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EPAM SYSTEMS, INC. EPAM

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Market datapartial · fetched 2026-10-22T10:47:57.313Z

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 · 2026-10-22T09:17:25.187648256Z

FundamentalsAlpha Vantage · unavailable

Share price$132.63
1D
Price history unavailable.

EPAM SYSTEMS, INC. options

Live interpolated EPAM call and put midpoint premiums by absolute delta.EPAM SYSTEMS, INC.$1.97$7.72$13.47$19.22$24.98$98.89$115.58$132.27$148.95$165.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPAM spot · $132.63EPAM PRICE$2.59$3.43$4.39$5.31$6.53$7.83$9.16$10.91$12.78$14.75$17.17$19.72$23.32$2.79$3.71$4.76$5.87$7.06$8.40$9.80$11.33$12.96$15.21$17.34$19.38$22.05
PutsExpensive1.22×
CallsExpensive1.26×
SkewBullish-12.14 pp
Implied moveBearish±$18.96
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.0867.5%21.9%116.7361.0%14.1%
25Δ153.9967.3%18.7%120.2660.8%12.1%
30Δ149.8267.9%16.3%123.3860.6%10.6%
35Δ145.6166.6%13.8%126.3960.2%9.1%
40Δ142.2267.7%12.2%129.2959.8%7.8%
45Δ138.9468.8%10.7%132.1059.3%6.7%
50Δ135.5968.9%9.1%134.8958.9%5.7%
55Δ132.3170.7%8.0%137.6458.0%4.8%
60Δ128.9872.3%6.9%140.4457.3%3.9%
65Δ125.5273.1%5.8%143.6157.7%3.2%
70Δ121.7974.3%4.8%146.6657.0%2.5%
75Δ117.9674.7%3.8%149.6055.3%1.8%
80Δ113.2677.7%3.0%153.0453.9%1.2%

20Δ

Calls
Pseudo strike
159.08
IV
67.5%
B/E move
21.9%
Puts
Pseudo strike
116.73
IV
61.0%
B/E move
14.1%

25Δ

Calls
Pseudo strike
153.99
IV
67.3%
B/E move
18.7%
Puts
Pseudo strike
120.26
IV
60.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
149.82
IV
67.9%
B/E move
16.3%
Puts
Pseudo strike
123.38
IV
60.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
145.61
IV
66.6%
B/E move
13.8%
Puts
Pseudo strike
126.39
IV
60.2%
B/E move
9.1%

40Δ

Calls
Pseudo strike
142.22
IV
67.7%
B/E move
12.2%
Puts
Pseudo strike
129.29
IV
59.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
138.94
IV
68.8%
B/E move
10.7%
Puts
Pseudo strike
132.10
IV
59.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
135.59
IV
68.9%
B/E move
9.1%
Puts
Pseudo strike
134.89
IV
58.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
132.31
IV
70.7%
B/E move
8.0%
Puts
Pseudo strike
137.64
IV
58.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
128.98
IV
72.3%
B/E move
6.9%
Puts
Pseudo strike
140.44
IV
57.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
125.52
IV
73.1%
B/E move
5.8%
Puts
Pseudo strike
143.61
IV
57.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
121.79
IV
74.3%
B/E move
4.8%
Puts
Pseudo strike
146.66
IV
57.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
117.96
IV
74.7%
B/E move
3.8%
Puts
Pseudo strike
149.60
IV
55.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
113.26
IV
77.7%
B/E move
3.0%
Puts
Pseudo strike
153.04
IV
53.9%
B/E move
1.2%

Options history

No recorded observations