EGO · Expected Move

Eldorado Gold Corporation

The expected move for EGO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

EGO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current EGO Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$3.12
30-Day ATM IV
55.4%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to EGO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
EGO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $3.12 $3.12 55.4% 34%
20261029 $3.45 $3.45 51.3% 8%
20261028 $4.20 $4.20 62.3% 78%
20261027 $4.30 $4.30 59.7% 61%
20261026 $4.15 $4.15 60.3% 65%
20261023 $4.40 $4.40 62.3% 78%
20261022 $4.40 $4.40 58.9% 56%
20261021 $4.05 $4.05 50.9% 5%
20261020 $4.45 $4.45 55.2% 32%
20261019 $4.78 $4.78 56.8% 43%
20261016 $5.00 $0.93 56.4% 39%
20261015 $4.90 $1.42 54.7% 28%
20261014 $5.28 $1.62 60.2% 62%
20261013 $5.15 $1.88 53.0% 18%
20261012 $5.55 $1.77 55.7% 34%
20261009 $5.47 $1.70 54.3% 26%
20261008 $5.38 $2.33 53.6% 21%
20261007 $5.88 $2.45 55.5% 33%
20261006 $6.00 $2.85 54.1% 25%
20261005 $6.53 $2.95 59.9% 60%
20261002 $2.62 $2.62 52.8% 16%
20261001 $2.98 $2.98 54.4% 26%
20260930 $3.35 $3.35 53.9% 23%
20260929 $3.62 $3.62 53.9% 23%
20260928 $4.03 $4.03 57.0% 42%
20260925 $4.17 $4.17 54.8% 29%
20260924 $4.30 $4.30 56.2% 38%
20260923 $4.67 $4.67 56.7% 41%
20260922 $4.88 $4.88 56.1% 37%
20260921 $5.22 $5.22 56.8% 41%
20260918 $5.00 $0.62 52.5% 15%
20260917 $5.35 $2.30 57.6% 46%
20260916 $5.28 $1.90 57.3% 44%
20260915 $5.17 $2.08 55.4% 34%
20260914 $5.25 $2.38 54.7% 30%
20260911 $5.78 $2.45 53.5% 23%
20260910 $6.00 $2.88 56.8% 43%
20260909 $6.20 $3.40 55.8% 37%
20260908 $6.70 $3.22 59.2% 57%
20260904 $5.92 $3.25 50.7% 6%
20260903 $7.08 $3.70 56.5% 41%
20260902 $4.00 $4.00 51.1% 8%
20260901 $4.28 $4.28 55.2% 33%
20260831 $4.45 $4.45 56.5% 41%
20260828 $4.47 $4.47 54.5% 29%
20260827 $4.97 $4.97 55.4% 34%
20260826 $5.35 $5.35 57.1% 45%
20260825 $5.33 $5.33 54.9% 31%
20260824 $5.60 $5.60 58.5% 53%
20260821 $5.50 $1.50 54.6% 30%
20260820 $5.05 $1.42 53.0% 20%
20260819 $5.15 $1.10 53.3% 21%
20260818 $4.30 $2.35 50.1% 3%
20260817 $5.15 $2.20 52.6% 18%
20260814 $5.53 $2.30 56.8% 43%
20260813 $5.03 $2.78 50.9% 7%
20260812 $5.08 $2.92 52.4% 17%
20260811 $5.53 $2.67 54.6% 30%
20260810 $6.08 $3.55 60.1% 63%
20260807 — — 62.3% 76%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.