Epsilon Energy Ltd. (EPSN) Options History
Historical options analytics archive for EPSN with monthly max pain, implied volatility, gamma exposure, and put/call data.
48 months of complete options data available.
EPSN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EPSN. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 72.6% | 31.7% | $5.00 | $7.2K | -$333.7K | 5.87 |
| 2026-06 | 21 | 56.0% | 21.6% | $2.50 | $13.1K | -$418.4K | 14.44 |
| 2026-05 | 20 | 77.0% | 33.2% | - | $13.2K | -$328.9K | 177.28 |
| 2026-04 | 21 | 75.2% | 26.8% | $2.50 | $20.7K | -$772.8K | 0.01 |
| 2026-03 | 21 | 71.4% | 22.8% | $5.00 | $2.1K | -$330.1K | 8.18 |
| 2026-02 | 19 | 65.3% | 19.1% | $2.50 | $3.5K | -$264.1K | 6.53 |
This archive aggregates EPSN's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how EPSN option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 72.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 5.87.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Frequently asked EPSN history questions
- How much options history is available for EPSN?
- This archive holds 48 months of EPSN options analytics, spanning 2022-08 through 2026-07. Each entry is a monthly rollup of EPSN's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the EPSN archive.
- What data does each monthly EPSN aggregate contain?
- Every monthly row summarizes that month of EPSN option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 72.6%, an average IV rank of 31.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 5.87.
- How is the EPSN options-history archive built and how often does it update?
- The archive is derived from EPSN's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how EPSN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.