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Eldorado Gold Corp EGO

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T23:30:53.829Z

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 · 2026-10-22T23:00:00.002745707Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:30:52.278965+00:00

Share price$32.91
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$0.60$2.52$4.44$6.37$8.29$25.03$29.97$34.91$39.84$44.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGO spot · $32.91EGO PRICE$0.99$0.81$1.02$1.18$1.41$1.62$1.93$2.27$2.65$3.03$3.82$4.53$5.33$1.06$0.86$1.15$1.35$1.56$2.09$2.54$2.94$3.30$3.55$3.79$5.27$7.74
PutsFair0.95×
CallsExpensive1.18×
SkewBullish-3.93 pp
Implied moveBearish±$4.47
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.33111.3%40.8%27.2494.0%20.4%
25Δ37.8663.5%17.5%30.0156.9%11.4%
30Δ36.8363.1%15.0%30.6859.1%10.3%
35Δ35.7059.0%12.1%31.4156.8%8.7%
40Δ34.8958.2%10.3%32.1653.3%7.0%
45Δ34.1156.4%8.6%32.8159.3%6.7%
50Δ33.4457.2%7.5%33.5161.2%5.9%
55Δ32.7758.3%6.5%34.2260.6%5.0%
60Δ32.0959.2%5.6%34.9058.6%4.0%
65Δ31.4058.8%4.6%35.4455.0%3.1%
70Δ30.4565.6%4.2%35.9751.0%2.2%
75Δ29.5468.5%3.5%37.5359.8%2.0%
80Δ28.4770.5%2.7%40.0972.8%1.7%

20Δ

Calls
Pseudo strike
45.33
IV
111.3%
B/E move
40.8%
Puts
Pseudo strike
27.24
IV
94.0%
B/E move
20.4%

25Δ

Calls
Pseudo strike
37.86
IV
63.5%
B/E move
17.5%
Puts
Pseudo strike
30.01
IV
56.9%
B/E move
11.4%

30Δ

Calls
Pseudo strike
36.83
IV
63.1%
B/E move
15.0%
Puts
Pseudo strike
30.68
IV
59.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
35.70
IV
59.0%
B/E move
12.1%
Puts
Pseudo strike
31.41
IV
56.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
34.89
IV
58.2%
B/E move
10.3%
Puts
Pseudo strike
32.16
IV
53.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
34.11
IV
56.4%
B/E move
8.6%
Puts
Pseudo strike
32.81
IV
59.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
33.44
IV
57.2%
B/E move
7.5%
Puts
Pseudo strike
33.51
IV
61.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
32.77
IV
58.3%
B/E move
6.5%
Puts
Pseudo strike
34.22
IV
60.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
32.09
IV
59.2%
B/E move
5.6%
Puts
Pseudo strike
34.90
IV
58.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.40
IV
58.8%
B/E move
4.6%
Puts
Pseudo strike
35.44
IV
55.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
30.45
IV
65.6%
B/E move
4.2%
Puts
Pseudo strike
35.97
IV
51.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
29.54
IV
68.5%
B/E move
3.5%
Puts
Pseudo strike
37.53
IV
59.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
28.47
IV
70.5%
B/E move
2.7%
Puts
Pseudo strike
40.09
IV
72.8%
B/E move
1.7%

Options history

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