Epsilon Energy Ltd (EPSN) Straddle

Trading a EPSN straddle lets you take a pure volatility position on Epsilon Energy Ltd without committing to a direction. Epsilon Energy Ltd's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate EPSN straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on EPSN profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Epsilon Energy Ltd stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the EPSN straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

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.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the EPSN straddle is the cleanest expression of that view. Our scanner prices every EPSN straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a EPSN straddle into a catalyst or short a EPSN straddle to harvest decay, the options straddle setups that matter are all in one place.