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Epsilon Energy Ltd. Common Share EPSN

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Market datapartial · fetched 2026-10-22T23:58:44.515Z

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 · 2026-10-22T20:00:00.081994832Z

FundamentalsAlpha Vantage · unavailable

Share price$6.16
1D+0.7%
AH$6.02$6.06$6.10$6.14$6.195:30 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$0.17$1.19$2.21$3.22$4.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEPSN PRICE$0.38$0.28$0.39$0.52$0.66$0.79$0.92$1.05$1.19$1.32$1.45$1.59$2.71$3.95
PutsExpensive2.76×
CallsExpensive3.21×
SkewBullish-28.82 pp
Implied move——
TiltBearish95.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.86129.1%25.7%
25Δ5.22114.1%21.7%
30Δ8.51143.3%44.2%5.47112.7%19.7%
35Δ5.72111.2%17.8%
40Δ5.97109.8%15.9%
45Δ6.22108.3%14.0%
50Δ6.47106.9%12.1%
55Δ6.72105.4%10.2%
60Δ6.97104.0%8.2%
65Δ7.22102.5%6.3%
70Δ7.48101.1%4.4%
75Δ8.64127.1%3.9%
80Δ9.90156.1%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
129.1%
B/E move
25.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
114.1%
B/E move
21.7%

30Δ

Calls
Pseudo strike
8.51
IV
143.3%
B/E move
44.2%
Puts
Pseudo strike
5.47
IV
112.7%
B/E move
19.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
111.2%
B/E move
17.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.97
IV
109.8%
B/E move
15.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.22
IV
108.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.47
IV
106.9%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
105.4%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.97
IV
104.0%
B/E move
8.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
102.5%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.48
IV
101.1%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.64
IV
127.1%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.90
IV
156.1%
B/E move
3.4%

Options history

No recorded observations