EPM · Expected Move
Evolution Petroleum Corporation
The expected move for EPM 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).
EPM 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 EPM Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to EPM'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.
EPM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $1.60 | $1.05 | — | — |
| 20261002 | $1.15 | $1.15 | — | — |
| 20261001 | $1.02 | $1.02 | 145.0% | 69% |
| 20260930 | $1.02 | $1.02 | 143.6% | 68% |
| 20260929 | $1.00 | $1.00 | — | — |
| 20260928 | $1.12 | $1.12 | — | — |
| 20260925 | $1.12 | $1.12 | 108.1% | 45% |
| 20260924 | $1.18 | $1.18 | — | — |
| 20260923 | $1.20 | $1.20 | — | — |
| 20260922 | $1.62 | $1.62 | — | — |
| 20260921 | $1.73 | $1.73 | 170.7% | 86% |
| 20260918 | $1.30 | $1.83 | — | — |
| 20260917 | $1.65 | $1.17 | — | — |
| 20260916 | $1.48 | $1.23 | — | — |
| 20260915 | $8.78 | $1.60 | — | — |
| 20260914 | $8.60 | $1.25 | — | — |
| 20260911 | $8.70 | $1.28 | — | — |
| 20260910 | $1.83 | $1.80 | 93.2% | 35% |
| 20260909 | $8.72 | $1.20 | 192.1% | 100% |
| 20260908 | $1.58 | $1.45 | 84.6% | 33% |
| 20260904 | $8.68 | $1.12 | 89.2% | 37% |
| 20260903 | $8.68 | $1.27 | 173.3% | 99% |
| 20260902 | $1.10 | $1.10 | 107.9% | 51% |
| 20260901 | $1.15 | $1.15 | 148.8% | 81% |
| 20260831 | $1.18 | $1.18 | — | — |
| 20260828 | $1.28 | $1.28 | 74.8% | 26% |
| 20260827 | $1.38 | $1.38 | — | — |
| 20260826 | $1.07 | $1.07 | 120.8% | 60% |
| 20260825 | $1.55 | $1.55 | 103.1% | 47% |
| 20260824 | $0.78 | $0.78 | — | — |
| 20260821 | $1.60 | $1.38 | — | — |
| 20260820 | $1.30 | $1.30 | 95.1% | 41% |
| 20260819 | $0.82 | $0.90 | — | — |
| 20260818 | $1.62 | $1.67 | — | — |
| 20260817 | $2.53 | $1.70 | — | — |
| 20260814 | $1.78 | $1.80 | 143.4% | 77% |
| 20260813 | $1.80 | $1.55 | — | — |
| 20260812 | $1.65 | $1.62 | — | — |
| 20260811 | $1.60 | $1.15 | — | — |
| 20260810 | $1.35 | $1.95 | — | — |
| 20260806 | $1.57 | $1.48 | 108.6% | 51% |
| 20260805 | $1.27 | $1.27 | 103.8% | 48% |
| 20260804 | $1.18 | $1.18 | — | — |
| 20260803 | $1.60 | $1.60 | 156.2% | 87% |
| 20260731 | $1.65 | $1.65 | — | — |
| 20260730 | $1.02 | $1.02 | — | — |
| 20260729 | $1.55 | $1.55 | 62.5% | 19% |
| 20260728 | $1.20 | $1.20 | 61.9% | 19% |
| 20260727 | $1.77 | $1.77 | — | — |
| 20260724 | $1.65 | $1.65 | — | — |
| 20260723 | $0.95 | $0.95 | — | — |
| 20260722 | $0.95 | $0.95 | — | — |
| 20260721 | $1.42 | $1.42 | — | — |
| 20260720 | $1.72 | $1.72 | — | — |
| 20260716 | $1.77 | $1.60 | — | — |
| 20260715 | $1.45 | $1.43 | — | — |
| 20260714 | $1.73 | $1.05 | — | — |
| 20260713 | $1.95 | $1.15 | — | — |
| 20260710 | $1.73 | $1.02 | 120.4% | 61% |
| 20260709 | $1.73 | $1.07 | 116.0% | 58% |
More on EPM
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.