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Epsilon Energy Ltd. Common Share EPSN

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T03:17:06.860Z

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 · 2026-11-12T00:22:53.62722938Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:17:06.708381+00:00

Share price$5.39
1D-0.4%
AH$5.25$5.29$5.32$5.36$5.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPSN
Sold putSold callAH

Epsilon Energy Ltd. Common Share options

Live interpolated EPSN call and put midpoint premiums by absolute delta.Epsilon Energy Ltd. Common Share$0.30$1.01$1.72$2.43$3.15$4.59$4.99$5.39$5.80$6.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPSN spot · $5.39EPSN PRICE$0.38$0.38$0.56$0.75$0.95$1.15$1.34$1.54$1.74$1.93$2.13$2.33$0.40$0.63$0.86$1.09$1.32$1.55$1.78$2.01$2.24$2.94
Puts——
Calls——
Skew——
Implied moveBullish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.92398.4%90.9%
30Δ7.66296.0%49.1%
35Δ7.15292.0%42.9%5.16145.1%11.8%
40Δ6.76295.6%39.5%5.44155.6%10.9%
45Δ6.38299.3%36.1%5.72166.2%9.9%
50Δ6.00302.9%32.6%6.00176.7%9.0%
55Δ5.62306.5%29.2%6.28187.3%8.1%
60Δ5.24310.2%25.8%6.56197.9%7.1%
65Δ4.86313.8%22.3%6.84208.4%6.2%
70Δ4.48317.4%18.9%7.12219.0%5.3%
75Δ4.09321.1%15.5%7.40229.6%4.3%
80Δ3.71324.7%12.0%8.15244.1%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.92
IV
398.4%
B/E move
90.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.66
IV
296.0%
B/E move
49.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.15
IV
292.0%
B/E move
42.9%
Puts
Pseudo strike
5.16
IV
145.1%
B/E move
11.8%

40Δ

Calls
Pseudo strike
6.76
IV
295.6%
B/E move
39.5%
Puts
Pseudo strike
5.44
IV
155.6%
B/E move
10.9%

45Δ

Calls
Pseudo strike
6.38
IV
299.3%
B/E move
36.1%
Puts
Pseudo strike
5.72
IV
166.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
6.00
IV
302.9%
B/E move
32.6%
Puts
Pseudo strike
6.00
IV
176.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
5.62
IV
306.5%
B/E move
29.2%
Puts
Pseudo strike
6.28
IV
187.3%
B/E move
8.1%

60Δ

Calls
Pseudo strike
5.24
IV
310.2%
B/E move
25.8%
Puts
Pseudo strike
6.56
IV
197.9%
B/E move
7.1%

65Δ

Calls
Pseudo strike
4.86
IV
313.8%
B/E move
22.3%
Puts
Pseudo strike
6.84
IV
208.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
4.48
IV
317.4%
B/E move
18.9%
Puts
Pseudo strike
7.12
IV
219.0%
B/E move
5.3%

75Δ

Calls
Pseudo strike
4.09
IV
321.1%
B/E move
15.5%
Puts
Pseudo strike
7.40
IV
229.6%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.71
IV
324.7%
B/E move
12.0%
Puts
Pseudo strike
8.15
IV
244.1%
B/E move
3.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations