EPSN · Expected Move
Epsilon Energy Ltd.
The expected move for EPSN 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).
EPSN 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 EPSN Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.00
30-Day ATM IV
90.8%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to EPSN'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.
EPSN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $1.50 | $1.00 | 90.8% | 66% |
| 20261013 | $1.40 | $1.18 | 86.9% | 62% |
| 20261012 | $1.38 | $0.75 | 91.5% | 67% |
| 20261009 | $1.42 | $1.18 | 103.2% | 82% |
| 20261008 | $2.48 | $1.12 | — | — |
| 20261007 | $2.10 | $1.02 | 106.5% | 52% |
| 20261006 | $1.35 | $1.45 | 86.9% | 37% |
| 20261005 | $1.33 | $1.02 | 116.7% | 55% |
| 20261002 | $2.40 | $2.40 | 86.6% | 34% |
| 20261001 | $0.90 | $0.90 | — | — |
| 20260930 | $1.35 | $1.35 | 91.8% | 38% |
| 20260929 | $1.27 | $1.27 | 80.4% | 30% |
| 20260928 | $1.60 | $1.60 | 78.0% | 28% |
| 20260925 | $1.00 | $1.00 | — | — |
| 20260924 | $1.12 | $1.12 | — | — |
| 20260923 | $1.07 | $1.07 | 81.0% | 30% |
| 20260922 | $1.10 | $1.10 | 64.1% | 19% |
| 20260921 | $1.93 | $1.93 | 69.5% | 22% |
| 20260918 | $1.10 | $1.02 | 87.9% | 35% |
| 20260917 | $1.05 | $2.88 | 49.8% | 9% |
| 20260916 | $1.20 | $1.38 | 91.8% | 38% |
| 20260915 | $1.30 | $1.48 | 63.7% | 18% |
| 20260914 | $1.25 | $1.27 | 57.5% | 14% |
| 20260911 | $1.92 | $2.15 | 56.9% | 14% |
| 20260910 | $1.95 | $1.93 | 61.7% | 17% |
| 20260909 | $1.68 | $2.53 | — | — |
| 20260908 | $1.32 | $2.60 | 51.6% | 10% |
| 20260904 | $1.25 | $3.12 | 40.1% | 2% |
| 20260903 | $1.82 | $1.45 | 75.8% | 27% |
| 20260902 | $1.25 | $1.25 | 73.9% | 26% |
| 20260901 | $3.98 | $3.98 | — | — |
| 20260831 | $1.55 | $1.55 | 60.2% | 16% |
| 20260828 | $1.15 | $1.15 | 56.5% | 13% |
| 20260827 | $1.48 | $1.48 | 86.8% | 34% |
| 20260826 | $1.25 | $1.25 | 80.6% | 30% |
| 20260825 | $1.00 | $1.00 | 54.3% | 12% |
| 20260824 | $1.05 | $1.05 | 46.8% | 7% |
| 20260821 | $2.23 | $0.58 | — | — |
| 20260820 | $0.75 | $0.82 | 37.0% | 0% |
| 20260819 | $1.10 | $0.70 | — | — |
| 20260818 | $1.10 | $0.72 | 41.6% | 2% |
| 20260817 | $1.00 | $0.72 | — | — |
| 20260814 | $1.12 | $0.68 | 39.4% | 0% |
| 20260813 | $1.12 | $0.57 | 77.1% | 24% |
| 20260812 | $0.97 | $1.38 | 57.1% | 10% |
| 20260811 | $8.32 | $0.97 | 76.3% | 24% |
| 20260810 | $1.57 | $1.32 | — | — |
| 20260806 | $1.57 | $1.02 | 60.3% | 12% |
| 20260805 | $0.98 | $0.98 | 54.9% | 8% |
| 20260804 | $0.73 | $0.73 | 59.6% | 12% |
| 20260803 | $1.30 | $1.30 | 94.0% | 37% |
| 20260731 | $0.80 | $0.80 | 54.8% | 8% |
| 20260730 | $8.10 | $8.10 | 55.2% | 9% |
| 20260729 | $0.75 | $0.75 | 54.6% | 8% |
| 20260728 | $0.65 | $0.65 | 52.6% | 7% |
| 20260727 | $2.25 | $2.25 | 43.2% | 0% |
| 20260724 | $0.98 | $0.98 | — | — |
| 20260723 | $1.07 | $1.07 | 62.6% | 13% |
| 20260722 | $0.88 | $0.88 | 64.2% | 14% |
| 20260721 | $0.90 | $0.90 | 59.4% | 11% |
More on EPSN
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.