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Eldorado Gold Corp EGO

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T23:58:23.570Z

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 · 2026-10-22T23:56:09.979786832Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:58:21.467137+00:00

Share price$33.11
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 Corp options

Live interpolated EGO call and put midpoint premiums by absolute delta.Eldorado Gold Corp$0.62$2.18$3.74$5.31$6.87$25.21$30.10$34.99$39.87$44.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGO spot · $33.11EGO PRICE$0.99$0.79$1.00$1.15$1.37$1.58$1.85$2.17$2.53$2.89$3.24$4.38$4.70$1.04$0.90$1.21$1.37$1.71$2.25$2.69$3.09$3.43$3.69$5.05$5.96$6.42
PutsFair0.99×
CallsExpensive1.12×
SkewBearish+1.95 pp
Implied moveBearish±$4.54
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.49110.6%40.4%27.4992.3%20.1%
25Δ37.9361.8%16.9%30.1158.9%11.8%
30Δ36.9561.8%14.6%30.7961.4%10.6%
35Δ35.8157.1%11.6%31.5957.3%8.7%
40Δ35.0156.3%9.9%32.3457.2%7.5%
45Δ34.2754.3%8.3%33.0063.5%7.1%
50Δ33.6054.2%7.1%33.7664.0%6.1%
55Δ32.9755.1%6.1%34.5062.9%5.1%
60Δ32.3155.6%5.2%35.1760.5%4.1%
65Δ31.6655.3%4.3%35.7656.6%3.2%
70Δ31.0154.3%3.5%37.2165.4%2.9%
75Δ29.8465.5%3.3%38.3566.1%2.2%
80Δ29.2060.5%2.4%39.0561.9%1.4%

20Δ

Calls
Pseudo strike
45.49
IV
110.6%
B/E move
40.4%
Puts
Pseudo strike
27.49
IV
92.3%
B/E move
20.1%

25Δ

Calls
Pseudo strike
37.93
IV
61.8%
B/E move
16.9%
Puts
Pseudo strike
30.11
IV
58.9%
B/E move
11.8%

30Δ

Calls
Pseudo strike
36.95
IV
61.8%
B/E move
14.6%
Puts
Pseudo strike
30.79
IV
61.4%
B/E move
10.6%

35Δ

Calls
Pseudo strike
35.81
IV
57.1%
B/E move
11.6%
Puts
Pseudo strike
31.59
IV
57.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
35.01
IV
56.3%
B/E move
9.9%
Puts
Pseudo strike
32.34
IV
57.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
34.27
IV
54.3%
B/E move
8.3%
Puts
Pseudo strike
33.00
IV
63.5%
B/E move
7.1%

50Δ

Calls
Pseudo strike
33.60
IV
54.2%
B/E move
7.1%
Puts
Pseudo strike
33.76
IV
64.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
32.97
IV
55.1%
B/E move
6.1%
Puts
Pseudo strike
34.50
IV
62.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
32.31
IV
55.6%
B/E move
5.2%
Puts
Pseudo strike
35.17
IV
60.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
31.66
IV
55.3%
B/E move
4.3%
Puts
Pseudo strike
35.76
IV
56.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
31.01
IV
54.3%
B/E move
3.5%
Puts
Pseudo strike
37.21
IV
65.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
29.84
IV
65.5%
B/E move
3.3%
Puts
Pseudo strike
38.35
IV
66.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
29.20
IV
60.5%
B/E move
2.4%
Puts
Pseudo strike
39.05
IV
61.9%
B/E move
1.4%

Options history

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