Vaalco Energy (EGY)'s 30-day implied volatility (IV30) was 47.9% at the close on October 26, 2026, up from 43.7% the day before, against a 52-week range of 28.6% to 71.9%. Its 20-day historical volatility was 41.6%.
Key numbers
30-day implied volatility (IV30): 47.9%
IV30 52-week range: 28.6% to 71.9% (median 45.5%)
Historical volatility: 20-day 41.6%, 1-year 45.8%
Implied move by the nearest expiration: ±2.7%
Data as of October 26, 2026.
EGY Implied Volatility (IV) vs Historical Volatility (HV)
The EGY IV term structure shows the implied volatility difference between different maturity dates.
