EGY (Vaalco Energy, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where EGY's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on EGY are priced rich or cheap relative to its own recent regime.

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.

EGY IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
34%
60-Day Avg
38%
90-Day Avg
40%
90-Day Low
9%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in EGY's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
EGY IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 14% 0.9%
20260605 50% 1.4%
20260604 12% 0.9%
20260603 9% 0.8%
20260602 73% 1.8%
20260601 41% 1.3%
20260529 29% 1.1%
20260528 53% 1.4%
20260527 58% 1.4%
20260526 69% 1.6%
20260522 19% 0.8%
20260521 40% 1.1%
20260520 15% 0.7%
20260519 39% 1.1%
20260518 21% 0.8%
20260515 36% 1.1%
20260514 31% 1.0%
20260513 21% 0.8%
20260512 16% 0.7%
20260511 22% 0.8%
20260510 21% 0.8%
20260508 28% 0.9%
20260507 19% 0.8%
20260506 32% 1.0%
20260505 39% 1.1%
20260504 13% 0.7%
20260502 37% 1.1%
20260501 35% 1.0%
20260430 78% 1.8%
20260429 32% 1.0%
20260428 30% 1.0%
20260427 28% 0.9%
20260424 23% 0.8%
20260423 31% 1.0%
20260422 27% 0.9%
20260421 49% 1.3%
20260420 28% 0.9%
20260417 28% 0.9%
20260416 55% 1.4%
20260415 55% 1.4%
20260414 26% 0.9%
20260413 53% 1.3%
20260410 25% 0.9%
20260409 53% 1.4%
20260408 20% 0.8%
20260407 13% 0.7%
20260406 19% 0.8%
20260402 32% 1.0%
20260401 46% 1.2%
20260331 94% 2.0%
20260330 100% 2.1%
20260327 63% 1.5%
20260326 76% 1.7%
20260325 44% 1.1%
20260324 78% 1.7%
20260323 41% 1.1%
20260320 18% 0.7%
20260319 35% 1.0%
20260318 33% 1.0%
20260317 65% 1.5%
20260316 35% 1.0%
20260313 37% 1.0%
20260312 60% 1.4%
20260311 33% 1.0%
20260310 23% 0.8%
20260309 53% 1.3%
20260308 15% 0.7%
20260306 40% 1.1%
20260305 28% 0.9%
20260304 64% 1.5%
20260303 36% 1.0%
20260302 100% 2.0%
20260227 24% 0.8%
20260226 27% 0.9%
20260225 71% 1.5%
20260224 28% 0.9%
20260223 35% 1.0%
20260221 25% 0.8%
20260220 20% 0.7%
20260219 35% 1.0%
20260218 60% 1.4%
20260217 69% 1.5%
20260213 29% 0.9%
20260212 70% 1.5%
20260211 23% 0.8%
20260210 40% 1.1%
20260209 38% 1.0%
20260206 32% 0.9%
20260205 72% 1.5%
20260204 71% 1.5%