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Evolution Petroleum Corporation Inc EPM

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T03:03:15.247Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T00:00:00.092211864Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:03:13.582413+00:00

Share price$3.76
1D+0.0%
AH$3.70$3.72$3.74$3.76$3.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPM
Sold putSold callAH

Evolution Petroleum Corporation Inc options

Live interpolated EPM call and put midpoint premiums by absolute delta.Evolution Petroleum Corporation Inc$0.16$0.58$1.00$1.42$1.85$1.93$2.87$3.81$4.76$5.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPM spot · $3.76EPM PRICE$0.21$0.29$0.36$0.44$0.52$0.59$0.67$0.75$0.83$0.90$0.98$1.06$1.14$0.28$0.37$0.46$0.55$0.63$0.72$0.81$0.90$0.99$1.08$1.17$1.26$1.72
PutsExpensive1.87×
CallsExpensive2.01×
SkewBullish-7.10 pp
Implied moveBearish±$1.48
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.06122.4%93.3%2.73123.2%34.9%
25Δ6.74119.7%87.0%2.92119.1%32.1%
30Δ6.43117.0%80.6%3.11114.9%29.4%
35Δ6.11114.3%74.3%3.31110.8%26.6%
40Δ5.80111.6%67.9%3.50106.6%23.8%
45Δ5.48108.9%61.6%3.69102.5%21.0%
50Δ5.17106.2%55.3%3.8998.3%18.3%
55Δ4.85103.5%48.9%4.0894.2%15.5%
60Δ4.54100.8%42.6%4.2790.0%12.7%
65Δ4.2298.1%36.3%4.4685.9%9.9%
70Δ3.9095.4%29.9%4.6681.7%7.2%
75Δ3.5992.7%23.6%4.8577.6%4.4%
80Δ3.2790.0%17.3%5.4083.3%2.2%

20Δ

Calls
Pseudo strike
7.06
IV
122.4%
B/E move
93.3%
Puts
Pseudo strike
2.73
IV
123.2%
B/E move
34.9%

25Δ

Calls
Pseudo strike
6.74
IV
119.7%
B/E move
87.0%
Puts
Pseudo strike
2.92
IV
119.1%
B/E move
32.1%

30Δ

Calls
Pseudo strike
6.43
IV
117.0%
B/E move
80.6%
Puts
Pseudo strike
3.11
IV
114.9%
B/E move
29.4%

35Δ

Calls
Pseudo strike
6.11
IV
114.3%
B/E move
74.3%
Puts
Pseudo strike
3.31
IV
110.8%
B/E move
26.6%

40Δ

Calls
Pseudo strike
5.80
IV
111.6%
B/E move
67.9%
Puts
Pseudo strike
3.50
IV
106.6%
B/E move
23.8%

45Δ

Calls
Pseudo strike
5.48
IV
108.9%
B/E move
61.6%
Puts
Pseudo strike
3.69
IV
102.5%
B/E move
21.0%

50Δ

Calls
Pseudo strike
5.17
IV
106.2%
B/E move
55.3%
Puts
Pseudo strike
3.89
IV
98.3%
B/E move
18.3%

55Δ

Calls
Pseudo strike
4.85
IV
103.5%
B/E move
48.9%
Puts
Pseudo strike
4.08
IV
94.2%
B/E move
15.5%

60Δ

Calls
Pseudo strike
4.54
IV
100.8%
B/E move
42.6%
Puts
Pseudo strike
4.27
IV
90.0%
B/E move
12.7%

65Δ

Calls
Pseudo strike
4.22
IV
98.1%
B/E move
36.3%
Puts
Pseudo strike
4.46
IV
85.9%
B/E move
9.9%

70Δ

Calls
Pseudo strike
3.90
IV
95.4%
B/E move
29.9%
Puts
Pseudo strike
4.66
IV
81.7%
B/E move
7.2%

75Δ

Calls
Pseudo strike
3.59
IV
92.7%
B/E move
23.6%
Puts
Pseudo strike
4.85
IV
77.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
3.27
IV
90.0%
B/E move
17.3%
Puts
Pseudo strike
5.40
IV
83.3%
B/E move
2.2%

Options history

No recorded observations