ThetaOwl

EGY

VAALCO Energy, Inc.Energy
$6.26
Bullish
Mkt Cap: $652.7M|Float: 101.5M|SI: 4.1%|DTC: 2.8
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
48.8%
52W Range
$3-$7
ATR(14)
$0.30
Exp. Move
±8.8%
P/C Ratio
0.34
Earnings
May 7
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

EGY Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$1.4M
Max Pain
$4.00
Expected Move
±8.8%
Put/Call OI
0.34
Net Premium
$0.1M
Spot Price
$6.26

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$0.55±8.8%$5.71$6.81
2026-05-1543±$0.95±15.2%$5.31$7.21
2026-07-17106±$1.38±22.0%$4.89$7.64
2026-10-16197±$1.85±29.6%$4.41$8.11

Explore EGY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.