IntraAlpha
Create free account Start free

Vaalco Energy, Inc. EGY

i

Market datapartial · fetched 2026-10-22T23:30:48.269Z

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 · 2026-10-22T23:00:00.003587662Z

FundamentalsAlpha Vantage · unavailable

Share price$6.23
1D-0.5%
AH$6.01$6.08$6.15$6.21$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.$0.03$0.96$1.90$2.83$3.76$4.57$5.35$6.12$6.90$7.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGY spot · $6.23EGY PRICE$0.31$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.41$0.18$0.21$0.24$0.26$0.34$0.44$0.54$0.65$0.75$0.85$0.99$2.24$3.49
PutsExpensive2.01×
CallsExpensive1.59×
SkewBearish+12.06 pp
Implied moveBearish±$0.87
TiltBearish63.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.81195.6%94.5%4.78107.5%26.2%
25Δ6.9952.6%14.2%5.1492.3%20.8%
30Δ6.8651.6%12.9%5.5077.2%15.5%
35Δ6.7450.7%11.6%5.8762.0%10.1%
40Δ6.6249.8%10.2%6.1057.3%7.6%
45Δ6.4948.9%8.9%6.2558.7%6.8%
50Δ6.3747.9%7.5%6.4060.1%6.0%
55Δ6.2547.0%6.2%6.5561.6%5.2%
60Δ6.1246.1%4.9%6.7063.0%4.4%
65Δ6.8564.4%3.7%
70Δ7.0467.0%2.9%
75Δ8.29101.8%2.9%
80Δ9.54136.5%2.9%

20Δ

Calls
Pseudo strike
11.81
IV
195.6%
B/E move
94.5%
Puts
Pseudo strike
4.78
IV
107.5%
B/E move
26.2%

25Δ

Calls
Pseudo strike
6.99
IV
52.6%
B/E move
14.2%
Puts
Pseudo strike
5.14
IV
92.3%
B/E move
20.8%

30Δ

Calls
Pseudo strike
6.86
IV
51.6%
B/E move
12.9%
Puts
Pseudo strike
5.50
IV
77.2%
B/E move
15.5%

35Δ

Calls
Pseudo strike
6.74
IV
50.7%
B/E move
11.6%
Puts
Pseudo strike
5.87
IV
62.0%
B/E move
10.1%

40Δ

Calls
Pseudo strike
6.62
IV
49.8%
B/E move
10.2%
Puts
Pseudo strike
6.10
IV
57.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
6.49
IV
48.9%
B/E move
8.9%
Puts
Pseudo strike
6.25
IV
58.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
6.37
IV
47.9%
B/E move
7.5%
Puts
Pseudo strike
6.40
IV
60.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
6.25
IV
47.0%
B/E move
6.2%
Puts
Pseudo strike
6.55
IV
61.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
6.12
IV
46.1%
B/E move
4.9%
Puts
Pseudo strike
6.70
IV
63.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.85
IV
64.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.04
IV
67.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.29
IV
101.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.54
IV
136.5%
B/E move
2.9%

Options history

EGY45.1545.3945.632026-10-20: 45.19%2026-10-21: 45.59%Oct 20Oct 21
Table
DateIV
45.19%
45.59%