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EOSE options analytics

EOSE · Stock

Data as of 23 September 2026 (end of day)

EOSE options are pricing a 30-day at-the-money volatility of 94.8%, a move of about ±27.2% over the next month. Its history here is 5 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta calls carry 13.52 volatility points more than the puts.

Longer-dated options carry more: 90-day volatility is 11% above 30-day.

Its next earnings report is 2026-11-04 (estimated from its reporting cadence).

Current readings

30-day ATM implied volatilityⓘ
94.78%

Prices a move of about ±27.2% over 30 days, or ±6.0% on a typical day.

25-delta risk reversalⓘ
-13.52

Calls carry 13.52 volatility points more than puts the same distance from the money.

25-delta butterflyⓘ
+5.07

The wings carry 5.07 volatility points more than at-the-money.

Term structure slopeⓘ
1.106

90-day volatility is 11% above 30-day.

Where 30-day implied volatility sits

Against 5 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year
—
IV rank, 1 year
—
IV percentile, 2 years
—
IV rank, 2 years
—

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close
$3.58
30-day implied forward
$3.63
60-day ATM IV
107.42%
90-day ATM IV
104.84%
180-day ATM IV
112.33%
Expirations used
9
Total open interest
955,353
Put / call open interest
0.43

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 5 sessions

94%96%98%100%102%104%106%2026-09-17 — 30-day ATM IV 103%2026-09-18 — 30-day ATM IV 102%2026-09-21 — 30-day ATM IV 104%2026-09-22 — 30-day ATM IV 104%2026-09-23 — 30-day ATM IV 95%17 Sep18 Sep21 Sep22 Sep23 Sep
Show the underlying numbers (most recent 5)
Session30-day ATM IV25-delta RRTerm slopeClose
2026-09-2394.78%-13.521.106$3.58
2026-09-22103.51%-9.011.066$4.06
2026-09-21103.51%-11.321.076$4.07
2026-09-18102.05%-11.061.103$3.96
2026-09-17102.93%-7.321.100$3.98

The chart covers every session in the archive, 5 in total. The table lists the most recent 5.

25-delta risk reversal

Last 5 sessions

-15.0-10.0-5.00.05.02026-09-17 — 25-delta RR (volatility points) -7.32026-09-18 — 25-delta RR (volatility points) -11.12026-09-21 — 25-delta RR (volatility points) -11.32026-09-22 — 25-delta RR (volatility points) -9.02026-09-23 — 25-delta RR (volatility points) -13.517 Sep18 Sep21 Sep22 Sep23 Sep

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

30d (2026-10-23) · 37d (2026-10-30) · 58d (2026-11-20)

80%100%120%140%160%2026-10-23 (30d) — 10Δ C — IV 127.44%2026-10-23 (30d) — 15Δ C — IV 115.67%2026-10-23 (30d) — 20Δ C — IV 113.12%2026-10-23 (30d) — 25Δ C — IV 106.61%2026-10-23 (30d) — 30Δ C — IV 101.07%2026-10-23 (30d) — 35Δ C — IV 96.68%2026-10-23 (30d) — 40Δ C — IV 94.73%2026-10-23 (30d) — 45Δ C — IV 94.70%2026-10-23 (30d) — ATM — IV 94.78%2026-10-23 (30d) — 45Δ P — IV 94.87%2026-10-23 (30d) — 40Δ P — IV 94.91%2026-10-23 (30d) — 35Δ P — IV 94.69%2026-10-23 (30d) — 30Δ P — IV 94.01%2026-10-23 (30d) — 25Δ P — IV 93.09%2026-10-23 (30d) — 20Δ P — IV 92.18%2026-10-23 (30d) — 15Δ P — IV 91.37%2026-10-23 (30d) — 10Δ P — IV 90.41%30d2026-10-30 (37d) — 15Δ C — IV 115.14%2026-10-30 (37d) — 20Δ C — IV 109.81%2026-10-30 (37d) — 25Δ C — IV 108.66%2026-10-30 (37d) — 30Δ C — IV 108.34%2026-10-30 (37d) — 35Δ C — IV 105.03%2026-10-30 (37d) — 40Δ C — IV 96.45%2026-10-30 (37d) — 45Δ C — IV 94.40%2026-10-30 (37d) — ATM — IV 93.58%2026-10-30 (37d) — 45Δ P — IV 93.05%2026-10-30 (37d) — 40Δ P — IV 92.76%2026-10-30 (37d) — 35Δ P — IV 92.59%2026-10-30 (37d) — 30Δ P — IV 92.46%2026-10-30 (37d) — 25Δ P — IV 92.37%2026-10-30 (37d) — 20Δ P — IV 92.50%2026-10-30 (37d) — 15Δ P — IV 94.47%2026-10-30 (37d) — 10Δ P — IV 100.10%37d2026-11-20 (58d) — 5Δ C — IV 142.11%2026-11-20 (58d) — 10Δ C — IV 130.47%2026-11-20 (58d) — 15Δ C — IV 123.75%2026-11-20 (58d) — 20Δ C — IV 122.73%2026-11-20 (58d) — 25Δ C — IV 116.45%2026-11-20 (58d) — 30Δ C — IV 112.36%2026-11-20 (58d) — 35Δ C — IV 111.24%2026-11-20 (58d) — 40Δ C — IV 110.50%2026-11-20 (58d) — 45Δ C — IV 108.88%2026-11-20 (58d) — ATM — IV 107.77%2026-11-20 (58d) — 45Δ P — IV 107.53%2026-11-20 (58d) — 40Δ P — IV 107.37%2026-11-20 (58d) — 35Δ P — IV 107.03%2026-11-20 (58d) — 30Δ P — IV 106.48%2026-11-20 (58d) — 25Δ P — IV 105.79%2026-11-20 (58d) — 20Δ P — IV 104.69%2026-11-20 (58d) — 15Δ P — IV 103.47%2026-11-20 (58d) — 10Δ P — IV 103.09%2026-11-20 (58d) — 5Δ P — IV 102.93%58d10Δ C25Δ CATM25Δ P10Δ Pout-of-the-money calls ← delta → out-of-the-money puts

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers
Delta30d37d58d
5Δ call——142.11%
10Δ call127.44%—130.47%
15Δ call115.67%115.14%123.75%
20Δ call113.12%109.81%122.73%
25Δ call106.61%108.66%116.45%
30Δ call101.07%108.34%112.36%
35Δ call96.68%105.03%111.24%
40Δ call94.73%96.45%110.50%
45Δ call94.70%94.40%108.88%
ATM94.78%93.58%107.77%
45Δ put94.87%93.05%107.53%
40Δ put94.91%92.76%107.37%
35Δ put94.69%92.59%107.03%
30Δ put94.01%92.46%106.48%
25Δ put93.09%92.37%105.79%
20Δ put92.18%92.50%104.69%
15Δ put91.37%94.47%103.47%
10Δ put90.41%100.10%103.09%
5Δ put——102.93%

Wing readings by expiration

ExpirationDaysForwardATM IV25Δ put25Δ callRRButterflyQuotes
2026-10-2330$3.6394.78%93.09%106.61%-13.52+5.0710
2026-10-3037$3.6193.58%92.37%108.66%-16.29+6.949
2026-11-2058$3.64107.77%105.79%116.45%-10.67+3.3514
2026-12-1886$3.69104.33%106.95%112.71%-5.75+5.509
2027-01-15114$3.68107.13%103.40%116.78%-13.39+2.9619
2027-02-19149$3.70107.27%104.38%118.23%-13.85+4.0312
2027-03-19177$3.69112.46%109.08%116.11%-7.03+0.1414
2027-04-16205$3.74111.37%109.21%117.27%-8.06+1.8712
2027-05-21240$3.74114.27%110.00%119.49%-9.50+0.4712

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

At-the-money implied volatility by expiration

9 listed expirations produced a usable reading

90%100%110%120%2026-10-23 — 30 days — at-the-money IV 94.78%2026-10-30 — 37 days — at-the-money IV 93.58%2026-11-20 — 58 days — at-the-money IV 107.77%2026-12-18 — 86 days — at-the-money IV 104.33%2027-01-15 — 114 days — at-the-money IV 107.13%2027-02-19 — 149 days — at-the-money IV 107.27%2027-03-19 — 177 days — at-the-money IV 112.46%2027-04-16 — 205 days — at-the-money IV 111.37%2027-05-21 — 240 days — at-the-money IV 114.27%306090180days to expiration

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers
ExpirationDaysForwardATM IVATM strikeQuotes used
2026-10-2330 days$3.6394.78%$3.7610
2026-10-3037 days$3.6193.58%$3.779
2026-11-2058 days$3.64107.77%$3.9914
2026-12-1886 days$3.69104.33%$4.199
2027-01-15114 days$3.68107.13%$4.4119
2027-02-19149 days$3.70107.27%$4.6812
2027-03-19177 days$3.69112.46%$5.0114
2027-04-16205 days$3.74111.37%$5.2912
2027-05-21240 days$3.74114.27%$5.7512

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days
94.78%
60 days
107.42%
90 days
104.84%
180 days
112.33%

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 5 sessions

0.951.001.051.101.152026-09-17 — 90-day over 30-day 1.102026-09-18 — 90-day over 30-day 1.102026-09-21 — 90-day over 30-day 1.082026-09-22 — 90-day over 30-day 1.072026-09-23 — 90-day over 30-day 1.1117 Sep18 Sep21 Sep22 Sep23 Sep

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

Earnings

What the options priced in before each report, and what happened

Next report

2026-11-04Time not statedEstimated from its reporting cadence

Reports

Newest first. The implied move is one standard deviation, priced from the session before the release.

ReportSessionImplied ±RealisedRealised / implied
2026-08-05Before the open———
2026-07-15Before the open———
2026-05-13Before the open———
2026-04-09Before the open———
2026-02-26Before the open———
2025-11-05After the close———
2025-07-30After the close———
2025-05-06After the close———
2025-03-04After the close———
2025-01-16Before the open———
2024-11-05After the close———
2024-08-06After the close———
2024-05-14After the close———
2024-04-23Before the open———
2024-03-04After the close———
2024-02-13Before the open———
2023-11-06After the close———

The implied move is read from the at-the-money straddle on the first expiration strictly after the report date, converted to a one-standard-deviation move and divided by the forward. Realised moves are the close-to-close return across the event, measured from the session before the release to the session after it.

Report dates that have already happened come from the company’s own 8-K filing and are exact. A date still in the future is either one the company has announced, or an estimate from its reporting cadence.