EPAM · Expected Move
EPAM SYSTEMS, INC.
The expected move for EPAM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
EPAM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EPAM Expected Move
30-Day Straddle
$19.00
7-Day Straddle
$19.00
30-Day ATM IV
64.1%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to EPAM's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
EPAM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $19.00 | $19.00 | 64.1% | 65% |
| 20261030 | $19.35 | $19.35 | 65.1% | 67% |
| 20261029 | $18.30 | $18.30 | 63.4% | 63% |
| 20261028 | $18.85 | $18.85 | 63.7% | 63% |
| 20261027 | $18.55 | $18.55 | 63.2% | 62% |
| 20261026 | $19.95 | $19.95 | 63.3% | 62% |
| 20261023 | $19.00 | $19.00 | 62.4% | 60% |
| 20261022 | $21.10 | $21.10 | 65.6% | 69% |
| 20261021 | $19.25 | $19.25 | 62.7% | 61% |
| 20261020 | $18.35 | $18.35 | 60.7% | 55% |
| 20261019 | $18.85 | $18.85 | 61.9% | 59% |
| 20261016 | $18.20 | $2.00 | 61.8% | 58% |
| 20261015 | $18.65 | $3.23 | 59.8% | 53% |
| 20261014 | $18.20 | $3.67 | 62.4% | 60% |
| 20261013 | $17.25 | $4.50 | 58.2% | 48% |
| 20261012 | $17.55 | $4.83 | 58.6% | 50% |
| 20261009 | $19.20 | $6.03 | 59.2% | 51% |
| 20261008 | $19.15 | $6.43 | 59.4% | 52% |
| 20261007 | $18.90 | $6.25 | 59.1% | 51% |
| 20261006 | $17.95 | $7.00 | 56.8% | 45% |
| 20261005 | $17.70 | $7.20 | 55.7% | 42% |
| 20261002 | $8.22 | $8.22 | 55.0% | 40% |
| 20261001 | $8.45 | $8.45 | 55.8% | 42% |
| 20260930 | $7.50 | $7.50 | 51.7% | 31% |
| 20260929 | $8.97 | $8.97 | 53.0% | 34% |
| 20260928 | $9.28 | $9.28 | 52.7% | 33% |
| 20260925 | $9.50 | $9.50 | 49.9% | 26% |
| 20260924 | $9.32 | $9.32 | 49.2% | 24% |
| 20260923 | $9.65 | $9.65 | 48.4% | 22% |
| 20260922 | $10.40 | $10.40 | 49.2% | 24% |
| 20260921 | $11.75 | $11.75 | 50.5% | 27% |
| 20260918 | $11.75 | $1.35 | 45.6% | 14% |
| 20260917 | $12.75 | $3.67 | 47.1% | 18% |
| 20260916 | $13.20 | $4.85 | 48.5% | 22% |
| 20260915 | $13.15 | $5.03 | 45.8% | 14% |
| 20260914 | $13.90 | $5.68 | 47.4% | 19% |
| 20260911 | $13.30 | $6.30 | 44.7% | 11% |
| 20260910 | $12.65 | $6.35 | 44.3% | 10% |
| 20260909 | $14.10 | $6.45 | 48.2% | 21% |
| 20260908 | $13.85 | $7.53 | 47.1% | 18% |
| 20260904 | $14.35 | $8.35 | 43.9% | 9% |
| 20260903 | $13.55 | $7.15 | 40.6% | 0% |
| 20260902 | $9.35 | $9.35 | 45.0% | 0% |
| 20260901 | $9.60 | $9.60 | 47.1% | 4% |
| 20260831 | $9.68 | $9.68 | 46.9% | 3% |
| 20260828 | $9.95 | $9.95 | 47.5% | 5% |
| 20260827 | $10.40 | $10.40 | 46.7% | 2% |
| 20260826 | $10.25 | $10.25 | 47.0% | 4% |
| 20260825 | $9.75 | $9.75 | 46.0% | 0% |
| 20260824 | $11.10 | $11.10 | 48.2% | 7% |
| 20260821 | $12.20 | $2.20 | 49.7% | 12% |
| 20260820 | $12.20 | $4.20 | 52.0% | 20% |
| 20260819 | $11.90 | $4.72 | 45.9% | 0% |
| 20260818 | $11.00 | $4.40 | 47.3% | 0% |
| 20260817 | $11.70 | $4.92 | 48.9% | 2% |
| 20260814 | $12.00 | $4.92 | 48.4% | 0% |
| 20260813 | $12.60 | $5.67 | 48.6% | 0% |
| 20260812 | $12.20 | $6.67 | 48.5% | 0% |
| 20260811 | $13.00 | $7.40 | 51.3% | 8% |
| 20260810 | $13.70 | $8.07 | 52.9% | 14% |
More on EPAM
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.