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Eldorado Gold Corporation EGO

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Market datapartial · fetched 2026-10-22T21:51:26.951Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:12:56.861177979Z

FundamentalsAlpha Vantage · unavailable

Share price$33.01
1D-2.7%
AH$32.36$32.77$33.19$33.60$34.025:30 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$0.51$3.14$5.77$8.41$11.04$25.11$30.03$34.94$39.86$44.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGO spot · $33.01EGO PRICE$0.99$0.80$1.01$1.17$1.39$1.60$1.89$2.22$2.59$2.96$3.55$4.46$4.79$1.05$0.88$1.18$1.36$1.63$2.17$2.62$3.01$3.37$3.62$4.81$5.46$10.28
PutsFair1.00×
CallsExpensive1.15×
SkewBearish+1.25 pp
Implied moveBearish±$4.51
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.41110.9%40.6%27.3693.1%20.3%
25Δ37.8962.6%17.2%30.0657.9%11.6%
30Δ36.8962.5%14.8%30.7460.2%10.5%
35Δ35.7558.0%11.8%31.5057.1%8.7%
40Δ34.9557.3%10.1%32.2555.3%7.2%
45Δ34.1955.4%8.4%32.9061.4%6.9%
50Δ33.5255.7%7.3%33.6462.6%6.0%
55Δ32.8756.7%6.3%34.3661.8%5.0%
60Δ32.2057.4%5.4%35.0459.7%4.0%
65Δ31.5357.0%4.5%35.6055.8%3.1%
70Δ30.7260.0%3.8%36.9262.9%2.7%
75Δ29.6967.0%3.4%37.7961.6%2.0%
80Δ29.0162.2%2.4%42.6189.7%2.1%

20Δ

Calls
Pseudo strike
45.41
IV
110.9%
B/E move
40.6%
Puts
Pseudo strike
27.36
IV
93.1%
B/E move
20.3%

25Δ

Calls
Pseudo strike
37.89
IV
62.6%
B/E move
17.2%
Puts
Pseudo strike
30.06
IV
57.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
36.89
IV
62.5%
B/E move
14.8%
Puts
Pseudo strike
30.74
IV
60.2%
B/E move
10.5%

35Δ

Calls
Pseudo strike
35.75
IV
58.0%
B/E move
11.8%
Puts
Pseudo strike
31.50
IV
57.1%
B/E move
8.7%

40Δ

Calls
Pseudo strike
34.95
IV
57.3%
B/E move
10.1%
Puts
Pseudo strike
32.25
IV
55.3%
B/E move
7.2%

45Δ

Calls
Pseudo strike
34.19
IV
55.4%
B/E move
8.4%
Puts
Pseudo strike
32.90
IV
61.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
33.52
IV
55.7%
B/E move
7.3%
Puts
Pseudo strike
33.64
IV
62.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
32.87
IV
56.7%
B/E move
6.3%
Puts
Pseudo strike
34.36
IV
61.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
32.20
IV
57.4%
B/E move
5.4%
Puts
Pseudo strike
35.04
IV
59.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.53
IV
57.0%
B/E move
4.5%
Puts
Pseudo strike
35.60
IV
55.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
30.72
IV
60.0%
B/E move
3.8%
Puts
Pseudo strike
36.92
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
29.69
IV
67.0%
B/E move
3.4%
Puts
Pseudo strike
37.79
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
29.01
IV
62.2%
B/E move
2.4%
Puts
Pseudo strike
42.61
IV
89.7%
B/E move
2.1%

Options history

EGO54.3855.0555.722026-10-20: 55.62%2026-10-21: 54.47%Oct 20Oct 21
Table
DateIV
55.62%
54.47%