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Eldorado Gold Corporation EGO

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-12T03:15:37.455Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:15:56.443648097Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:15:36.856456+00:00

Share price$33.00
1D-6.2%
AH$33.22$33.92$34.61$35.30$35.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGO
Sold putSold callAH

Eldorado Gold Corporation options

Live interpolated EGO call and put midpoint premiums by absolute delta.Eldorado Gold Corporation$0.18$1.47$2.75$4.04$5.33$27.99$30.72$33.44$36.17$38.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EGO spot · $33.00EGO PRICE$0.43$0.57$0.62$0.82$1.03$1.26$1.49$1.78$2.13$4.96$0.32$0.42$0.52$0.62$0.73$0.84$0.98$1.17$1.36$1.54$1.65$1.76$1.86
PutsCheap0.59×
Calls——
Skew——
Implied moveBullish±$2.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9679.1%13.3%30.9052.9%7.3%
25Δ36.1778.2%11.3%31.3651.1%6.2%
30Δ35.1066.8%8.3%31.7750.1%5.3%
35Δ34.6369.3%7.4%32.1548.8%4.5%
40Δ34.2273.4%6.8%32.4747.1%3.8%
45Δ33.7776.2%6.2%32.8045.4%3.1%
50Δ33.2777.3%5.4%33.1244.5%2.6%
55Δ32.7679.4%4.7%33.4345.1%2.2%
60Δ32.2282.7%4.1%33.7445.6%1.9%
65Δ34.0345.5%1.5%
70Δ34.2442.2%1.2%
75Δ29.24136.2%3.7%34.4438.9%1.0%
80Δ34.6535.6%0.7%

20Δ

Calls
Pseudo strike
36.96
IV
79.1%
B/E move
13.3%
Puts
Pseudo strike
30.90
IV
52.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
36.17
IV
78.2%
B/E move
11.3%
Puts
Pseudo strike
31.36
IV
51.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
35.10
IV
66.8%
B/E move
8.3%
Puts
Pseudo strike
31.77
IV
50.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
34.63
IV
69.3%
B/E move
7.4%
Puts
Pseudo strike
32.15
IV
48.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
34.22
IV
73.4%
B/E move
6.8%
Puts
Pseudo strike
32.47
IV
47.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
33.77
IV
76.2%
B/E move
6.2%
Puts
Pseudo strike
32.80
IV
45.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
33.27
IV
77.3%
B/E move
5.4%
Puts
Pseudo strike
33.12
IV
44.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
32.76
IV
79.4%
B/E move
4.7%
Puts
Pseudo strike
33.43
IV
45.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
32.22
IV
82.7%
B/E move
4.1%
Puts
Pseudo strike
33.74
IV
45.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.03
IV
45.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.24
IV
42.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
29.24
IV
136.2%
B/E move
3.7%
Puts
Pseudo strike
34.44
IV
38.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.65
IV
35.6%
B/E move
0.7%

Options history

IV · four-Friday blend54.64%
Daily close
EGO50.8%64.8%78.8%2026-08-13: 53.39%2026-08-14: 56.45%2026-08-17: 57.74%2026-08-18: 60.78%2026-08-19: 57.21%2026-08-20: 64.32%2026-08-21: 58.89%2026-08-24: 61.14%2026-08-25: 59.28%2026-08-26: 59.69%2026-08-27: 57.79%2026-08-28: 58.60%2026-08-31: 59.64%2026-09-01: 59.96%2026-09-02: 59.91%2026-09-03: 58.43%2026-09-04: 53.53%2026-09-08: 60.00%2026-09-09: 59.28%2026-09-10: 58.40%2026-09-11: 57.52%2026-09-14: 61.75%2026-09-15: 62.15%2026-09-16: 61.94%2026-09-17: 76.89%2026-09-18: 54.61%2026-09-21: 55.88%2026-09-22: 55.71%2026-09-23: 55.05%2026-09-24: 57.66%2026-09-25: 53.55%2026-09-28: 57.98%2026-09-29: 57.36%2026-09-30: 60.18%2026-10-01: 53.19%2026-10-02: 54.31%2026-10-05: 57.16%2026-10-06: 54.89%2026-10-07: 54.49%2026-10-08: 55.35%2026-10-09: 53.82%2026-10-12: 52.73%2026-10-13: 58.44%2026-10-14: 59.99%2026-10-15: 66.37%2026-10-16: 54.76%2026-10-19: 55.01%2026-10-20: 55.60%2026-10-21: 54.37%2026-10-22: 57.89%2026-10-23: 57.08%2026-10-26: 56.75%2026-10-27: 57.54%2026-10-28: 57.02%2026-10-29: 53.57%2026-10-30: 54.64%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
53.39%
56.45%
57.74%
60.78%
57.21%
64.32%
58.89%
61.14%
59.28%
59.69%
57.79%
58.60%
59.64%
59.96%
59.91%
58.43%
53.53%
60.00%
59.28%
58.40%
57.52%
61.75%
62.15%
61.94%
76.89%
54.61%
55.88%
55.71%
55.05%
57.66%
53.55%
57.98%
57.36%
60.18%
53.19%
54.31%
57.16%
54.89%
54.49%
55.35%
53.82%
52.73%
58.44%
59.99%
66.37%
54.76%
55.01%
55.60%
54.37%
57.89%
57.08%
56.75%
57.54%
57.02%
53.57%
54.64%