EGY · Expected Move
Vaalco Energy, Inc.
The expected move for EGY 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).
EGY straddle price & implied vol
59 sessionsBars: 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 EGY Expected Move
30-Day Straddle
$0.73
7-Day Straddle
$0.73
30-Day ATM IV
51.7%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to EGY'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.
EGY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.73 | $0.73 | 51.7% | 35% |
| 20261021 | $0.70 | $0.70 | 48.2% | 27% |
| 20261020 | $0.72 | $0.72 | 45.9% | 21% |
| 20261019 | $0.75 | $0.75 | 48.6% | 28% |
| 20261016 | $0.70 | $0.23 | 46.3% | 22% |
| 20261015 | $0.68 | $0.12 | 45.3% | 20% |
| 20261014 | $0.70 | $0.17 | 45.6% | 20% |
| 20261013 | $0.78 | $0.33 | 47.1% | 24% |
| 20261012 | $0.75 | $0.25 | 47.3% | 24% |
| 20261009 | $0.75 | $0.25 | 45.9% | 21% |
| 20261008 | $0.80 | $0.30 | 48.6% | 28% |
| 20261007 | $0.70 | $0.38 | 44.1% | 17% |
| 20261006 | $0.80 | $0.40 | 49.9% | 31% |
| 20261005 | $0.85 | $0.40 | 49.7% | 30% |
| 20261002 | $0.47 | $0.47 | 52.1% | 36% |
| 20261001 | $0.53 | $0.53 | 50.1% | 31% |
| 20260930 | $0.55 | $0.55 | 49.2% | 29% |
| 20260929 | $0.48 | $0.48 | 49.6% | 30% |
| 20260928 | $0.45 | $0.45 | 45.3% | 20% |
| 20260925 | $0.53 | $0.53 | 47.3% | 24% |
| 20260924 | $0.50 | $0.50 | 44.7% | 18% |
| 20260923 | $0.50 | $0.50 | 43.7% | 16% |
| 20260922 | $0.48 | $0.48 | 43.8% | 16% |
| 20260921 | $0.50 | $0.50 | 42.5% | 13% |
| 20260918 | $0.50 | $0.10 | 37.7% | 1% |
| 20260917 | $0.57 | $0.30 | 42.5% | 13% |
| 20260916 | $0.53 | $0.33 | 37.6% | 1% |
| 20260915 | $0.75 | $0.58 | 42.3% | 12% |
| 20260914 | $0.62 | $0.35 | 39.2% | 5% |
| 20260911 | $0.70 | $0.43 | 45.6% | 20% |
| 20260910 | $0.75 | $0.40 | 47.8% | 26% |
| 20260909 | $0.68 | $0.38 | 43.4% | 15% |
| 20260908 | $0.62 | $0.33 | 40.2% | 7% |
| 20260904 | $0.62 | $0.35 | 38.6% | 3% |
| 20260903 | $0.70 | $0.32 | 40.6% | 8% |
| 20260902 | $0.45 | $0.45 | — | — |
| 20260901 | $0.45 | $0.45 | 42.8% | 14% |
| 20260831 | $0.45 | $0.45 | 41.4% | 10% |
| 20260828 | $0.47 | $0.47 | 44.2% | 17% |
| 20260827 | $0.53 | $0.53 | 45.9% | 21% |
| 20260826 | $0.47 | $0.47 | 42.0% | 12% |
| 20260825 | $0.47 | $0.47 | 43.7% | 16% |
| 20260824 | $0.53 | $0.53 | 42.9% | 14% |
| 20260821 | $0.50 | $0.10 | 39.3% | 5% |
| 20260820 | $0.50 | $0.17 | 37.9% | 2% |
| 20260819 | $0.50 | $0.28 | 37.2% | 0% |
| 20260818 | $0.60 | $0.88 | — | — |
| 20260817 | $0.65 | $0.28 | 46.4% | 8% |
| 20260814 | $0.68 | $0.43 | 76.8% | 95% |
| 20260813 | $0.62 | $0.48 | 66.6% | 66% |
| 20260812 | $0.65 | $0.45 | 44.8% | 4% |
| 20260811 | $0.75 | $0.50 | 49.8% | 18% |
| 20260810 | $0.80 | $0.62 | — | — |
| 20260806 | $0.80 | $0.55 | 55.3% | 34% |
| 20260805 | $0.47 | $0.47 | 57.4% | 40% |
| 20260804 | $0.55 | $0.55 | 53.5% | 28% |
| 20260803 | $0.55 | $0.55 | 53.8% | 29% |
| 20260731 | $0.68 | $0.68 | — | — |
| 20260730 | $0.68 | $0.68 | 62.6% | 54% |
More on EGY
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.