VAALCO Energy Inc

EGYNYSE · USD
5.84USD0.00 (-2.02%)
6310

VAALCO Energy Inc (EGY) Implied Volatility Current

EGY implied volatility is 41%. IV Rank is 8%, placing current premiums in the bottom of their 52-week range.

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Tracking EGY implied volatility helps you identify when options premiums on VAALCO Energy Inc are historically cheap or expensive, and where the best trades are hiding. VAALCO Energy Inc implied volatility reflects the market's expectation of future price movement: when EGY IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor VAALCO Energy Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For EGY, tracking metrics like EGY IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on EGY signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

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.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where EGY implied volatility sits today versus where it has been. Our scanner ranks VAALCO Energy Inc implied volatility against its historical range, surfaces extremes in EGY IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether VAALCO Energy Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
7.94%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)40.53%

IV Rank7.94%

Historical Volatility (30d)34.22%

IV - HV+6.31%

As of September 22, 2026

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Track EGY IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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