ELDORADO GOLD CORP /FI (EGO) Implied Volatility
ELDORADO GOLD CORP /FI (EGO) options trade at a 30-day at-the-money implied volatility of 63.4%, an IV rank of 73 out of 100 over the past year. This page breaks down EGO's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
EGO 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 63.4% |
| ATM IV — 2 month | 57.0% |
| ATM IV — 3 month | 0.0% |
| IV rank (1 year) | 73 / 100 |
| IV percentile (1 year) | 74% |
| Expected move (front expiration) | ±$7.69 (±16.6%) |
| Historical volatility — 10 day | 59.0% |
| Historical volatility — 21 day | 71.3% |
| Historical volatility — 30 day | 70.5% |
| Historical volatility — 60 day | 68.4% |
| IV / HV ratio | 0.90 |
| Term slope (front − 3M) | +63.4 pts |
An IV rank of 73 places current implied volatility near the top of its 52-week range. An IV/HV ratio of 0.90 means implied volatility is roughly in line with recent realized volatility. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
EGO IV Rank History
EGO IV rank (0–100), past year.
IV rank has risen from 47 in Feb '26 to 73 today. An IV percentile of 74% means implied volatility was lower than today on 74% of trading days in the past year.
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EGO Options FAQ
What is the implied volatility of EGO options?
EGO options trade at a 30-day at-the-money implied volatility of 63.4% as of Aug 24, 2026. That is an IV rank of 73 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is EGO implied volatility high or low right now?
By its own 52-week standards, EGO implied volatility is currently high: IV rank is 73 out of 100 as of Aug 24, 2026. Compared with realized movement, the IV/HV ratio of 0.90 shows options pricing less movement than the stock has recently delivered.
What move do EGO options imply before the next expiration?
Front-expiration EGO options imply a one-standard-deviation move of ±$7.69 (±16.6%) as of Aug 24, 2026, derived from at-the-money option prices.
What is the difference between EGO's IV rank and IV percentile?
IV rank (currently 73) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 74%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.