EPSN · Epsilon Energy Ltd.

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$5.56 +0.11 (+2.02%) At close · Jul 29

Market Cap

$164.85M

30.25M

Options Chain

15-min delayed Underlying $5.56 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 8 contracts

Put / call OI

0.17

Call-heavy positioning

Open interest

1,604

contracts outstanding

Volume

traded today

Max pain

$5.00

$0.56 below spot

ATM implied vol

64.4%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Feb 19 204d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	1	237.5%	0.946	$3.25		—	—	—	—	0
Call · $2.5 In the money Last $3.25 Breakeven $5.75 Implied vol 237.5% Delta 0.946 ≈95% ITM Gamma 0.034 Theta -0.007 Vega 0.002 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
119	4	83.3%	0.699	$0.90		$0.05	-0.203	45.4%	1	235
Call · $5 In the money Last $0.90 Breakeven $5.90 Implied vol 83.3% Delta 0.699 ≈70% ITM Gamma 0.31 Theta -0.009 Vega 0.005 Open interest 119 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol 45.4% Delta -0.203 ≈20% ITM Gamma 0.461 Theta -0.004 Vega 0.003 Open interest 235 Model this put
Underlying $5.56
1.3k	3	98.6%	0.122	$0.08		—	-0.639	205.3%	—	0
Call · $7.5 Last $0.08 Breakeven $7.58 Implied vol 98.6% Delta 0.122 ≈12% ITM Gamma 0.15 Theta -0.006 Vega 0.003 Open interest 1.3k Model this call Put · $7.5 In the money Last — Breakeven — Implied vol 205.3% Delta -0.639 ≈64% ITM Gamma 0.133 Theta -0.023 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	-0.977	114.6%	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol 114.6% Delta -0.977 ≈98% ITM Gamma 0.037 Theta -0.002 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1726126 CUSIP 294375209 13F (30d) 23 filings 19 filers Visit website