Extra virgin olive oil (EVOO) is an important component of the Mediterranean diet and a highly priced product. Despite the strict legislation to protect it from fraudulent practices, there is an increasing demand to characterize EVOOs and evaluate their authenticity. For this purpose, 68 monovarietal EVOOs, originating from three regions of Greece (Peloponnese, Crete, and Lesvos) and two local cultivars (Koroneiki and Kolovi), were obtained during the harvesting period of 2018–2019. Fatty acids, squalene, and tocopherols were determined chromatographically according to official methods in order to study the effect of cultivar and geographical origin. Squalene and γ-tocopherol differed significantly amongst the cultivars tested. Koroneiki samples exhibited higher squalene content than Kolovi samples, whereas the opposite was observed for γ-tocopherol. The tocopherol level was highly geographical dependent, with EVOOs from Peloponnese displaying the highest concentration of α-tocopherol, whereas the content of γ-tocopherol was significantly higher in samples from Lesvos. Unsupervised and supervised multivariate analysis resulted in a satisfactory grouping of EVOOs according to cultivar. γ-Tocopherol, squalene, and the majority of fatty acids were the most discriminant variables, with γ-tocopherol, linoleic, linolenic, and gadoleic acid being present at higher levels in samples from the Kolovi cultivar. Koroneiki samples were characterized with higher levels of squalene, palmitic, palmitoleic, and arachidic acid.