Option Greeks measure how Evolution Petroleum Corporation (EPM) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. EPM implied volatility is near the top of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
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EPM Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the EPM Greeks charts?
Gamma, theta, and vega are largest for strikes near the Evolution Petroleum stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect EPM's Greeks?
Evolution Petroleum IV rank is 91, so implied volatility is near the top of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 21.9% to 222.7%. See the EPM implied volatility history for a longer view.
How much gamma and delta do EPM options carry in total?
Across all open Evolution Petroleum options on Nov 4, 2026, net gamma exposure was $7.52K and net delta exposure was $151.3K per 1% move in the stock. The EPM gamma exposure chart shows where that gamma sits by strike.
What is Evolution Petroleum Corporation?
Evolution Petroleum Corp is an independent energy company focused on owning and investing in onshore oil and natural gas properties across the United States.