VAALCO Energy Inc (EGY) Historical Volatility

Tracking EGY historical volatility helps you see how much VAALCO Energy Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, VAALCO Energy Inc's HV tells you what really happened. Use our scanner to monitor EGY 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EGY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing VAALCO Energy Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

VAALCO Energy, Inc., an independent energy company, acquires, explores for, develops, and produces crude oil and natural gas. The company holds Etame production sharing contract related to the Etame Marin block located offshore in the Republic of Gabon in West Africa. It also owns interests in an undeveloped block offshore Equatorial Guinea, West Africa. VAALCO Energy, Inc. was incorporated in 1985 and is headquartered in Houston, Texas.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts VAALCO Energy Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EGY HV is running hot, cold, or in line. Make the EGY 30 day historical volatility — and every other window — work for your edge instead of against it.