Epsilon Energy Ltd (EPSN) Historical Volatility

Tracking EPSN historical volatility helps you see how much Epsilon Energy Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Epsilon Energy Ltd's HV tells you what really happened. Use our scanner to monitor EPSN 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EPSN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Epsilon Energy Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Epsilon Energy Ltd., a natural gas and oil company, engages in the acquisition, development, gathering, and production of oil and gas reserves in the United States. It operates through Upstream and Gathering System segments. The Company has natural gas production in the Marcellus in Pennsylvania; and oil, natural gas liquids (NGL), and natural gas production in the Anadarko Basin in Oklahoma. As of December 31, 2021, it had total estimated net proved reserves of 110,969 million cubic feet of natural gas reserves, 819,726 barrels of NGL, and 305,052 barrels of oil and other liquids. Epsilon Energy Ltd.

was incorporated in 2005 and is based in Houston, Texas.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Epsilon Energy Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EPSN HV is running hot, cold, or in line. Make the EPSN 30 day historical volatility — and every other window — work for your edge instead of against it.