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Vaalco Energy, Inc. EGY

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Market datapartial · fetched 2026-10-22T09:18:15.160Z

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 · 2026-10-21T23:00:00.002656255Z

FundamentalsAlpha Vantage · unavailable

Share price$6.25
1D+0.3%
AH$6.16$6.19$6.22$6.25$6.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGY
Sold putSold callAH

Vaalco Energy, Inc. options

Live interpolated EGY call and put midpoint premiums by absolute delta.Vaalco Energy, Inc.$0.00$1.57$3.14$4.71$6.29$4.60$5.37$6.14$6.90$7.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGY spot · $6.25EGY PRICE$0.32$0.13$0.17$0.21$0.26$0.30$0.34$0.39$0.43$0.47$0.73$1.00$1.28$0.17$0.19$0.21$0.22$0.31$0.39$0.48$0.56$0.65$0.73$0.82$3.13$5.83
PutsExpensive2.05×
CallsExpensive1.56×
SkewBearish+12.90 pp
Implied moveBearish±$0.82
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.16203.4%99.7%4.84101.9%25.3%
25Δ6.9951.7%13.9%5.2284.7%19.4%
30Δ6.8751.1%12.7%5.6167.4%13.6%
35Δ6.7550.6%11.4%5.9950.2%7.7%
40Δ6.6350.0%10.1%6.1350.6%6.9%
45Δ6.5049.4%8.8%6.2651.4%6.2%
50Δ6.3848.8%7.5%6.3952.1%5.4%
55Δ6.2648.2%6.3%6.5252.8%4.7%
60Δ6.1347.7%5.0%6.6553.6%4.0%
65Δ6.0147.1%3.7%6.7854.3%3.2%
70Δ5.7252.1%3.2%6.9155.1%2.5%
75Δ5.4157.7%2.7%9.18120.2%3.3%
80Δ5.1063.4%2.2%11.80194.5%4.4%

20Δ

Calls
Pseudo strike
12.16
IV
203.4%
B/E move
99.7%
Puts
Pseudo strike
4.84
IV
101.9%
B/E move
25.3%

25Δ

Calls
Pseudo strike
6.99
IV
51.7%
B/E move
13.9%
Puts
Pseudo strike
5.22
IV
84.7%
B/E move
19.4%

30Δ

Calls
Pseudo strike
6.87
IV
51.1%
B/E move
12.7%
Puts
Pseudo strike
5.61
IV
67.4%
B/E move
13.6%

35Δ

Calls
Pseudo strike
6.75
IV
50.6%
B/E move
11.4%
Puts
Pseudo strike
5.99
IV
50.2%
B/E move
7.7%

40Δ

Calls
Pseudo strike
6.63
IV
50.0%
B/E move
10.1%
Puts
Pseudo strike
6.13
IV
50.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
6.50
IV
49.4%
B/E move
8.8%
Puts
Pseudo strike
6.26
IV
51.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
6.38
IV
48.8%
B/E move
7.5%
Puts
Pseudo strike
6.39
IV
52.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
6.26
IV
48.2%
B/E move
6.3%
Puts
Pseudo strike
6.52
IV
52.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
6.13
IV
47.7%
B/E move
5.0%
Puts
Pseudo strike
6.65
IV
53.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
6.01
IV
47.1%
B/E move
3.7%
Puts
Pseudo strike
6.78
IV
54.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
5.72
IV
52.1%
B/E move
3.2%
Puts
Pseudo strike
6.91
IV
55.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
5.41
IV
57.7%
B/E move
2.7%
Puts
Pseudo strike
9.18
IV
120.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.10
IV
63.4%
B/E move
2.2%
Puts
Pseudo strike
11.80
IV
194.5%
B/E move
4.4%

Options history

No recorded observations