
53.35%
53.17%
53.81%
55.76%
54.78%
54.93%
54.97%
55.38%
56.92%
56.27%
57.16%
57.10%
57.03%
57.00%
58.66%