Epsilon Energy Ltd. (EPSN)
NASDAQ: EPSN
· Real-Time Price · USD
5.75
-0.01 (-0.17%)
At close: Aug 21, 2025, 3:59 PM
5.75
0.00%
Pre-market: Aug 22, 2025, 07:01 AM EDT
EPSN Delta Exposure By Expiry
The total Delta Exposure (DEX) for EPSN across all expirations shows -356.41 net shares that market makers must hedge, with 612.96 from calls and 969.37 from puts. The put-call delta ratio of 1.58 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Nov 21, 25 with -453.65 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
EPSN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 27.35 | -3.59 | 23.76 | 0.13 |
| Oct 17, 25 | 6.62 | 0 | 6.62 | 0.00 |
| Nov 21, 25 | 512.13 | -965.78 | -453.65 | 1.89 |
| Feb 20, 26 | 66.86 | 0 | 66.86 | 0.00 |