Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Epsilon Energy Ltd. (EPSN) had 180-Day Implied Volatility Skew of 0.2056 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4231
Historical Volatility (Parkinson)	0.3969
Implied Volatility (Calls)	0.6393
Implied Volatility (Puts)	0.7323
Implied Volatility (Mean)	0.6858
Put-Call Implied Volatility Ratio	1.1455
Implied Volatility Skew	0.2056
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0032