Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Eldorado Gold stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Eldorado Gold IV rank is 10, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 40.6% to 192.7%. See the EGO implied volatility history for a longer view.

Across all open Eldorado Gold options on Nov 4, 2026, net gamma exposure was $650.81K and net delta exposure was $11.05M per 1% move in the stock. The EGO gamma exposure chart shows where that gamma sits by strike.

Eldorado Gold Corp is a gold and base metals producer with mining, development, and exploration operations in Turkey, Canada, and Greece.