EPSN (Epsilon Energy Ltd.)

Historical IV Rank & Volatility Regime

IV Rank measures where EPSN's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on EPSN are priced rich or cheap relative to its own recent regime.

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.

EPSN IV Rank Summary
Current
70%
Moderate — neutral regime
30-Day Avg
48%
60-Day Avg
41%
90-Day Avg
42%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in EPSN's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
EPSN IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260826 70% 1.5%
20260825 53% 1.3%
20260824 22% 0.8%
20260821 100% 2.0%
20260820 23% 0.8%
20260819 53% 1.2%
20260818 17% 0.7%
20260817 52% 1.2%
20260814 26% 0.8%
20260813 90% 1.7%
20260812 14% 0.7%
20260811 37% 1.0%
20260810 46% 1.1%
20260806 55% 1.2%
20260805 89% 1.7%
20260804 66% 1.4%
20260803 95% 1.7%
20260731 55% 1.2%
20260730 80% 1.6%
20260729 51% 1.2%
20260728 58% 1.3%
20260727 44% 1.1%
20260724 42% 1.1%
20260723 35% 1.0%
20260722 53% 1.2%
20260721 22% 0.8%
20260720 28% 0.9%
20260716 34% 1.0%
20260715 30% 0.9%
20260714 0% 0.5%
20260713 39% 1.0%
20260710 30% 0.9%
20260709 36% 1.0%
20260708 28% 0.9%
20260707 25% 0.9%
20260706 34% 1.1%
20260702 21% 0.9%
20260701 26% 1.0%
20260630 55% 1.5%
20260629 51% 1.4%
20260626 42% 1.3%
20260625 34% 1.1%
20260624 56% 1.5%
20260623 34% 1.1%
20260622 53% 1.5%
20260618 41% 1.2%
20260617 23% 0.9%
20260616 39% 1.2%
20260615 53% 1.5%
20260613 30% 1.1%
20260612 44% 1.3%
20260611 39% 1.2%
20260610 20% 0.9%
20260609 24% 0.9%
20260608 29% 1.0%
20260605 37% 1.2%
20260604 15% 0.8%
20260603 6% 0.6%
20260602 24% 0.9%
20260601 36% 1.1%
20260529 46% 1.3%
20260528 38% 1.2%
20260527 36% 1.2%
20260526 64% 1.6%
20260522 41% 1.2%
20260521 50% 1.4%
20260520 73% 1.8%
20260519 26% 1.0%
20260518 44% 1.3%
20260515 31% 1.1%
20260514 39% 1.2%
20260513 30% 1.0%
20260512 39% 1.2%
20260511 13% 0.7%
20260510 45% 1.3%
20260508 43% 1.3%
20260507 27% 1.0%
20260506 52% 1.4%
20260505 16% 0.8%
20260504 0% 0.5%
20260502 69% 1.8%
20260501 66% 1.7%
20260430 64% 1.7%
20260429 47% 1.4%
20260428 63% 1.7%
20260427 45% 1.4%
20260424 46% 1.4%
20260423 46% 1.4%
20260422 51% 1.5%
20260421 35% 1.2%