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Vaalco Energy, Inc. EGY

i

Market dataready · fetched 2026-11-11T14:57:12.844Z

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 · 2026-11-11T14:56:24.719261513Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:57:12.464589+00:00

Share price$5.46
1D-0.4%
$5.41$5.43$5.45$5.47$5.495:30 AM6:30 AM9:00 AM1:00 PMEGY
Sold putSold call

Vaalco Energy, Inc. options

Live interpolated EGY call and put midpoint premiums by absolute delta.Vaalco Energy, Inc.$0.10$0.38$0.67$0.96$1.25$4.33$4.91$5.49$6.06$6.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EGY spot · $5.46EGY PRICE$0.17$0.26$0.35$0.44$0.53$0.62$0.71$0.80$0.89$0.98$1.07$1.16$0.13$0.18$0.24$0.29$0.35$0.40$0.45$0.51$0.56$0.62$0.76$1.03
Puts——
Calls——
Skew——
Implied moveBullish±$1.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.8365.0%9.9%5.0973.5%9.1%
30Δ5.7067.9%9.2%5.1974.9%8.4%
35Δ5.5770.8%8.6%5.2876.4%7.6%
40Δ5.4573.7%7.9%5.3877.8%6.9%
45Δ5.3276.7%7.2%5.4779.3%6.1%
50Δ5.1979.6%6.6%5.5680.7%5.4%
55Δ5.0782.5%5.9%5.6682.2%4.7%
60Δ4.9485.4%5.2%5.7583.6%3.9%
65Δ4.8288.3%4.6%5.8585.1%3.2%
70Δ4.6991.2%3.9%5.9486.5%2.5%
75Δ4.5694.1%3.2%6.1290.5%1.9%
80Δ4.4497.0%2.6%6.4198.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.83
IV
65.0%
B/E move
9.9%
Puts
Pseudo strike
5.09
IV
73.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
5.70
IV
67.9%
B/E move
9.2%
Puts
Pseudo strike
5.19
IV
74.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
5.57
IV
70.8%
B/E move
8.6%
Puts
Pseudo strike
5.28
IV
76.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
5.45
IV
73.7%
B/E move
7.9%
Puts
Pseudo strike
5.38
IV
77.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
5.32
IV
76.7%
B/E move
7.2%
Puts
Pseudo strike
5.47
IV
79.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
5.19
IV
79.6%
B/E move
6.6%
Puts
Pseudo strike
5.56
IV
80.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
5.07
IV
82.5%
B/E move
5.9%
Puts
Pseudo strike
5.66
IV
82.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
4.94
IV
85.4%
B/E move
5.2%
Puts
Pseudo strike
5.75
IV
83.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
4.82
IV
88.3%
B/E move
4.6%
Puts
Pseudo strike
5.85
IV
85.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
4.69
IV
91.2%
B/E move
3.9%
Puts
Pseudo strike
5.94
IV
86.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
4.56
IV
94.1%
B/E move
3.2%
Puts
Pseudo strike
6.12
IV
90.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
4.44
IV
97.0%
B/E move
2.6%
Puts
Pseudo strike
6.41
IV
98.1%
B/E move
1.5%

Options history

IV · four-Friday blend63.37%
Daily close
EGY40.5%53.2%65.8%2026-08-20: 64.09%2026-08-21: 47.22%2026-09-01: 45.45%2026-09-02: 53.94%2026-09-04: 42.25%2026-09-18: 42.32%2026-09-21: 44.09%2026-09-22: 42.65%2026-09-23: 42.86%2026-09-24: 46.31%2026-10-08: 47.80%2026-10-09: 50.37%2026-10-15: 59.07%2026-10-16: 46.83%2026-10-19: 45.85%2026-10-20: 44.74%2026-10-21: 45.42%2026-10-22: 48.19%2026-10-23: 47.08%2026-10-26: 47.98%2026-10-29: 48.55%2026-10-30: 63.37%Aug 20Oct 8Oct 30
22 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
64.09%
47.22%
45.45%
53.94%
42.25%
42.32%
44.09%
42.65%
42.86%
46.31%
47.80%
50.37%
59.07%
46.83%
45.85%
44.74%
45.42%
48.19%
47.08%
47.98%
48.55%
63.37%