EGY · Iron Condor Setups
Vaalco Energy, Inc.
Iron condor opportunities for EGY based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
EGY IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for EGY
Score
23.00
Breach Rate
24.4%
140 of 573 observations
Avg Straddle
$0.79
11.3% of price
IV Rank
31%
IV Premium
1.11x
IV ÷ Realized Vol
Beta vs SPY
-0.46
P/C Vol
0.49
Current Price
$6.20
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. EGY is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
EGY IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261022 | 31% |
| 20261021 | 27% |
| 20261020 | 21% |
| 20261019 | 28% |
| 20261016 | 22% |
| 20261015 | 20% |
| 20261014 | 20% |
| 20261013 | 24% |
| 20261012 | 24% |
| 20261009 | 21% |
| 20261008 | 28% |
| 20261007 | 17% |
| 20261006 | 31% |
| 20261005 | 30% |
| 20261002 | 36% |
| 20261001 | 31% |
| 20260930 | 29% |
| 20260929 | 30% |
| 20260928 | 20% |
| 20260925 | 24% |
| 20260924 | 18% |
| 20260923 | 16% |
| 20260922 | 16% |
| 20260921 | 13% |
| 20260918 | 1% |
| 20260917 | 13% |
| 20260916 | 1% |
| 20260915 | 12% |
| 20260914 | 5% |
| 20260911 | 20% |
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.