How often does Vaalco Energy move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

EGYNYSECrude Petroleum & Natural Gas

Vaalco Energy Inc (EGY) earnings date, market-implied expected move, and options open interest by expiry

5.38

0.00 · −0.03%

post 5.38 0.00%

After hours16:00 ETdelayed

Open5.09Volume1.5MMkt cap$565.9MEPS-1.06Div yield4.65%

Day4.92 – 5.5375%52-wk3.25 – 6.5964%

EGY

Vaalco Energy Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

after close · in 95 days

est.

Calendar

Next report

Last report

Nov 5

after close

confirmedNov 5 close

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+17.74%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

178 managers

Top fund weight

0.02%

EGY weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Vaalco Energy (EGY) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.2%
avg realized: ±4.2%

Q3 FY25Nov 10 '25confirmed±9.6%▼−4.04%×0.42

Jan 15 '26Jan 15 '26confirmed±6.3%▲+5.76%×0.91

Feb 10 '26Feb 10 '26confirmed±7.2%▲+3.96%×0.55

Q1 FY26Mar 12 '26confirmed±10.1%▼−4.43%×0.44

Apr 21 '26Apr 21 '26confirmed±10.1%▲+1.85%×0.18

May 7 '26May 7 '26confirmed±7.5%▼−6.20%×0.83

Q2 FY26Aug 6 '26confirmed±8.6%▲+7.56%×0.88

Oct 7 '26Oct 7 '26confirmed±6.7%▲+0.17%×0.03

quarterimplied−15%0+15%realized×

Oct '26±6.7%▲+0.17%×0.03

Q2 FY26±8.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.06OI · 4 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

657+54%Nov 2014d0.501,315+16%0.50

194+8%Dec 1842d0.33583+8%0.33

1,428+1%Jan 1570d0.285,104−3%0.28

report · Feb 9 · after close · est.

255+5%Apr 16161d3,987+18%

ExpiryPutsCallsP/C

Nov 2014d657+54%1,315+16%0.50

Dec 1842d194+8%583+8%0.33

Jan 1570d1,428+1%5,104−3%0.28

report · Feb 9 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

31.40%as filednet margin · revenue +115.92% QoQ · +39.50% YoY

Revenue

$135M+115.92% QoQ

Gross profit

$89M+162.52% QoQ

65.94% margin

Operating income

$44M+370.17% QoQ

32.25% margin

Pre-tax income

$59M+166.22% QoQ

Net income

$42M+145.27% QoQ

31.40% margin

Cost of revenue

$46M+60.71% QoQ

Operating expenses

$46M−9.09% QoQ

Depreciation $34M

SG&A $11M

Exploration $65,000

Tax

$17M+289.15% QoQ

Other income

$16M+121.34% QoQ

Revenue$135M+115.92%

Gross profit

$89M+162.52%

65.94% margin

Operating income

$44M+370.17%

32.25% margin

Pre-tax income

$59M+166.22%

Net income

$42M+145.27%

31.40% margin

Cost of revenue

$46M+60.71%

Operating expenses

$46M−9.09%

Depreciation $34M

SG&A $11M

Exploration $65,000

Other income$16M+121.34%

Tax$17M+289.15%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.66· ±3.5% vs ±2.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.5%5 of 10×1.66

FOMCrate decision±2.4%10 of 24×1.14

PPIproducer prices±2.1%4 of 10×1.00

CPIconsumer prices±2.0%6 of 10×0.95

PCEpersonal income & outlays±1.4%6 of 19×0.68

GDPgross domestic product±1.3%8 of 19×0.60

CPROFcorporate profits±1.0%6 of 12×0.47

Bar = avg |move| to ±4% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.39	—
Q1 FY26	Mar 12 '26 · confirmed	-0.90	—
Q3 FY25	Nov 10 '25 · confirmed	0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod